Abstract: Highlights•A novel convex flexible pinball loss SVM (FP-SVM) is proposed for classification.•The proposed FP-SVM employs two parameters to control the loss on both incorrectly and correctly classified samples.•Numerical experiments on 30 benchmark datasets demonstrate that the proposed FP-SVM outperforms the baseline models.•The proposed model has an application in classifying breast cancer dataset (BreakHis).
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