Convergence of the IRWLS Procedure to the Support Vector Machine Solution

نویسندگان

  • Fernando Pérez-Cruz
  • Carlos Bousoño-Calzón
  • Antonio Artés-Rodríguez
چکیده

An iterative reweighted least squares (IRWLS) procedure recently proposed is shown to converge to the support vector machine solution. The convergence to a stationary point is ensured by modifying the original IRWLS procedure.

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عنوان ژورنال:
  • Neural computation

دوره 17 1  شماره 

صفحات  -

تاریخ انتشار 2005