Local Neighborhood Reliability Weighted Support Vector Machine

Support vector machine (SVM) is a classification model, which learns the decision surface that maximizes the margin in the feature space. Such a decision surface has a good classification ability for unknown new samples. In real-world applications, the data set usually contains many noises and outliers, which will affect the learning of the decision surface, thus the maximum margin cannot be obtained, and the generalization ability of SVM will be reduced. In this paper, we introduce an adjacency factor to each input point to characterize the local neighbor relationship between each point. Weighting each sample point by the adjacency factor can let different sample points make different contributions to the learning of the decision surface. Thus, we can filter out the influence of noises and outliers on the decision surface by this weighting method. We propose this new method namely local neighborhood reliability weighted support vector machine (LN-SVM).