newyyshan/SMO-CSSVM
This project is an MATLAB implementation of SMO algorithm for CSSVM. The CSSVM is different to traditional 2C-SVM. CSSVM guarantees consistency with the cost-sensitive Bayes risk based on cost sensitive hinge loss, has a better generalization accuracy than 2C-SVM. CSSVM is detailedly descripted in the reference "H. Masnadi-Shirazi and N. Vasconcelos, “Risk minimization, probability elicitation, and cost-sensitive svms.” in ICML, 2010, pp. 759–766."
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