Support-vector leave-one-out error bound

ID: support-vector-leave-one-out-error-bound

For a fixed in the unnormalized sum-of-slacks objective and unique training optimizers, deleting an observation with preserves the Karush-Kuhn-Tucker conditions and the fitted decision function. It is correctly classified when held out. Consequently Leave-one-out cross-validation makes at most errors, where counts positive dual coefficients. With geometric support vectors, counting all points of signed margin at most one also gives the bound, without a nondegeneracy assumption.

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