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Lasso is a popular regression model, which can do automatic variable selection and continuous shrinkage simultaneously. The Elastic Net is one of the corrective methods of Lasso, which selects groups of correlated variables. It is particularly useful when the number of features p is much bigger than the number of observations n. However, the training efficiency of the Elastic Net for high-dimensional...
The maximum margin of twin spheres support vector machine (MMTSVM) is an effective method for the imbalanced data classification. However, the hinge loss is used in the MMTSVM and easily leads to sensitivity for the noises and instability for re-sampling. In contrast, the pinball loss is related to the quantile distance and less sensitive to noises. To enhance the performance of MMTSVM, we propose...
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