Convergence of the IRWLS procedure to the support vector machine solution

被引:35
作者
Pérez-Cruz, F
Bousoño-Calzón, C
Artés-Rodríguez, A
机构
[1] Gatsby Computat Neurosci Unit, London WC1N 3AR, England
[2] Univ Carlos III Madrid, Dept Signal Theory & Commun, Madrid 28911, Spain
关键词
D O I
10.1162/0899766052530875
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
An iterative reweighted least squares (IRWLS) procedure recently proposed is shown to converge to the support vector machine solution. The convergence to a stationary point is ensured by modifying the original IRWLS procedure.
引用
收藏
页码:7 / 18
页数:12
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