Custom Loss function in support vector machine

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Jubeyer Rahman on 17 Dec 2019

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Commented: Jubeyer Rahman on 24 Nov 2020

Hi,

Does anyone know whether it's possible to use a custom loss function in support vector machine model in matlab? Any example or hint will be highly appreciated.

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Bhargavi Maganuru on 24 Dec 2019

By loss function you mean objective function which needs to be minimized?

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Jubeyer Rahman on 30 Dec 2019

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yes.

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Wanxin Li on 24 Nov 2020

I am having the same issue here. Could you please give some guidance on implementation? Thanks in advance.

Jubeyer Rahman on 24 Nov 2020

So far I know, this is not easily doable. And I haven't got any feedback since my last post.

But if you need it for neural network, then it is possible to customize the loss function of neural network.

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