Efficient and Robust TWSVM Classifier Based on L1-Norm Distance Metric for Pattern Classification

Twin support vector machine (TWSVM) is a classical distance metric learning method for classification problems. The formulation of TWSVM criterion is based on L2-norm distance, which makes TWSVM prone to being influenced by the presence of outliers. In this paper, to develop a robust distance metric learning method, we propose a new objective for TWSVM classifier using L1-norm distance metric, termed as L1-TWSVM. The optimization strategy is to maximize the ratio of the inter-class distance dispersion to the intra-class distance dispersion by using L1-norm distance rather than L2-norm distance. Besides, we design a simple and valid iterative algorithm to solve L1-norm optimal problems, which is easy to actualize and its convergence to an optimum is theoretically ensured. The efficiency and robustness of L1-TWSVM have been validated by experiments on UCI datasets and artificial datasets. The promising experimental results indicate that our proposals outperform relevant state-of-the-art methods in all kinds of experimental settings.