1-norm Support Vector Machines

نویسندگان

  • Ji Zhu
  • Saharon Rosset
  • Trevor J. Hastie
  • Robert Tibshirani
چکیده

The standard 2-norm SVM is known for its good performance in twoclass classi£cation. In this paper, we consider the 1-norm SVM. We argue that the 1-norm SVM may have some advantage over the standard 2-norm SVM, especially when there are redundant noise features. We also propose an ef£cient algorithm that computes the whole solution path of the 1-norm SVM, hence facilitates adaptive selection of the tuning parameter for the 1-norm SVM.

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تاریخ انتشار 2003