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by Ji Zhu, Saharon Rosset, Trevor Hastie, Rob Tibshirani
Neural Information Processing Systems
http://books.nips.cc/papers/files/nips16/NIPS2003_AA07.ps.gz
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Abstract:
The standard 2-norm SVM is known for its good performance in twoclass classication. In this paper, we consider the 1-norm SVM. We argue that the 1-norm SVM may have some advantage over the standard 2-norm SVM, especially when there are redundant noise features. We also propose an efcient algorithm that computes the whole solution path of the 1-norm SVM, hence facilitates adaptive selection of the tuning parameter for the 1-norm SVM. 1
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