Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: An Equivalence between the Lasso and Support Vector Machines   We investigate the relation of two fundamental tools in machine learning and
signal processing, that is the support vector machine (SVM) for classification,
and the Lasso technique used in regression. We show that the resulting
optimization problems are equivalent, in the following sense. Given any
instance of an $\ell_2$-loss soft-margin (or hard-margin) SVM, we construct a
Lasso instance having the same optimal solutions, and vice versa.
  As a consequence, many existing optimization algorithms for both SVMs and
Lasso can also be applied to the respective other problem instances. Also, the
equivalence allows for many known theoretical insights for SVM and Lasso to be
translated between the two settings. One such implication gives a simple
kernelized version of the Lasso, analogous to the kernels used in the SVM
setting. Another consequence is that the sparsity of a Lasso solution is equal
to the number of support vectors for the corresponding SVM instance, and that
one can use screening rules to prune the set of support vectors. Furthermore,
we can relate sublinear time algorithms for the two problems, and give a new
such algorithm variant for the Lasso. We also study the regularization paths
for both methods.

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The categories of this paper are: chem-ph
14
The categories of this paper are: math-ph
30
The categories of this paper are: q-alg
4
The categories of this paper are: cond-mat
11
The categories of this paper are: hep-lat
35
The categories of this paper are: mtrl-th
26
The categories of this paper are: bayes-an
10
The categories of this paper are: q-bio
18
The categories of this paper are: econ
19
The categories of this paper are: eess
12
The categories of this paper are: nucl-th
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The categories of this paper are: cmp-lg
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The categories of this paper are: math
3
The categories of this paper are: physics
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The categories of this paper are: alg-geom
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The categories of this paper are: acc-phys