HIPAD - A Hybrid Interior-Point Alternating Direction algorithm for knowledge-based SVM and feature selection

16 Nov 2014Zhiwei QinXiaocheng TangIoannis AkrotirianakisAmit Chakraborty

We consider classification tasks in the regime of scarce labeled training data in high dimensional feature space, where specific expert knowledge is also available. We propose a new hybrid optimization algorithm that solves the elastic-net support vector machine (SVM) through an alternating direction method of multipliers in the first phase, followed by an interior-point method for the classical SVM in the second phase... (read more)

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