Yuanhai Shao

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This paper presents a new version of support vector machine (SVM) named l 2 − l p SVM (0 < p < 1) which introduces the l p -norm (0 < p < 1) of the normal vector of the decision plane in the standard linear SVM. To solve the nonconvex optimization problem in our model, an efficient algorithm is proposed using the constrained concave–convex procedure.(More)
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