arXiv Machine Learning By Yohei Kakimoto, Yuto Omae, Hirotaka Takahashi

Analytical Evaluation of DCA Convergence Properties for Minimizing Prediction Functions of Gaussian RBF Support Vector Regression

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arXiv:2606. 03559v1 Announce Type: new Abstract: For nonconvex optimization problems whose objective is the prediction function of a trained Support Vector Regression (SVR) model with the Gaussian radial basis function (RBF) kernel (RBF-SVR), we present a framework that applies the difference of convex functions (DC) algorithm (DCA) by exploiting the analytical structure of the RBF kernel to construct an explicit DC decomposition.

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