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Journal Articles

Convergence of the IRWLS Procedure to the Support Vector Machine Solution

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Fernando Pérez-Cruz, Carlos Bousoño-Calzón, Antonio Artés-Rodríguez
Publisher: Journals Gateway
Neural Computation (2005) 17 (1): 7–18.
DOI: https://doi.org/10.1162/0899766052530875
Published: 01 January 2005
Abstract
An iterative reweighted least squares (IRWLS) procedure recently proposed is shown to converge to the support vector machine solution. The convergence to a stationary point is ensured by modifying the original IRWLS procedure.
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