Groenen, Patrick; Bioch, Bioch, J.C.; Nalbantov, … - Faculteit der Economische Wetenschappen, Erasmus … - 2006
To minimize the primal support vector machine (SVM) problem, we propose to use iterative majorization. To do so, we propose to use it- erative majorization. To allow for nonlinearity of the predictors, we use (non)monotone spline transformations. An advantage over the usual ker- nel approach in...