Jinbo Bi, Tong Zhang
This paper investigates a new learning model in which the input data is corrupted with noise. We present a general statistical framework to tackle this problem. Based on the statistical reasoning, we propose a novel formulation of support vector classiﬁcation, which allows uncer- tainty in input data. We derive an intuitive geometric interpretation of the proposed formulation, and develop algorithms to efﬁciently solve it. Empirical results are included to show that the newly formed method is superior to the standard SVM for problems with noisy input.