Sequential Minimal Optimization for $\varepsilon$-SVR with MAPE Loss and Sample-Dependent Box Constraints
arXiv:2605.01446v1 Announce Type: cross
Abstract: We derive a Sequential Minimal Optimization (SMO) algorithm for the quadratic dual problem arising from $\varepsilon$-SVR~\cite{Vapnik1995, Drucker1997, Smola2004} modified to minimize the Mean Absolut…