Abstract
To date, the support vector machine (SVM) has been widely applied to diverse bio-medical fields to address disease subtype identification and pathogenicity of genetic variants. In this paper, I propose the weighted K-means support vector machine (wKM-SVM) and weighted support vector machine (wSVM), for which I allow the SVM to impose weights to the loss term. Besides, I demonstrate the numerical relations between the objective function of the SVM and weights. Motivated by general ensemble techniques, which are known to improve accuracy, I directly adopt the boosting algorithm to the newly proposed weighted KM-SVM (and wSVM). For predictive performance, a range of simulation studies demonstrate that the weighted KM-SVM (and wSVM) with boosting outperforms the standard KM-SVM (and SVM) including but not limited to many popular classification rules. I applied the proposed methods to simulated data and two large-scale real applications in the TCGA pan-cancer methylation data of breast and kidney cancer. In conclusion, the weighted KM-SVM (and wSVM) increases accuracy of the classification model, and will facilitate disease diagnosis and clinical treatment decisions to benefit patients. A software package (wSVM) is publicly available at the R-project webpage (https://www.r-project.org).