Nonlinear support vector machines through iterative majorization and I-splines

Patrick Groenen (), Cor Bioch and Georgi Nalbantov

No EI 2006-25, Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), 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: I-Splines; iterative majorization; support vector machines (search for similar items in EconPapers)
Date: 2006-07-19
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://repub.eur.nl/pub/7889/ei2006-25.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ems:eureir:7889

Access Statistics for this paper

More papers in Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Contact information at EDIRC.
Bibliographic data for series maintained by RePub ( this e-mail address is bad, please contact ).