Piecewise-smooth support vector machine for classification

Abstract

Support vector machine (SVM) has been applied very successfully in a variety of classification systems. We attempt to solve the primal programming problems of SVM by converting them into smooth unconstrained minimization problems. In this paper, a new twice continuously differentiable piecewise-smooth function is proposed to approximate the plus function, and it issues a piecewise-smooth support vector machine (PWSSVM). The novel method can efficiently handle large-scale and high dimensional problems. The theoretical analysis demonstrates its advantages in efficiency and precision over other smooth functions. PWSSVM is solved using the fast Newton-Armijo algorithm. Experimental results are given to show the training speed and classification performance of our approach. © 2013 Qing Wu and Wenqing Wang.