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Proximal operator and optimality conditions for ramp loss SVM
Optimization Letters ( IF 1.6 ) Pub Date : 2021-06-06 , DOI: 10.1007/s11590-021-01756-7
Huajun Wang , Yuanhai Shao , Naihua Xiu

Support vector machines with ramp loss (\(L_r\)-SVM) have attracted considerable attention due to the robustness of the ramp loss. However, the corresponding optimization problem is non-convex, and the given Karush–Kuhn–Tucker (KKT) conditions are only first-order necessary conditions. To enrich the optimality theory of \(L_r\)-SVM, we first introduce and analyze the proximal operator for the ramp loss, and then establish a stronger optimality condition: P-stationarity, which is proved to be the first-order necessary and sufficient conditions for the local minimizer of \(L_r\)-SVM. Finally, we define the P-support vectors based on the P-stationary point and show that under mild conditions, all of the P-support vectors for \(L_r\)-SVM are on the two support hyperplanes.



中文翻译:

斜坡损失 SVM 的近端算子和最优条件

由于斜坡损失的鲁棒性,具有斜坡损失的支持向量机(\(L_r\)- SVM)引起了相当多的关注。然而,相应的优化问题是非凸的,给定的 Karush-Kuhn-Tucker (KKT) 条件只是一阶必要条件。为了丰富\(L_r\)- SVM的最优性理论,我们首先引入并分析了斜坡损失的近端算子,然后建立了一个更强的最优性条件:P-平稳性,它被证明是一阶必要和\(L_r\) -SVM的局部极小值的充分条件。最后,我们定义了基于 P 平稳点的 P 支持向量,并表明在温和条件下,\(L_r\) 的所有 P 支持向量-SVM 位于两个支持超平面上。

更新日期:2021-06-07
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