An IRWLS procedure for SVR

@article{PrezCruz2000AnIP,
  title={An IRWLS procedure for SVR},
  author={Fernando P{\'e}rez-Cruz and {\'A}ngel Navia-V{\'a}zquez and Pedro Luis Alarc{\'o}n-Diana and Antonio Art{\'e}s-Rodr{\'i}guez},
  journal={2000 10th European Signal Processing Conference},
  year={2000},
  pages={1-4}
}
In this paper we propose an Iterative Re-Weighted Least Square procedure in order to solve the Support Vector Machines for regression and function estimation. Furthermore, we include a new algorithm to train Support Vector Machines, covering both the proposed approach instead of the quadratic programming part and the most advanced methods to deal with large training data sets. Finally, the performance of the method is assessed by selected examples which show that the training time is much… CONTINUE READING
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