Penalized spline support vector classifiers computational issues (Q626242)
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English | Penalized spline support vector classifiers computational issues |
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Statements
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.