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Convergence of the IRWLS procedure to the support vector machine solution. (English) Zbl 1092.68649

Summary: An iterative reweighted least squares (IRWLS) procedure recently proposed is shown to converge to the support vector machine solution. The convergence to a stationary point is ensured by modifying the original IRWLS procedure.

MSC:

68T05 Learning and adaptive systems in artificial intelligence
93E24 Least squares and related methods for stochastic control systems
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References:

[1] DOI: 10.1023/A:1009715923555 · Zbl 05470543 · doi:10.1023/A:1009715923555
[2] Mangasarian O. L., Journal of Machine Learning Research 1 pp 161– (2000)
[3] DOI: 10.1016/S0165-1684(01)00079-2 · Zbl 1076.94516 · doi:10.1016/S0165-1684(01)00079-2
[4] DOI: 10.1023/A:1018628609742 · Zbl 05467879 · doi:10.1023/A:1018628609742
[5] DOI: 10.1023/B:MACH.0000008082.80494.e0 · Zbl 1078.68737 · doi:10.1023/B:MACH.0000008082.80494.e0
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