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
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.