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On the Relation Between the GACV and Joachims’ ξα Method for Tuning Support Vector Machines, With Extensions to the Non-Standard Case

We rederive a form of Joachims’ ξα method for tuning Support Vector Machines by the same approach as was used to derive the GACV, and show how the two methods are related. We generalize the ξα method to the nonstandard case of nonrepresentative training set and unequal misclassification costs and compare the result to the GACV estimate for the standard and nonstandard cases.