Splitting Method for Support Vector Machine with Lower Semi-continuous Loss

08/26/2022

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by   Mingyu Mo, et al.

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In this paper, we study the splitting method based on alternating direction method of multipliers for support vector machine in reproducing kernel Hilbert space with lower semi-continuous loss function. If the loss function is lower semi-continuous and subanalytic, we use the Kurdyka-Lojasiewicz inequality to show that the iterative sequence induced by the splitting method globally converges to a stationary point. The numerical experiments also demonstrate the effectiveness of the splitting method.