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k-support regularized Support Vector Machine (ksup-SVM) is a novel regularization method that extends the L1 regularized SVM to a mixed norm of both L1 and L2 norms. This enables the use of a correlated sparsity regularization with the power of the SVM framework.
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gkirtzou/ksup_svm
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%%%%%%%%%%%%%%%%%%%%%%%%% LINCENSE %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% ksup-SVM package is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. ksup-SVM package is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with KsupportNormFMRICode. If not, see <http://www.gnu.org/licenses/>. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%% DISCLAIMER %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% ksup-SVM package contains an implementation of k-support regularized SVM, which is code for the Huber approximation to the Hinge loss and code of ksupport norm penalty (folder sparse_k), which is also free software under GNU GPL licence and it is provided in the webpage :: http://www.centrale-ponts.fr/personnel/andreas/code/sparse_k/sparse_k.tar It was tested in matlab version 2008b and provides no warranties. When using the provided ksup-SVM package for scientific work please cite the following two papers 1) Sparse classification with MRI based markers for neuromuscular disease categoriztion. Gkirtzou Katerina, Deux Jean-François, Bassez Guillaume, Sotiras Aristeidis, Rahmouni Alain, Varacca Thibault, Paragios Nikos and Blaschko B. Matthew 4th International Workshop on Machine Learning in Medical Imaging (MLMI), 2013. 2) Sparse Prediction with the k-Support Norm Andreas Argyriou, Rina Foygel and Nathan Srebro Neural Information Processing Systems (NIPS), pp. 1466-1474, 2012
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k-support regularized Support Vector Machine (ksup-SVM) is a novel regularization method that extends the L1 regularized SVM to a mixed norm of both L1 and L2 norms. This enables the use of a correlated sparsity regularization with the power of the SVM framework.
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