Nov 15, 2007
On Global Convergence of Decomposition Methods for Support Vector Regression
IEICE technical report
- ,
- Volume
- 107
- Number
- 349
- First page
- 7
- Last page
- 12
- Language
- English
- Publishing type
- Publisher
- The Institute of Electronics, Information and Communication Engineers
To solve the large size quadratic programming (QP) problems arising in support vector regression (SVR) efficiently, decomposition methods are usually used. In a decomposition method, a large QP problem is decomposed into a series of smaller QP subproblems, which can be solved much faster than the original one. In this report, we consider the global convergence of decomposition methods for SVR. We will show the decomposition methods for the convex programming problem formulated by Flake and Lawrence always stop within a finite number of iterations.
- Link information
-
- CiNii Articles
- http://ci.nii.ac.jp/naid/110006533436
- CiNii Books
- http://ci.nii.ac.jp/ncid/AN10060800
- URL
- http://id.ndl.go.jp/bib/9294912
- ID information
-
- ISSN : 0913-5685
- CiNii Articles ID : 110006533436
- CiNii Books ID : AN10060800