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  • Tuning support vector machines for minimax and Neyman-Pearson classification 

    Scott, Clayton D.; Baraniuk, Richard G.; Davenport, Mark A. (2008-08-19)
    This paper studies the training of support vector machine (SVM) classifiers with respect to the minimax and Neyman-Pearson criteria. In principle, these criteria can be optimized in a straightforward way using a cost-sensitive ...