Robust capped L1-norm twin support vector machine

Twin support vector machine (TWSVM) is a classical and effective classifier for binary classification. However, its robustness cannot be guaranteed due to the utilization of squared L2-norm distance that can usually exaggerate the influence of outliers. In this paper, we propose a new robust capped L1-norm twin support vector machine (CTWSVM), which sustains the advantages of TWSVM and promotes the robustness in solving a binary classification problem with outliers. The solution of the proposed method can be achieved by optimizing a pair of capped L1-norm related problems using a newly-designed effective iterative algorithm. Also, we present some theoretical analysis on existence of local optimum and convergence of the algorithm. Extensive experiments on an artificial dataset and several UCI datasets demonstrate the robustness and feasibility of our proposed CTWSVM. (c) 2019 Elsevier Ltd. All rights reserved.