DocumentCode
423584
Title
Speeding up the IRWLS convergence to the SVM solution
Author
Pérez-Cruz, Fernando ; Artés-Rodíguez, Antonio
Author_Institution
Gatsby Comput. Neuroscience Unit, Univ. Coll. London, UK
Volume
1
fYear
2004
fDate
25-29 July 2004
Lastpage
560
Abstract
We present the convergence demonstration of the iterative re-weighted least squares (IRWLS) procedure to the SVM solution, to propose two modifications, which significantly reduces the runtime complexity of the IRWLS. We show by means of computer experiments that the convergence can be speed up between two and eight times compare to the standard IRWLS procedure.
Keywords
convergence of numerical methods; iterative methods; least squares approximations; support vector machines; SVM solution; computer experiments; convergence; iterative reweighted least squares procedure; runtime complexity; support vector machine; Convergence; Educational institutions; Lagrangian functions; Least squares approximation; Least squares methods; Quadratic programming; Runtime; Static VAr compensators; Support vector machine classification; Support vector machines;
fLanguage
English
Publisher
ieee
Conference_Titel
Neural Networks, 2004. Proceedings. 2004 IEEE International Joint Conference on
ISSN
1098-7576
Print_ISBN
0-7803-8359-1
Type
conf
DOI
10.1109/IJCNN.2004.1379969
Filename
1379969
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