Several decades ago, Support Vector Machines (SVMs) were introduced for
performing binary classification tasks, under a supervised framework. Nowadays,
they often outperform other supervised methods and remain one of the most
popular approaches in the machine learning arena. In this work, we investigate
the training of SVMs through a smooth sparse-promoting-regularized squared
hinge loss minimization. This choice paves the way to the application of quick
training methods built on majorization-minimization approaches, benefiting from
the Lipschitz differentiabililty of the loss function. Moreover, the proposed
approach allows us to handle sparsity-preserving regularizers promoting the
selection of the most significant features, so enhancing the performance.
Numerical tests and comparisons conducted on three different datasets
demonstrate the good performance of the proposed methodology in terms of
qualitative metrics (accuracy, precision, recall, and F 1 score) as well as
computational cost.

通过平滑的稀疏促进正则化的平方铰链损失最小化，研究了支持向量机的训练，并应用了基于主要化最小化方法的快速训练方法，提高了特征选择的性能，并在定量指标（准确率、精确率、召回率和 F1 值）以及计算成本方面表现出良好的性能。