Template-Type: ReDIF-Paper 1.0 Author-Name: Groenen, P.J.F. Author-Name-Last: Groenen Author-Name-First: Patrick Author-Person: pgr229 Author-Name: Bioch, J.C. Author-Name-Last: Bioch Author-Name-First: Cor Author-Name: Nalbantov, G.I. Author-Name-Last: Nalbantov Author-Name-First: Georgi Title: Nonlinear support vector machines through iterative majorization and I-splines Abstract: 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. Creation-Date: 2006-07-19 File-URL: https://repub.eur.nl/pub/7889/ei2006-25.pdf File-Format: application/pdf Series: RePEc:ems:eureir Number: EI 2006-25 Keywords: I-Splines, iterative majorization, support vector machines Handle: RePEc:ems:eureir:7889