Convergence of the IRWLS Procedure to the Support Vector Machine Solution

Fernando Pérez-Cruz; Carlos Bousoño-Calzón; Antonio Artés-Rodríguez

doi:10.1162/0899766052530875

Convergence of the IRWLS Procedure to the Support Vector Machine Solution

Neural Comput. 2005 Jan;17(1):7-18. doi: 10.1162/0899766052530875.

Authors

Fernando Pérez-Cruz¹, Carlos Bousoño-Calzón, Antonio Artés-Rodríguez

Affiliation

¹ Gatsby Computational Neuroscience Unit, London, UK. fernando@gatsby.ucl.ac.uk

PMID: 15779160
DOI: 10.1162/0899766052530875

Abstract

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.

MeSH terms

Algorithms*
Numerical Analysis, Computer-Assisted
Regression Analysis*