A Study on SMO Algorithm for Solving ϵ-SVR with Non-PSD Kernels

DOI10.1080/03610918.2012.695843zbMath1264.93276OpenAlexW1969100260MaRDI QIDQ5299954

Xiaojian Zhou, Yizhong Ma

Publication date: 24 June 2013

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2012.695843

zbMATH Keywords

sequential minimal optimization algorithmsupport vector machinenon-positive semi-definite kernel\(\varepsilon\)-support vector regression

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cites Work

• Unnamed Item
• Estimation of dependences based on empirical data. Transl. from the Russian by Samuel Kotz
• On the convergence of a modified version of SVM^lightalgorithm
• Efficient SVM regression training with SMO

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