| Article ID: | iaor20173879 |
| Volume: | 51 |
| Issue: | 2 |
| Start Page Number: | 329 |
| End Page Number: | 341 |
| Publication Date: | Apr 2017 |
| Journal: | RAIRO - Operations Research |
| Authors: | Couellan Nicolas |
| Keywords: | simulation, statistics: general, statistics: regression |
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.