We review the concept of support vector machines (SVMs) and discuss examples of their use. One of the benefits of SVM algorithms, compared with neural networks and decision trees is that they can be less susceptible to over fitting than those other algorithms are to over training. This issue is related to the generalisation of a multivariate algorithm (MVA); a problem that has often been overlooked in particle physics. We discuss cross validation and how this can be used to improve the generalisation of a MVA in the context of High Energy Physics analyses. The examples presented use the Toolkit for Multivariate Analysis (TMVA) based on ROOT and describe our improvements to the SVM functionality and new tools introduced for cross validation within this framework.
We develop a machine learning framework that can be applied to data sets derived from the trajectories of Hamiltons equations. The goal is to learn the phase space structures that play the governing role for phase space transport relevant to particular applications. Our focus is on learning reactive islands in two degrees-of-freedom Hamiltonian systems. Reactive islands are constructed from the stable and unstable manifolds of unstable periodic orbits and play the role of quantifying transition dynamics. We show that support vector machines (SVM) is an appropriate machine learning framework for this purpose as it provides an approach for finding the boundaries between qualitatively distinct dynamical behaviors, which is in the spirit of the phase space transport framework. We show how our method allows us to find reactive islands directly in the sense that we do not have to first compute unstable periodic orbits and their stable and unstable manifolds. We apply our approach to the Henon-Heiles Hamiltonian system, which is a benchmark system in the dynamical systems community. We discuss different sampling and learning approaches and their advantages and disadvantages.
A widely-used tool for binary classification is the Support Vector Machine (SVM), a supervised learning technique that finds the maximum margin linear separator between the two classes. While SVMs have been well studied in the batch (offline) setting, there is considerably less work on the streaming (online) setting, which requires only a single pass over the data using sub-linear space. Existing streaming algorithms are not yet competitive with the batch implementation. In this paper, we use the formulation of the SVM as a minimum enclosing ball (MEB) problem to provide a streaming SVM algorithm based off of the blurred ball cover originally proposed by Agarwal and Sharathkumar. Our implementation consistently outperforms existing streaming SVM approaches and provides higher accuracies than libSVM on several datasets, thus making it competitive with the standard SVM batch implementation.
Many problems that appear in biomedical decision making, such as diagnosing disease and predicting response to treatment, can be expressed as binary classification problems. The costs of false positives and false negatives vary across application domains and receiver operating characteristic (ROC) curves provide a visual representation of this trade-off. Nonparametric estimators for the ROC curve, such as a weighted support vector machine (SVM), are desirable because they are robust to model misspecification. While weighted SVMs have great potential for estimating ROC curves, their theoretical properties were heretofore underdeveloped. We propose a method for constructing confidence bands for the SVM ROC curve and provide the theoretical justification for the SVM ROC curve by showing that the risk function of the estimated decision rule is uniformly consistent across the weight parameter. We demonstrate the proposed confidence band method and the superior sensitivity and specificity of the weighted SVM compared to commonly used methods in diagnostic medicine using simulation studies. We present two illustrative examples: diagnosis of hepatitis C and a predictive model for treatment response in breast cancer.
Support Vector Machines (SVM), a popular machine learning technique, has been applied to a wide range of domains such as science, finance, and social networks for supervised learning. Whether it is identifying high-risk patients by health-care professionals, or potential high-school students to enroll in college by school districts, SVMs can play a major role for social good. This paper undertakes the challenge of designing a scalable parallel SVM training algorithm for large scale systems, which includes commodity multi-core machines, tightly connected supercomputers and cloud computing systems. Intuitive techniques for improving the time-space complexity including adaptive elimination of samples for faster convergence and sparse format representation are proposed. Under sample elimination, several heuristics for {em earliest possible} to {em lazy} elimination of non-contributing samples are proposed. In several cases, where an early sample elimination might result in a false positive, low overhead mechanisms for reconstruction of key data structures are proposed. The algorithm and heuristics are implemented and evaluated on various publicly available datasets. Empirical evaluation shows up to 26x speed improvement on some datasets against the sequential baseline, when evaluated on multiple compute nodes, and an improvement in execution time up to 30-60% is readily observed on a number of other datasets against our parallel baseline.
Sparse classifiers such as the support vector machines (SVM) are efficient in test-phases because the classifier is characterized only by a subset of the samples called support vectors (SVs), and the rest of the samples (non SVs) have no influence on the classification result. However, the advantage of the sparsity has not been fully exploited in training phases because it is generally difficult to know which sample turns out to be SV beforehand. In this paper, we introduce a new approach called safe sample screening that enables us to identify a subset of the non-SVs and screen them out prior to the training phase. Our approach is different from existing heuristic approaches in the sense that the screened samples are guaranteed to be non-SVs at the optimal solution. We investigate the advantage of the safe sample screening approach through intensive numerical experiments, and demonstrate that it can substantially decrease the computational cost of the state-of-the-art SVM solvers such as LIBSVM. In the current big data era, we believe that safe sample screening would be of great practical importance since the data size can be reduced without sacrificing the optimality of the final solution.