An Efficient ADMM-Based Algorithm to Nonconvex Penalized Support Vector Machines

11 Sep 2018 Lei Guan Linbo Qiao Dongsheng Li Tao Sun Keshi Ge Xicheng Lu

Support vector machines (SVMs) with sparsity-inducing nonconvex penalties have received considerable attentions for the characteristics of automatic classification and variable selection. However, it is quite challenging to solve the nonconvex penalized SVMs due to their nondifferentiability, nonsmoothness and nonconvexity... (read more)

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