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Added by
Fahad Sohrab
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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In this paper, we propose a novel subspace learning framework for one-class classification. The proposed framework presents the problem in the form of graph embedding. It includes the previously proposed subspace one-class techniques as its special cases and provides further insight on what these techniques actually optimize. The framework allows to incorporate other meaningful optimization goals via the graph preserving criterion and reveals spectral and spectral regression-based solutions as alternatives to the previously used gradient-based technique. We combine the subspace learning framework iteratively with Support Vector Data Description applied in the subspace to formulate Graph-Embedded Subspace Support Vector Data Description. We experimentally analyzed the performance of newly proposed different variants. We demonstrate improved performance against the baselines and the recently proposed subspace learning methods for one-class classification.
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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 propose a method for support vector machine classification using indefinite kernels. Instead of directly minimizing or stabilizing a nonconvex loss function, our algorithm simultaneously computes support vectors and a proxy kernel matrix used in forming the loss. This can be interpreted as a penalized kernel learning problem where indefinite kernel matrices are treated as a noisy observations of a true Mercer kernel. Our formulation keeps the problem convex and relatively large problems can be solved efficiently using the projected gradient or analytic center cutting plane methods. We compare the performance of our technique with other methods on several classic data sets.
We propose $ell_1$ norm regularized quadratic surface support vector machine models for binary classification in supervised learning. We establish their desired theoretical properties, including the existence and uniqueness of the optimal solution, reduction to the standard SVMs over (almost) linearly separable data sets, and detection of true sparsity pattern over (almost) quadratically separable data sets if the penalty parameter of $ell_1$ norm is large enough. We also demonstrate their promising practical efficiency by conducting various numerical experiments on both synthetic and publicly available benchmark data sets.
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
The twin support vector machine and its extensions have made great achievements in dealing with binary classification problems, however, which is faced with some difficulties such as model selection and solving multi-classification problems quickly. This paper is devoted to the fast regularization parameter tuning algorithm for the twin multi-class support vector machine. A new sample dataset division method is adopted and the Lagrangian multipliers are proved to be piecewise linear with respect to the regularization parameters by combining the linear equations and block matrix theory. Eight kinds of events are defined to seek for the starting event and then the solution path algorithm is designed, which greatly reduces the computational cost. In addition, only few points are combined to complete the initialization and Lagrangian multipliers are proved to be 1 as the regularization parameter tends to infinity. Simulation results based on UCI datasets show that the proposed method can achieve good classification performance with reducing the computational cost of grid search method from exponential level to the constant level.
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