Nonlinear support vector machines through iterative majorization and I-splines

To minimize the primal support vector machine (SVM) problem, we propose to use iterative majorization. To do so, we propose to use it- erative majorization. To allow for nonlinearity of the predictors, we use (non)monotone spline transformations. An advantage over the usual ker- nel approach in the dual problem is that the variables can be easily inter- preted. We illustrate this with an example from the literature.

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Year of publication:	2006-07-19
Authors:	Groenen, P.J.F. ; Bioch, J.C. ; Nalbantov, G.I.
Institutions:	Erasmus University Rotterdam, Econometric Institute
Subject:	support vector machines \| iterative majorization \| I-Splines

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Extent:	application/pdf
Series:	Econometric Institute Report. - ISSN 1566-7294.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series RePEc:dgr:eureir Number EI 2006-25
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005450850