Symmetric LINEX loss twin support vector machine for robust classification and its fast iterative algorithm

Qi Si, Zhixia Yang, Junyou Ye

Abstract: Highlights•This paper proposes SLTSVM by introducing symmetric LIENX loss function.•An interpretable method is proposed for selecting the loss parameter.•The convergence of the designed solution algorithm are further analyzed.•Experiments show that our method is efficient for data with outliers or noises.