Classification with support vector machines and Kolmogorov-Smirnov bounds
(2014)
Journal Article
Utkin, L., & Coolen, F. (2014). Classification with support vector machines and Kolmogorov-Smirnov bounds. Journal of statistical theory and practice, 8(2), 297-318. https://doi.org/10.1080/15598608.2013.788985
This article presents a new statistical inference method for classification. Instead of minimizing a loss function that solely takes residuals into account, it uses the Kolmogorov–Smirnov bounds for the cumulative distribution function of the residua... Read More about Classification with support vector machines and Kolmogorov-Smirnov bounds.