title: Convergence of the IRWLS Procedure to the Support Vector Machine Solution.
abstract: An iterative reweighted least squares (IRWLS) procedure recently proposed is shown to converge to the support vector machine solution. The convergence to a stationary point is ensured by modifying the original IRWLS procedure.
authors.affiliation: Gatsby Computational Neuroscience Unit, London, UK. fernando@gatsby.ucl.ac.uk
authors.forename: Fernando
authors.initials: F
authors.lastname: Pérez-Cruz
authors.forename: Carlos
authors.initials: C
authors.lastname: Bousoño-Calzón
authors.forename: Antonio
authors.initials: A
authors.lastname: Artés-Rodríguez
mesh_terms: D000465:Algorithms; D009716:Numerical Analysis, Computer-Assisted; D012044:Regression Analysis