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.