LP-SVR Model Selection Using an Inexact Globalized Quasi-Newton Strategy ()
Affiliation(s)
ABSTRACT
In this paper we study the problem of model selection for a linear programming-based support vector machine for regression. We propose generalized method that is based on a quasi-Newton method that uses a globalization strategy and an inexact computation of first order information. We explore the case of two-class, multi-class, and regression problems. Simulation results among standard datasets suggest that the algorithm achieves insignificant variability when measuring residual statistical properties.
KEYWORDS
Share and Cite:
Copyright © 2024 by authors and Scientific Research Publishing Inc.
This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.