Dual margin approach on a Lagrangian support vector machine

In this paper, we propose a new support vector machine (SVM) called dual margin Lagrangian support vectors machine (DMLSVM). Unlike other SVMs which use only support vectors to determine the separating hyperplanes, DMLSVM utilizes all the available training data for training the classifier, thus producing robust performance. The training data are weighted differently depending on whether they are in a marginal region or surplus region. For fast training, DMLSVM borrows its training algorithm from Lagrangian SVM (LSVM) and tailors the algorithm to its formulation. The convergence of our training method is rigorously proven and its validity is tested on a synthetic test set and UCI dataset. The proposed method can be used in a variety of applications such as a recommender systems for web contents of IPTV services.