SSOSVM {SSOSVM}

SSOSVM: A package for online training of soft-margin support vector machines (SVMs) using the Stochastic majorization–minimization (SMM) algorithm.

Description

The SSOSVM package allows for the online training of Soft-margin support vector machines (SVMs) using the Stochastic majorization–minimization (SMM) algorithm. SquareHinge,Hinge and Logistic The function generateSim can also be used to generate simple test sets.

Author(s)

Andrew T. Jones, Hien D. Nguyen, Geoffrey J. McLachlan

References

Hien D. Nguyen, Andrew T. Jones and Geoffrey J. McLachlan. (2018). Stream-suitable optimization algorithms for some soft-margin support vector machine variants, Japanese Journal of Statistics and Data Science, vol. 1, Issue 1, pp. 81-108.