论文标题

支撑矢量机的分裂方法,半连续损耗较低

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

论文作者

Mo, Mingyu, Ye, Qi

论文摘要

在本文中,我们研究了基于支持向量机的交替方向方法的分裂方法,以重现具有较低半连续损耗函数的内核希尔伯特空间。如果损耗函数较低,半连续分析且我们使用kurdyka-lojasiewicz不等式,以表明由分裂方法全球收敛到固定点诱导的迭代序列。数值实验还证明了分裂方法的有效性。

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.

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