Nonlinear support vector machines through iterative majorization and I-splines
2006-07-19
Research Paper
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To minimize the primal support vector machine (SVM) problem, we propose to use iterative majorization. To do so, we propose to use it- erative majorization. To allow for nonlinearity of the predictors, we use (non)monotone spline transformations. An advantage over the usual ker- nel approach in the dual problem is that the variables can be easily inter- preted. We illustrate this with an example from the literature.
Keywords
Automatically Extracted Terms
- function
- transformation
- error
- class
- point
- figure
- object
- predictor variables
- majorization
- spline
- majorizing function
- variable
- predictor
- majorizing
- algorithm
- problem
- example
- iterative majorization
- value
- iterative