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Classifiers of support vector machine type with $$\ell_1$$ complexity regularization. (English) Zbl 1118.62067
Summary: We study the binary classification problem with hinge loss. We consider classifiers that are linear combinations of base functions. Instead of an $$\ell_2$$ penalty, which is used by the support vector machine, we put an $$\ell_1$$ penalty on the coefficients. Under certain conditions on the base functions, hinge loss with this complexity penalty is shown to lead to an oracle inequality involving both model complexity and margin.

##### MSC:
 62H30 Classification and discrimination; cluster analysis (statistical aspects) 60E15 Inequalities; stochastic orderings 62C10 Bayesian problems; characterization of Bayes procedures
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##### References:
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