Smooth diagonal weighted Newton support vector machine

MaRDI QIDQ459804zbMATH OpenFDO

Authors Jinjin Liang, De Wu

Publication date 13 October 2014

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Numerical computation of solutions to single equations (65H05) Numerical mathematical programming methods (65K05) Learning and adaptive systems in artificial intelligence (68T05) Quadratic programming (90C20)

Review text

Summary: Based on diagonal weighted support vector machine, a smooth model with Newton algorithm is proposed and is called SDWNSVM for short. SDWNSVM introduces the entropy function to approximate the plus function of the slack in the diagonal weighted SVM and is thus different from traditional SSVM that treats a reformulation problem. SDWNSVM utilizes the dual technique to rewrite the objection function by the connotative relation between the primal and dual program, which induces an exact smooth program and differs from traditional SSVM that uses Lagrangian multipliers to roughly substitute for the hyperplane weight. SDWNSVM proves the equivalence between the obtained model and the original one and proposes Newton algorithm to figure out the optimal solution. Numerical experiments on UCI data demonstrate that SDWNSVM has higher accuracies and less iteration than existing methods.

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Cited in

(1)

• Piecewise-smooth support vector machine for classification

Describes a project that uses

Uses Software

• SSVM

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