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Analytical Evaluation of DCA Convergence Properties for Minimizing Prediction Functions of Gaussian RBF Support Vector Regression

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Analytical Evaluation of DCA Convergence Properties for Minimizing Prediction Functions of Gaussian RBF Support Vector Regression

Announce Type: replace Abstract: For nonconvex optimization problems whose objective is the prediction function of a trained Support Vector Regression (SVR) model with the Gaussian radial basis function (RBF) kernel (RBF-SVR), we present a framework that applies the difference of convex functions (DC) algorithm (DCA) by exploiting the analytical structure of the RBF kernel to construct an explicit DC decomposition. Specifically, we derive in closed form both the lower bound $\mu$ of the...

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