Splitting Method for Support Vector Machine with Lower Semi-continuous Loss

Autor:	Mo, Mingyu, Ye, Qi
Rok vydání:	2022
Předmět:	Mathematics - Numerical Analysis
Druh dokumentu:	Working Paper
Popis:	In this paper, we study the splitting method based on alternating direction method of multipliers for support vector machine in reproducing kernel Hilbert space with lower semi-continuous loss function. If the loss function is lower semi-continuous and subanalytic, we use the Kurdyka-Lojasiewicz inequality to show that the iterative sequence induced by the splitting method globally converges to a stationary point. The numerical experiments also demonstrate the effectiveness of the splitting method.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2208.12522 Zobrazit plný text záznamu View this record from Arxiv