ترغب بنشر مسار تعليمي؟ اضغط هنا

A Semismooth-Newtons-Method-Based Linearization and Approximation Approach for Kernel Support Vector Machines

96   0   0.0 ( 0 )
 نشر من قبل Qingna Li
 تاريخ النشر 2020
  مجال البحث الهندسة المعلوماتية
والبحث باللغة English




اسأل ChatGPT حول البحث

Support Vector Machines (SVMs) are among the most popular and the best performing classification algorithms. Various approaches have been proposed to reduce the high computation and memory cost when training and predicting based on large-scale datasets with kernel SVMs. A popular one is the linearization framework, which successfully builds a bridge between the $L_1$-loss kernel SVM and the $L_1$-loss linear SVM. For linear SVMs, very recently, a semismooth Newtons method is proposed. It is shown to be very competitive and have low computational cost. Consequently, a natural question is whether it is possible to develop a fast semismooth Newtons algorithm for kernel SVMs. Motivated by this question and the idea in linearization framework, in this paper, we focus on the $L_2$-loss kernel SVM and propose a semismooth Newtons method based linearization and approximation approach for it. The main idea of this approach is to first set up an equivalent linear SVM, then apply the Nystrom method to approximate the kernel matrix, based on which a reduced linear SVM is obtained. Finally, the fast semismooth Newtons method is employed to solve the reduced linear SVM. We also provide some theoretical analyses on the approximation of the kernel matrix. The advantage of the proposed approach is that it maintains low computational cost and keeps a fast convergence rate. Results of extensive numerical experiments verify the efficiency of the proposed approach in terms of both predicting accuracy and speed.



قيم البحث

اقرأ أيضاً

Support vector machines (SVMs) are successful modeling and prediction tools with a variety of applications. Previous work has demonstrated the superiority of the SVMs in dealing with the high dimensional, low sample size problems. However, the numeri cal difficulties of the SVMs will become severe with the increase of the sample size. Although there exist many solvers for the SVMs, only few of them are designed by exploiting the special structures of the SVMs. In this paper, we propose a highly efficient sparse semismooth Newton based augmented Lagrangian method for solving a large-scale convex quadratic programming problem with a linear equality constraint and a simple box constraint, which is generated from the dual problems of the SVMs. By leveraging the primal-dual error bound result, the fast local convergence rate of the augmented Lagrangian method can be guaranteed. Furthermore, by exploiting the second-order sparsity of the problem when using the semismooth Newton method,the algorithm can efficiently solve the aforementioned difficult problems. Finally, numerical comparisons demonstrate that the proposed algorithm outperforms the current state-of-the-art solvers for the large-scale SVMs.
350 - Juan Yin , Qingna Li 2019
Support vector machine is an important and fundamental technique in machine learning. In this paper, we apply a semismooth Newton method to solve two typical SVM models: the L2-loss SVC model and the epsilon-L2-loss SVR model. The semismooth Newton m ethod is widely used in optimization community. A common belief on the semismooth Newton method is its fast convergence rate as well as high computational complexity. Our contribution in this paper is that by exploring the sparse structure of the models, we significantly reduce the computational complexity, meanwhile keeping the quadratic convergence rate. Extensive numerical experiments demonstrate the outstanding performance of the semismooth Newton method, especially for problems with huge size of sample data (for news20.binary problem with 19996 features and 1355191 samples, it only takes three seconds). In particular, for the epsilon-L2-loss SVR model, the semismooth Newton method significantly outperforms the leading solvers including DCD and TRON.
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.
The diversification (generating slightly varying separating discriminators) of Support Vector Machines (SVMs) for boosting has proven to be a challenge due to the strong learning nature of SVMs. Based on the insight that perturbing the SVM kernel may help in diversifying SVMs, we propose two kernel perturbation based boosting schemes where the kernel is modified in each round so as to increase the resolution of the kernel-induced Reimannian metric in the vicinity of the datapoints misclassified in the previous round. We propose a method for identifying the disjuncts in a dataset, dispelling the dependence on rule-based learning methods for identifying the disjuncts. We also present a new performance measure called Geometric Small Disjunct Index (GSDI) to quantify the performance on small disjuncts for balanced as well as class imbalanced datasets. Experimental comparison with a variety of state-of-the-art algorithms is carried out using the best classifiers of each type selected by a new approach inspired by multi-criteria decision making. The proposed method is found to outperform the contending state-of-the-art methods on different datasets (ranging from mildly imbalanced to highly imbalanced and characterized by varying number of disjuncts) in terms of three different performance indices (including the proposed GSDI).
A rapid pattern-recognition approach to characterize drivers curve-negotiating behavior is proposed. To shorten the recognition time and improve the recognition of driving styles, a k-means clustering-based support vector machine ( kMC-SVM) method is developed and used for classifying drivers into two types: aggressive and moderate. First, vehicle speed and throttle opening are treated as the feature parameters to reflect the driving styles. Second, to discriminate driver curve-negotiating behaviors and reduce the number of support vectors, the k-means clustering method is used to extract and gather the two types of driving data and shorten the recognition time. Then, based on the clustering results, a support vector machine approach is utilized to generate the hyperplane for judging and predicting to which types the human driver are subject. Lastly, to verify the validity of the kMC-SVM method, a cross-validation experiment is designed and conducted. The research results show that the $ k $MC-SVM is an effective method to classify driving styles with a short time, compared with SVM method.

الأسئلة المقترحة

التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا