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N. Cristianini, C. Campbell, and J. Shawe–Taylor (1998)

Dynamically Adapting Kernels in Support Vector Machines

Royal Holloway College, NeuroCOLT Technical Report(NC-TR-98-017), University of London, UK.

An algorithm which can automatically perform model selection and learning with no additional computational cost and with no need of a validation set is presented for the hard margin case. Theoretical results motivating this approach providing upper bounds on the generalisation error and experimental results confirming its validity are presented.

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