An implementation of training dual-nu support vector machines

Date

2005

Authors

Chew, H.
Lim, C.
Bogner, R.

Editors

Qi, L.
Teo, K.
Yang, X.

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Book chapter

Citation

Applied optimization - Optimization and control with applications, 2005 / Qi, L., Teo, K., Yang, X. (ed./s), vol.96, pp.157-182

Statement of Responsibility

Hong-Gunn Chew, Cheng-Chew Lim and Robert E. Bogner

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Abstract

Dual-ν Support Vector Machine (2ν-SVM) is a SVM extension that reduces the complexity of selecting the right value of the error parameter selection. However, the techniques used for solving the training problem of the original SVM cannot be directly applied to 2ν-SVM. An iterative decomposition method for training this class of SVM is described in this chapter. The training is divided into the initialisation process and the optimisation process, with both processes using similar iterative techniques. Implementation issues, such as caching, which reduces the memory usage and redundant kernel calculations are discussed.

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The original publication is available at www.springerlink.com

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