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We propose $ell_1$ norm regularized quadratic surface support vector machine models for binary classification in supervised learning. We establish their desired theoretical properties, including the existence and uniqueness of the optimal solution, reduction to the standard SVMs over (almost) linearly separable data sets, and detection of true sparsity pattern over (almost) quadratically separable data sets if the penalty parameter of $ell_1$ norm is large enough. We also demonstrate their promising practical efficiency by conducting various numerical experiments on both synthetic and publicly available benchmark data sets.
We propose a method for support vector machine classification using indefinite kernels. Instead of directly minimizing or stabilizing a nonconvex loss function, our algorithm simultaneously computes support vectors and a proxy kernel matrix used in f
The curse of dimensionality is a recognized challenge in nonparametric estimation. This paper develops a new L0-norm regularization approach to the convex quantile and expectile regressions for subset variable selection. We show how to use mixed inte
We give a formal and complete characterization of the explicit regularizer induced by dropout in deep linear networks with squared loss. We show that (a) the explicit regularizer is composed of an $ell_2$-path regularizer and other terms that are als
In this paper, we propose a way to combine two acceleration techniques for the $ell_{1}$-regularized least squares problem: safe screening tests, which allow to eliminate useless dictionary atoms; and the use of fast structured approximations of the
l1-norm quantile regression is a common choice if there exists outlier or heavy-tailed error in high-dimensional data sets. However, it is computationally expensive to solve this problem when the feature size of data is ultra high. As far as we know,