Nikolas List, Don Hush,
Clint Scovel,
Ingo Steinwart Gaps in Support Vector Optimization Proceedings of the 20th Annual Conference on
Computational Learning Theory, (to appear).
Abstract
We show that the stopping criteria used in many support vector
machine (SVM) algorithms working on the dual can be interpreted as
primal optimality bounds which in turn are known to be important for
the statistical analysis of SVMs. To this end we revisit the
duality theory underlying the derivation of the dual and show that
in many interesting cases primal optimality bounds are the same as
known dual optimality bounds.