Due to the non-smoothness of Hinge loss in SVM, it is difficult obtain a faster convergence rate with modern optimization algorithms. In this paper, we introduce two smooth losses ψG(α;σ) and ψM(α;σ) which are infinitely differentiable converge uniformly α as σ tends 0. By replacing these losses, support vector machines (SSVMs), respectively. Solving SSVMs Trust Region Newton method (TRON) lead...
