Recursive Finite Newton Algorithm for Support Vector Regression in the Primal Liefeng Bo, Ling Wang, and Licheng Jiao Xidian University Abstract: Some algorithms in the primal have been recently proposed for training support vector machines. This letter follows those studies and develops a recursive finite Newton algorithm (IHLFSVRRFN) [1] for training nonlinear support vector regression [2]. The insensitive Huber loss function and the computation of the Newton step are discussed in detail. Comparisons with LIBSVM 2.82 show that the proposed algorithm gives promising results. References

Matlab Source Code Description: IHLFSVRRFN is a package for training support vector regression using the recursive finite Newton algorithm. Requirement: Matlab 7.01. Download: [code]. This package is free for academic usage. You can run it at your own risk. 