Adaptively weighted large-margin angle-based classifiers.

Large-margin classifiers are powerful techniques for classification problems. Although binary large-margin classifiers are heavily studied, multicategory problems are more complicated and challenging. A common approach is to construct different decision functions for a -class problem with a sum-to-zero constraint. However, such a constraint can be inefficient. Moreover, many large-margin classifiers can be sensitive to outliers in the training sample. In this article, we use the angle-based classification framework to avoid the explicit sum-to-zero constraint, and we propose two adaptively weighted large-margin classification techniques. Our new methods are Fisher consistent and more robust against outliers under suitable conditions. Numerical experiments further indicate that our methods give competitive and stable performance when compared with existing approaches.