Convergence of the IRWLS Procedure to the Support Vector Machine Solution
Fernando Perez-Cruz, Carlos Bousoño and Antonio Artes
Neural Computation Number 1, pp. 7-18, 2005.

Abstract

An Iterative Re-Weighted Least Squares (IRWLS) procedure recently proposed is shown to converge to the Support Vector Machine solution. The convergence to a stationary point is assured by modifying the original IRWLS procedure.

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