Data-Driven Pinball-Loss Selection for Vertically Distributed Elastic-Net SVMs

Support vector machines (SVMs) are a standard tool for binary classification, but their classical formulations are purely data-driven and offer no direct way to encode trusted benchmark models or structured preferences on selected subsets of the data. We propose Elite-Driven Support Vector Machines (EDSVM), a general framework that augments regularized empirical risk minimization by guiding the slack variables for a curated set of elite observations (typically the union of support vectors from one or more reference SVMs). EDSVM combines the usual slack loss with a deviation penalty that shrinks new slacks toward benchmark slack values, defining a localized, margin-aligned notion of proximity to reference models, unlike global function penalties in knowledge distillation or teacher-student methods, and without requiring privileged features as in SVM+/LUPI. Within this framework we develop two concrete models, C-EDSVM and LS-EDSVM, based respectively on hinge-type and squared-slack losses. For both variants we derive dual quadratic programs that can be implemented with modest modifications of standard SVM solvers, and we give simple sufficient conditions under which the induced margin losses are classification calibrated. Simulation studies and experiments on several UCI benchmarks show that EDSVMs closely track the behaviour induced by reference SVMs while achieving predictive performance that is competitive with, and sometimes better than, C-SVM, LINEX-SVM, and LS-SVM.

The support vector machine (SVM) is a widely used classifier, but choosing an appropriate loss function remains difficult. Convex losses such as the hinge loss and least-squares loss are sensitive to outliers, while bounded non-convex losses often lead to high computational cost. To address this, we propose a hybrid truncated loss function ($L_{\mathrm{ht}}$) that is both sparse and bounded, and build the $L_{\mathrm{ht}}$-SVM model for single-view classification. We introduce the P-stationary point and use it to establish the first-order necessary and sufficient optimality conditions. Based on these conditions, we design an alternating direction method of multipliers with a working-set strategy that reduces computational cost and achieves global convergence. We further extend $L_{\mathrm{ht}}$-SVM to multi-view learning by adding structural information and view weights, resulting in Mv$L_{\mathrm{ht}}$-SVM, which follows both the consensus and complementarity principles. Experiments on synthetic, real-world, and image datasets show that $L_{\mathrm{ht}}$-SVM achieves higher accuracy with fewer support vectors and better noise robustness than five single-view methods, while Mv$L_{\mathrm{ht}}$-SVM outperforms six multi-view methods in accuracy, precision, recall, and F1-score.

We propose a scalable method for training prediction (machine learning) models in the predict-then-optimize paradigm, where model outputs serve as coefficients for a subsequent linear optimization task. Directly minimizing the empirical decision regret is intractable for linear programming and combinatorial optimization since the decision mapping is piecewise constant, and the gradients are zero almost everywhere. While existing methods address this by smoothing the differentiation process, they suffer from scalability issues, since a computationally expensive solver call is required for every gradient evaluation. To address this, we propose a decision-focused learning pipeline based on a measure transformation principle, which yields a new surrogate loss that is completely optimization-solver-free during training. We establish theoretical guarantees, including Fisher consistency and excess risk bounds. Empirically, our method achieves decision quality competitive with state-of-the-art methods while reducing training time by orders of magnitude.