A Simple Method for Solving the SVM Regularization Path for Semidefinite Kernels.

The support vector machine (SVM) remains a popular classifier for its excellent generalization performance and applicability of kernel methods; however, it still requires tuning of a regularization parameter, C , to achieve optimal performance. Regularization path-following algorithms efficiently solve the solution at all possible values of the regularization parameter relying on the fact that the SVM solution is piece-wise linear in C . The SVMPath originally introduced by Hastie et al.