Proximal operator and optimality conditions for ramp loss SVM
نویسندگان
چکیده
Support vector machines with ramp loss ( $$L_r$$ -SVM) have attracted considerable attention due to the robustness of loss. However, corresponding optimization problem is non-convex, and given Karush–Kuhn–Tucker (KKT) conditions are only first-order necessary conditions. To enrich optimality theory -SVM, we first introduce analyze proximal operator for loss, then establish a stronger condition: P-stationarity, which proved be sufficient local minimizer -SVM. Finally, define P-support vectors based on P-stationary point show that under mild conditions, all -SVM two support hyperplanes.
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ژورنال
عنوان ژورنال: Optimization Letters
سال: 2021
ISSN: ['1862-4480', '1862-4472']
DOI: https://doi.org/10.1007/s11590-021-01756-7