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Moreover, we proposed in this chapter a novel approach for training L1-L2-SVM
classifiers. The proposed method is characterized by two main advantages: (i) it is
flexible, as it allows to solve L1, L1-L2 and L2 SVM problems and to properly tune
the trade-off between dimensionality reduction and performance; (ii) it builds on
conventional QP solvers, thus can be implemented with a minimal effort. We tested
our approach on our HAR application, that allowed us to compare the proposed
approach with state-of-the-art alternatives and to highlight the usefulness of such a
flexible solver in a real-world practical problem.
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