Nonlinear support vector machines through iterative majorization and I-splines

Patrick Groenen (), J.C. Bioch and G.. Nalbantov
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G.. Nalbantov: Erasmus Econometric Institute

No EI 2006-25 Revision_Date: 2009-07-29, Econometric Institute Report from Erasmus University Rotterdam, Econometric Institute

Abstract: To minimize the primal support vector machine (SVM) problem, we propose to use iterative majorization. To do so, we propose to use it- erative majorization. To allow for nonlinearity of the predictors, we use (non)monotone spline transformations. An advantage over the usual ker- nel approach in the dual problem is that the variables can be easily inter- preted. We illustrate this with an example from the literature.

Keywords: support vector machines; iterative majorization; I-Splines (search for similar items in EconPapers)
Date: 2006-07-19

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