A note on supervised classification and Nash-equilibrium problems
Institut de Mathématiques de Toulouse, UMR 5219, Université de Toulouse, UPS IMT, 31062 Toulouse cedex 9, France
Received: 15 October 2014
Accepted: 10 March 2016
In this note, we investigate connections between supervised classification and (Generalized) Nash equilibrium problems (NEP & GNEP). For the specific case of support vector machines (SVM), we exploit the geometric properties of class separation in the dual space to formulate a non-cooperative game. NEP and Generalized NEP formulations are proposed for both binary and multi-class SVM problems.
Mathematics Subject Classification: 91A80 / 68T05 / 68Q32
Key words: Supervised classification / support vector machine / multi-class SVM / Nash equilibrium / generalized Nash equilibrium / game theory
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