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Support vector regression (SVR) is one of the most popular machine learning algorithms aiming to generate the optimal regression curve through maximizing the minimal margin of selected training samples, i.e., support vectors. Recent…

Machine Learning · Computer Science 2019-05-07 Gaoyang Li , Jinyu Yang , Chunguo Wu , Qin Ma

Subgradient algorithms for training support vector machines have been quite successful for solving large-scale and online learning problems. However, they have been restricted to linear kernels and strongly convex formulations. This paper…

Machine Learning · Computer Science 2011-11-04 Sangkyun Lee , Stephen J. Wright

We develop an implementable stochastic proximal point (SPP) method for a class of weakly convex, composite optimization problems. The proposed stochastic proximal point algorithm incorporates a variance reduction mechanism and the resulting…

Optimization and Control · Mathematics 2024-03-27 Andre Milzarek , Fabian Schaipp , Michael Ulbrich

Many machine learning models depend on solving a large scale optimization problem. Recently, sub-sampled Newton methods have emerged to attract much attention for optimization due to their efficiency at each iteration, rectified a weakness…

Optimization and Control · Mathematics 2016-09-06 Haishan Ye , Luo Luo , Zhihua Zhang

This paper addresses the problem of efficiently classifying high-dimensional data over decentralized networks. Penalized support vector machines (SVMs) are widely used for high-dimensional classification tasks. However, the double…

Machine Learning · Statistics 2025-03-11 Canyi Chen , Nan Qiao , Liping Zhu

Semismooth* Newton methods have been proposed in recent years targeting multi-valued inclusion problems and have been successfully implemented to deal with several concrete generalized equations. In this paper, we show that two typical…

Optimization and Control · Mathematics 2025-03-18 Liang Chen , Defeng Sun , Wangyongquan Zhang

The support vector machines (SVM) is one of the most widely used and practical optimization based classification models in machine learning because of its interpretability and flexibility to produce high quality results. However, the big…

Machine Learning · Computer Science 2020-11-06 Ehsan Sadrfaridpour , Korey Palmer , Ilya Safro

The linear Support Vector Machine (SVM) is a classic classification technique in machine learning. Motivated by applications in modern high dimensional statistics, we consider penalized SVM problems involving the minimization of a…

Machine Learning · Statistics 2021-08-31 Antoine Dedieu , Rahul Mazumder , Haoyue Wang

Support vector regression (SVR) has been widely used to reduce the high computational cost of computer simulation. SVR assumes the input parameters have equal sample sizes, but unequal sample sizes are often encountered in engineering…

Signal Processing · Electrical Eng. & Systems 2021-11-09 Maolin Shi , Wei Sun , Xueguan Song , Hongyou Li

We develop a fast and robust algorithm for solving large scale convex composite optimization models with an emphasis on the $\ell_1$-regularized least squares regression (Lasso) problems. Despite the fact that there exist a large number of…

Optimization and Control · Mathematics 2017-05-04 Xudong Li , Defeng Sun , Kim-Chuan Toh

A new smoothing method for solving ? -support vector regression (?-SVR), tolerating a small error in fitting a given data sets nonlinearly is proposed in this study. Which is a smooth unconstrained optimization reformulation of the…

Computational Engineering, Finance, and Science · Computer Science 2013-12-13 Doreswamy , Chanabasayya M. Vastrad

Support vector machine (SVM) has been one of the most popular learning algorithms, with the central idea of maximizing the minimum margin, i.e., the smallest distance from the instances to the classification boundary. Recent theoretical…

Machine Learning · Computer Science 2014-05-26 Teng Zhang , Zhi-Hua Zhou

In this work, we propose a new training method for finding minimum weight norm solutions in over-parameterized neural networks (NNs). This method seeks to improve training speed and generalization performance by framing NN training as a…

Machine Learning · Statistics 2018-06-22 Yamini Bansal , Madhu Advani , David D Cox , Andrew M Saxe

We have made initial studies of the potential of support vector machines (SVM) for providing statistical models of nuclear systematics with demonstrable predictive power. Using SVM regression and classification procedures, we have created…

Nuclear Theory · Physics 2007-05-23 Haochen Li , J. W. Clark , E. Mavrommatis , S. Athanassopoulos , K. A. Gernoth

Deep learning involves a difficult non-convex optimization problem, which is often solved by stochastic gradient (SG) methods. While SG is usually effective, it may not be robust in some situations. Recently, Newton methods have been…

Machine Learning · Statistics 2018-11-16 Chien-Chih Wang , Kent Loong Tan , Chih-Jen Lin

The support vector machine (SVM) is an important class of learning machines for function approach, pattern recognition, and time-serious prediction, etc. It maps samples into the feature space by so-called support vectors of selected…

Machine Learning · Statistics 2016-02-15 Hong Zhao

We present a new approach to obtaining photometric redshifts using a kernel learning technique called Support Vector Machines (SVMs). Unlike traditional spectral energy distribution fitting, this technique requires a large and…

Astrophysics · Physics 2009-11-10 Yogesh Wadadekar

We consider Benders decomposition for solving two-stage stochastic programs with complete recourse based on finite samples of the uncertain parameters. We define the Benders cuts binding at the final optimal solution or the ones…

Optimization and Control · Mathematics 2020-10-16 Huiwen Jia , Siqian Shen

This paper deals with an extension of the Support Vector Machine (SVM) for classification problems where, in addition to maximize the margin, i.e., the width of strip defined by the two supporting hyperplanes, the minimum of the ordered…

Optimization and Control · Mathematics 2021-07-15 Alfredo Marín , Luisa I. Martínez-Merino , Justo Puerto , Antonio M. Rodríguez-Chía

We address the problem of model selection for Support Vector Machine (SVM) classification. For fixed functional form of the kernel, model selection amounts to tuning kernel parameters and the slack penalty coefficient $C$. We begin by…

Disordered Systems and Neural Networks · Physics 2007-05-23 Carl Gold , Peter Sollich
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