The support vector classifier is a new tool to solve classification problems, giving the classification boundary as a linear combination of the training samples. In non-separable problems with highly overlapped classes, the achieved classifiers are oversized. In this paper, we proposed to change the support vector classifier penalty function by an hyperbolic tangent one, obtaining as a result of the training phase a reduced support vector classifier with the same performance as the original one.

In this communication we present a new algorithm for solving Support Vector Classifiers (SVC) with large training data sets. The new algorithm is based on an Iterative Re-Weighted Least Squares procedure which is used to optimize the SVc. Moreover, a novel sample selection strategy for the working set is presented, which randomly chooses the working set among the training samples that do not fulfill the stopping criteria. The validity of both proposals, the optimization procedure and sample selection strategy, is shown by means of computer experiments using well-known data sets.