On support vector machines under a multiple-cost scenario
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DOI: 10.1007/s11634-018-0330-5
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- Maldonado, Sebastián & Pérez, Juan & Bravo, Cristián, 2017. "Cost-based feature selection for Support Vector Machines: An application in credit scoring," European Journal of Operational Research, Elsevier, vol. 261(2), pages 656-665.
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- Benítez-Peña, Sandra & Carrizosa, Emilio & Guerrero, Vanesa & Jiménez-Gamero, M. Dolores & Martín-Barragán, Belén & Molero-Río, Cristina & Ramírez-Cobo, Pepa & Romero Morales, Dolores & Sillero-Denami, 2021. "On sparse ensemble methods: An application to short-term predictions of the evolution of COVID-19," European Journal of Operational Research, Elsevier, vol. 295(2), pages 648-663.
- Benítez-Peña, Sandra & Blanquero, Rafael & Carrizosa, Emilio & Ramírez-Cobo, Pepa, 2024. "Cost-sensitive probabilistic predictions for support vector machines," European Journal of Operational Research, Elsevier, vol. 314(1), pages 268-279.
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Keywords
Constrained classification; Misclassification costs; Mixed integer quadratic programming; Sensitivity/specificity trade-off; Support vector machines;All these keywords.
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