Guillaume Pouliot

Equivalence of Multicategory SVM and Simplex Cone SVM: Fast Computations and Statistical Theory

The multicategory SVM (MSVM) of Lee et al. (2004) is a natural generalization of the classical, binary support vector machines (SVM). However, its use has been limited by computational difficulties. The simplex-cone SVM (SCSVM) of Mroueh et al. (2012) is a computationally efficient multicategory cla…