Guan, Wei; Gray, Alexander - In: Computational Statistics & Data Analysis 67 (2013) C, pp. 136-148
This paper considers a class of feature selecting support vector machines (SVMs) based on Lq-norm regularization, where q∈(0,1). The standard SVM [Vapnik, V., 1995. The Nature of Statistical Learning Theory. Springer, NY.] minimizes the hinge loss function subject to the L2-norm penalty....
