Gaps in support vector optimization

  • Authors:
  • Nikolas List;Don Hush;Clint Scovel;Ingo Steinwart

  • Affiliations:
  • Lehrstuhl Mathematik und Informatik, Ruhr-University Bochum, Germany;CCS-3, Informatics Group, Los Alamos National Laboratory, Los Alamos, New Mexico;CCS-3, Informatics Group, Los Alamos National Laboratory, Los Alamos, New Mexico;CCS-3, Informatics Group, Los Alamos National Laboratory, Los Alamos, New Mexico

  • Venue:
  • COLT'07 Proceedings of the 20th annual conference on Learning theory
  • Year:
  • 2007

Quantified Score

Hi-index 0.00

Visualization

Abstract

We show that the stopping criteria used in many support vector machine (SVM) algorithms working on the dual can be interpreted as primal optimality bounds which in turn are known to be important for the statistical analysis of SVMs. To this end we revisit the duality theory underlying the derivation of the dual and show that in many interesting cases primal optimality bounds are the same as known dual optimality bounds.