Using Sequential Unconstrained Minimization Techniques to simplify SVM solvers
نویسندگان
چکیده
In this paper, we apply Sequential Unconstrained Minimization Techniques (SUMTs) to the classical formulations of both the classical L1 norm SVM and the least squares SVM. We show that each can be solved as a sequence of unconstrained optimization problems with only box constraints. We propose relaxed SVM and relaxed LSSVM formulations that correspond to a single problem in the corresponding updating individual Lagrange multipliers. The methods yield comparable or better results on large benchmark datasets than classical SVM and LSSVM formulations, at substantially higher speeds. & 2011 Elsevier B.V. All rights reserved.
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عنوان ژورنال:
- Neurocomputing
دوره 77 شماره
صفحات -
تاریخ انتشار 2012