doi: 10.1109/TNN.2007.915116.
Global convergence of SMO algorithm for support vector regression
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- PMID: 18541498
- DOI: 10.1109/TNN.2007.915116
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Global convergence of SMO algorithm for support vector regression
IEEE Trans Neural Netw.
2008 Jun.
Abstract
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.
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