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» Optimization of Convex Risk Functions
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ESANN
2004
13 years 12 months ago
Sparse LS-SVMs using additive regularization with a penalized validation criterion
This paper is based on a new way for determining the regularization trade-off in least squares support vector machines (LS-SVMs) via a mechanism of additive regularization which ha...
Kristiaan Pelckmans, Johan A. K. Suykens, Bart De ...
JOTA
2011
149views more  JOTA 2011»
13 years 5 months ago
Globally Convergent Cutting Plane Method for Nonconvex Nonsmooth Minimization
: Nowadays, solving nonsmooth (not necessarily differentiable) optimization problems plays a very important role in many areas of industrial applications. Most of the algorithms d...
Napsu Karmitsa, Mario Tanaka Filho, José He...
VLSID
1999
IEEE
111views VLSI» more  VLSID 1999»
14 years 2 months ago
A New Approach for CMOS Op-Amp Synthesis
A new approach for CMOS op-amp circuit synthesis has proposed here. The approach is based on the observation that the rst order behavior of a MOS transistor in the saturation regi...
Pradip Mandal, V. Visvanathan
IFIP
2005
Springer
14 years 4 months ago
Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets
In this paper we analyze the electricity portfolio problem of a big consumer in a multi-stage stochastic programming framework. Stochasticity enters the model via the uncertain spo...
Ronald Hochreiter, Georg Ch. Pflug, David Wozabal
JMLR
2006
143views more  JMLR 2006»
13 years 10 months ago
Consistency and Convergence Rates of One-Class SVMs and Related Algorithms
We determine the asymptotic behaviour of the function computed by support vector machines (SVM) and related algorithms that minimize a regularized empirical convex loss function i...
Régis Vert, Jean-Philippe Vert