A Novel Twin Support Vector Machine with Generalized Pinball Loss Function for Pattern Classification

We introduce a novel twin support vector machine with the generalized pinball loss function (GPin-TSVM) for solving data classification problems that are less sensitive to noise and preserve the sparsity of the solution. In addition, we use a symmetric kernel trick to enlarge GPin-TSVM to nonlinear classification problems. The developed approach is tested on numerous UCI benchmark datasets, as well as synthetic datasets in the experiments. The comparisons demonstrate that our proposed algorithm outperforms existing classifiers in terms of accuracy. Furthermore, this employed approach in handwritten digit recognition applications is examined, and the automatic feature extractor employs a convolution neural network.