Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userAML-SVM: Adaptive Multilevel Learning with Support Vector Machines
109
0
0.0
(
0
)
Added by
Ehsan Sadrfaridpour
Publication date
2020
fields
Informatics Engineering
and research's language is
English
Ask ChatGPT about the research
No Arabic abstract
The support vector machines (SVM) is one of the most widely used and practical optimization based classification models in machine learning because of its interpretability and flexibility to produce high quality results. However, the big data imposes a certain difficulty to the most sophisticated but relatively sl
rate research
Read More
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.
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.
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.
Support vector machine (SVM) is one of the most popular classification algorithms in the machine learning literature. We demonstrate that SVM can be used to balance covariates and estimate average causal effects under the unconfoundedness assumption. Specifically, we adapt the SVM classifier as a kernel-based weighting procedure that minimizes the maximum mean discrepancy between the treatment and control groups while simultaneously maximizing effective sample size. We also show that SVM is a continuous relaxation of the quadratic integer program for computing the largest balanced subset, establishing its direct relation to the cardinality matching method. Another important feature of SVM is that the regularization parameter controls the trade-off between covariate balance and effective sample size. As a result, the existing SVM path algorithm can be used to compute the balance-sample size frontier. We characterize the bias of causal effect estimation arising from this trade-off, connecting the proposed SVM procedure to the existing kernel balancing methods. Finally, we conduct simulation and empirical studies to evaluate the performance of the proposed methodology and find that SVM is competitive with the state-of-the-art covariate balancing methods.
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.
suggested questions
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
