Splitting Method for Support Vector Machine in Reproducing Kernel Banach Space with Lower Semi-continuous Loss Function

arXiv2302.06855MaRDI QIDQ6426396FDOQ6426396

Publication date: 14 February 2023

Abstract: In this paper, we use the splitting method to solve support vector machine in reproducing kernel Banach space with lower semi-continuous loss function. We equivalently transfer support vector machines in reproducing kernel Banach space with lower semi-continuous loss function to a finite-dimensional tensor Optimization and propose the splitting method based on alternating direction method of multipliers. By Kurdyka-Lojasiewicz inequality, the iterative sequence obtained by this splitting method is globally convergent to a stationary point if the loss function is lower semi-continuous and subanalytic. Finally, several numerical performances demonstrate the effectiveness.

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