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Problem
Kernel Formulation
Algorithm
Another Algorithm
References
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References
Guarracino MR, Cifarelli C, Seref O, Pardalos PM (2007) A classification algorithm based on generalized eigenvalue problems. Optim Methods Softw 22(1):73–81
Mangasarian OL, Wild EW (2004) Multisurface Proximal Support Vector Classification via Generalized Eigenvalues. Data Mining Institute
Mitchell T (1997) Machine Learning, McGraw-Hill Education (ISE Editions) http://www.amazon.co.uk/exec/obidos/ASIN/0071154671/citeulike-21
Parlett BN (1998) The Symmetric Eigenvalue Problem. SIAM, Philadelphia, pp 343–345
Saad Y (1992) Numerical Methods for Large Eigenvalue Problems. Halsted, New York
Wilkinson J (1965) The Algebraic Eigenvalue Problem. Clarendon, Oxford
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© 2008 Springer-Verlag
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Guarracino, M.R., Cuciniello, S., Feminiano, D. (2008). Generalized Eigenvalue Proximal Support Vector Machine Problem . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_204
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DOI: https://doi.org/10.1007/978-0-387-74759-0_204
Publisher Name: Springer, Boston, MA
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