Using robust dispersion estimation in support vector machines

Abstract

In this paper, a novel Support Vector Machine (SVM) variant, which makes use of robust statistics, is proposed. We investigate the use of statistically robust location and dispersion estimators, in order to enhance the performance of SVMs and test it in two-class and multi-class classification problems. Moreover, we propose a novel method for class specific multi-class SVM, which makes use of the covariance matrix of only one class, i.e., the class that we are interested in separating from the others, while ignoring the dispersion of other classes. We performed experiments in artificial data, as well as in many real world publicly available databases used for classification. The proposed approach performs better than other SVM variants, especially in cases where the training data contain outliers. Finally, we applied the proposed method for facial expression recognition in three well known facial expression databases, showing that it outperforms previously published attempts.