The convergence rate of the MDM algorithm


In this paper we will describe a simple proof of a linear convergence rate for the MDM algorithm that solves the Minimum Norm Problem (MNP). Linear convergence rates have been shown for the SMO algorithm, but the proofs require specific assumptions and are rather involved. We will follow a different approach, with a more geometric flavor. While as of now… (More)
DOI: 10.1109/IJCNN.2012.6252641


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@article{Lzaro2012TheCR, title={The convergence rate of the MDM algorithm}, author={Jorge L{\'o}pez L{\'a}zaro and Jos{\'e} R. Dorronsoro}, journal={The 2012 International Joint Conference on Neural Networks (IJCNN)}, year={2012}, pages={1-7} }