Quadratic surface support vector machine with L1 norm regularization
Ahmad Mousavi, Zheming Gao, Lanshan Han, Alvin Lim · Journal of Industrial and Management Optimization · 2021
We propose \begin{document}$ \ell_1 $\end{document} norm regularized quadratic surface support vector machine models for binary classification in supervised learning. We establish some desired theoretical properties, including the existence and uniqueness of the optimal solution, reduction to the standard SVMs over (almost) linearly separable data sets, and detection of true sparsity pattern over (almost) quadratically separable data sets if the penalty parameter on the \begin{document}$ \ell_1 $\end{document} 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.