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Journal Articles RAIRO - Operations Research Year : 2017

A note on supervised classification and Nash-equilibrium problems

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Abstract

In this note, we investigate connections between supervised classification and (Generalized) Nash equilibrium problems (NEP & GNEP). For the specific case of support vector machines (SVM), we exploit the geometric properties of class separation in the dual space to formulate a non-cooperative game. NEP and Generalized NEP formulations are proposed for both binary and multi-class SVM problems.
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Dates and versions

hal-01354857 , version 1 (29-08-2020)

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Nicolas Couellan. A note on supervised classification and Nash-equilibrium problems. RAIRO - Operations Research, 2017, 51 (2), pp.329-341. ⟨10.1051/ro/2016024⟩. ⟨hal-01354857⟩
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