Guan, Wei; Gray, Alexander - In: Computational Statistics & Data Analysis 67 (2013) C, pp. 136-148
q∈(0,1). The standard SVM [Vapnik, V., 1995. The Nature of Statistical Learning Theory. Springer, NY.] minimizes the … hinge loss function subject to the L2-norm penalty. Recently, L1-norm SVM (L1-SVM) [Bradley, P., Mangasarian, O., 1998 … functions are non-convex. This paper addresses the difficult optimization problems of fractional-norm SVM by introducing a new …