1-norm svm
1-norm Support Vector Machines
The standard 2-norm SVM is known for its good performance in two- In this paper, we consider the 1-norm SVM. We also propose an ef cient algorithm that computes the whole solution path of the 1-norm SVM, hence facilitates adaptive selection of the tuning parameter for the 1-norm SVM.
1-norm Support Vector Machines
Zhu, Ji, Rosset, Saharon, Tibshirani, Robert, Hastie, Trevor J.
The standard 2-norm SVM is known for its good performance in twoclass classi£cation. In this paper, we consider the 1-norm SVM. We argue that the 1-norm SVM may have some advantage over the standard 2-norm SVM, especially when there are redundant noise features. We also propose an ef£cient algorithm that computes the whole solution path of the 1-norm SVM, hence facilitates adaptive selection of the tuning parameter for the 1-norm SVM.
1-norm Support Vector Machines
Zhu, Ji, Rosset, Saharon, Tibshirani, Robert, Hastie, Trevor J.
The standard 2-norm SVM is known for its good performance in twoclass classi£cation. In this paper, we consider the 1-norm SVM. We argue that the 1-norm SVM may have some advantage over the standard 2-norm SVM, especially when there are redundant noise features. We also propose an ef£cient algorithm that computes the whole solution path of the 1-norm SVM, hence facilitates adaptive selection of the tuning parameter for the 1-norm SVM.