基于CVaR的分布式鲁棒支持向量机的应用案例分析

Case Analysis of Distributed Robust Support Vector Machine Application Based on CVaR

阐述利用随机变量的一种矩信息,对基于CVaR的支持向量机模型进行优化,使用案例数据对优化后的模型进行实证分析。

This paper describes how to optimize the support vector machine model based on CVaR by using a moment information of random variables, and use case data to conduct empirical analysis on the optimized model.