Analytical Evaluation of DCA Convergence Properties for Minimizing Prediction Functions of Gaussian RBF Support Vector Regression

arXiv:2606.03559v1 Announce Type: new Abstract: For nonconvex optimization problems whose objective is the prediction function of a trained Support Vector Regression (SVR) model with the Gaussian radial basis function (RBF) kernel (RBF-SVR), we present a framework that applies the difference of convex functions (DC) algorithm (DCA) by exploiting the analytical structure of the RBF kernel to construct an explicit DC decomposition. Specifically, we derive in closed form both the lower bound $\mu$ of the strong convexity parameter of the DC components and the upper bound $L$ of the gradient Lipsc

Source: arXiv cs.LG — read the full report at the original publisher.

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