m

min C   i  1
2 || w ||2
w,b,
i 1

st y i (wxi  b)   i  1, i  0, i  1,...m

m m m
1
L() 
2

i 1 j 1
y j  i  j K(x i , x j )  
i 1
i


st 
i 1
yi i  0

0  i  C i  1,...m

f ( x)  sign (  yi i K ( x, xi )  b
iSV


 

min
z

ˆt , v̂t
 vˆ0  v0  u

ˆt

ˆt

max D(v)  max  vt 1 I {S ( Z )t} log f (Z ; v)

v v

ˆt vˆt 1 v̂t

N
1
max Dˆ (v)  max
v v N
I
 1
{ S ( Z  )ˆt }
log f ( Z (  ) ; v)

I I
{ S ( Z  )ˆt } { Z k 1}
vˆt (k )   1
N

I
 1
{ S ( Z  )ˆt }

ˆt

v̂t v̂t vˆt 1

v̂ t
Input: pattern X, label Y, kernel function, kernel parameter, C,
Number of sample N and Number of elite sample Ne
Assign beta=1;
Compute kernel Matrix K
Compute H as y(i) * y(j) * K
Generate initial random vector μ between [0,1],with size 1 x b
(b is number of data points)
Intialize vector σ=1 with size 1 x b
while absolute value of (sum(σ)) > epsilon do,
For each data point,
assign α=mu+σ*normally distribution random number
For all sample points N
For all α do
If α <=0 then set α =0
Else
If α >C then set α =C
EndIf
Endfor
For all sample points N
m m m
Compute L()  1
2
 y
i 1 j 1
j i j K(xi , x j )  
i 1
i

Sort L in descending order

Select α corresponding to Ne sample points with lowest L,
and compute the average and standard deviation of these α
values, denote as  and 
 Update μ using μ = beta*  +(1-beta)*μ;
Update σ using σ = beta*  +(1-beta)*σ;
Endfor
Output: α= μ

f ( x)  sign (  y i  i K ( x, xi )
iSV
 
In Shavlik, J.,
editor, Proceedings of the 15th International Conference on Machine Learning,
Morgan Kaufmann, pp. 188–196, San Francisco, CA, 1998

Kecman, V., Vogt, M. and Huang,Te Ming,

ESANN'2003 proceedings,Belgium, d-side publi.,

pp. 215-22, (2003)