Penalized spline support vector classifiers computational issues (Q626242)

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Penalized spline support vector classifiers computational issues
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    Penalized spline support vector classifiers computational issues (English)
    22 February 2011
    A technique of support vector classifiers (SVC) is discussed for two classes classification. The authors describe reduction of penalized spline SVC teaching to the solution of a quadratic programming problem. Interior point methods are proposed for iterative calculation of this solution. The computation times of different Mathlab implementations and an R package implementation are compared in a numerical study.
    quadratic programming
    interior point method
    R software
    Mathlab

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