VLSI design of an SVM learning core on sequential minimal optimization algorithm
IEEE Transactions on Very Large Scale Integration (VLSI) Systems
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Global convergence of the sequential minimal optimization (SMO) algorithm for support vector regression (SVR) is studied in this paper. Given l training samples, SVR is formulated as a convex quadratic programming (QP) problem with l pairs of variables. We prove that if two pairs of variables violating the optimality condition are chosen for update in each step and subproblems are solved in a certain way, then the SMO algorithm always stops within a finite number of iterations after finding an optimal solution. Also, efficient implementation techniques for the SMO algorithm are presented and compared experimentally with other SMO algorithms.