Journal
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Volume 46, Issue 6, Pages 2751-2763Publisher
TAYLOR & FRANCIS INC
DOI: 10.1080/03610926.2015.1048889
Keywords
Inverse regression; SMOTE; sufficient dimension reduction; zPSVM
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Funding
- London Mathematical Society [URB14-17]
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Li etal. (2011) presented the novel idea of using support vector machines (SVMs) to perform sufficient dimension reduction. In this work, we investigate the potential improvement in recovering the dimension reduction subspace when one changes the SVM algorithm to treat imbalance based on several proposals in the machine learning literature. We find out that in most situations, treating the imbalanced nature of the slices will help improve the estimation. Our results are verified through simulation and real data applications.
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