Modified matrix splitting method for the support vector machine and its application to the credit classification of companies in Korea

• Published in: Expert systems with applications Vol. 39; no. 10; pp. 8824 - 8834
• Main Authors: Kim, Gitae, Wu, Chih-Hang, Lim, Sungmook, Kim, Jumi
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 01.08.2012
• Subjects: Classification; Company credit prediction; Convex programming; Decomposition; Expert systems; Incomplete Cholesky decomposition; Mathematical analysis; Matrix splitting method; Projection; Projection gradient method; Splitting; Support vector machine; Support vector machines; Vectors (mathematics); Matrix splitting method; Support vector machine; Company credit prediction; Convex programming; Incomplete Cholesky decomposition; Projection gradient method

► We propose a solving approach for the ν-support vector machine (SVM) for classification problems. We use the modified matrix splitting method and incomplete Cholesky decomposition. The matrix splitting method combined with the projection gradient method. The incomplete Cholesky decomposition is us...