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GAPS IN SUPPORT VECTOR OPTIMIZATION

Conference ·
OSTI ID:985890

We show that the stopping criteria used in many support vector machine (SVM) algorithms working on the dual can be interpreted as primal optimality bounds which in turn are known to be important for the statistical analysis of SVMs. To this end we revisit the duality theory underlying the derivation of the dual and show that in many interesting cases primal optimality bounds are the same as known dual optimality bounds.

Research Organization:
Los Alamos National Laboratory (LANL)
Sponsoring Organization:
USDOE National Nuclear Security Administration (NNSA)
DOE Contract Number:
AC52-06NA25396
OSTI ID:
985890
Report Number(s):
LA-UR-07-0621
Country of Publication:
United States
Language:
English

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