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Support And Foundation For Spiral Classifier

Support And Foundation For Spiral Classifier

In this paper, a total least squares TLS version of proximal support vector machines PSVM is proposed for credit risk evaluation. The formulation of this new model is different from the original PSVM model, so a novel iterative algorithm is proposed to solve this model. A simulation test is first implemented on a classic two-spiral dataset, and then an empirical experiment is conducted on.

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