Aggregation of SVM Classifiers Using Sobolev Spaces

Sébastien Loustau

Aggregation of SVM Classifiers Using Sobolev Spaces

Sébastien Loustau; 9(50):1559−1582, 2008.

Abstract

This paper investigates statistical performances of Support Vector Machines (SVM) and considers the problem of adaptation to the margin parameter and to complexity. In particular we provide a classifier with no tuning parameter. It is a combination of SVM classifiers.

Our contribution is two-fold: (1) we propose learning rates for SVM using Sobolev spaces and build a numerically realizable aggregate that converges with same rate; (2) we present practical experiments of this method of aggregation for SVM using both Sobolev spaces and Gaussian kernels.