B - 443 A Modified Algorithm for Nonconvex Support Vector Classification
نویسنده
چکیده
As an extension of ν-support vector machine for classification (SVC), Extended ν-SVC was developed by Perez-Cruz et al. Their numerical experiments confirm the validity of Extended ν-SVC, but we need to solve a nonconvex QP problem for Extended ν-SVC. In the paper, we propose a modification for the existing algorithm of Extended ν-SVC, which makes possible to analyze the finite convergence and local optimality of the algorithm. The modification is theoretically rather than practically important, but experimental results also show that the modification causes the algorithm to finish faster.
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