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    SSVM: A Amooth Support Vector Machine for Classification

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    SSVM: A Smooth Support Vector Machine for Classification (382.5Kb)
    Date
    1999
    Author
    Mangasarian, Olvi
    Lee, Yuh-Jye
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    Abstract
    Smoothing methods, extensively used for solving important math- ematical programming problems and applications, are applied here to generate and solve an unconstrained smooth reformulation of the support vector machine for pattern classi cation using a completely arbitrary kernel. We term such reformulation a smooth support vec- tor machine (SSVM). A fast Newton-Armijo algorithm for solving the SSVM converges globally and quadratically. Numerical results and comparisons are given to demonstrate the e ectiveness and speed of the algorithm. On six publicly available datasets, tenfold cross vali- dation correctness of SSVM was the highest compared with four other methods as well as the fastest. On larger problems, SSVM was compa- rable or faster than SVMlight [17], SOR [23] and SMO [27]. SSVM can also generate a highly nonlinear separating surface such as a checker- board.
    Subject
    smooth support vector machine
    Permanent Link
    http://digital.library.wisc.edu/1793/64274
    Citation
    99-03
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    • DMI Technical Reports

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