A second-order cone programming formulation for nonparallel hyperplane support vector machine

• Novel robust SVM approach based on second-order cone programming.
• An extension for the method Nonparallel Hyperplane SVM is proposed.
• A geometrically grounded method based on the concept of ellipsoids.
• Superior classification performance is achieved in experiments on benchmark datasets.

Expert systems often rely heavily on the performance of binary classification methods. The need for accurate predictions in artificial intelligence has led to a plethora of novel approaches that aim at correctly predicting new instances based on nonlinear classifiers. In this context, Support Vector Machine (SVM) formulations via two nonparallel hyperplanes have received increasing attention due to their superior performance. In this work, we propose a novel formulation for the method, Nonparallel Hyperplane SVM. Its main contribution is the use of robust optimization techniques in order to construct nonlinear models with superior performance and appealing geometrical properties. Experiments on benchmark datasets demonstrate the virtues in terms of predictive performance compared with various other SVM formulations. Managerial insights and the relevance for intelligent systems are discussed based on the experimental outcomes.