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 Support Vector Machines


Vladimir Vapnik: Deep Learning and the Essence of Intelligence AI Podcast Clips

#artificialintelligence

Vladimir Vapnik is the co-inventor of support vector machines, support vector clustering, VC theory, and many foundational ideas in statistical learning. He was born in the Soviet Union, worked at the Institute of Control Sciences in Moscow, then in the US, worked at AT&T, NEC Labs, Facebook AI Research, and now is a professor at Columbia University. His work has been cited over 200,000 times. Subscribe to this YouTube channel or connect on: - Twitter: https://twitter.com/lexfridman


OCGNN: One-class Classification with Graph Neural Networks

arXiv.org Machine Learning

Nowadays, graph-structured data are increasingly used to model complex systems. Meanwhile, detecting anomalies from graph has become a vital research problem of pressing societal concerns. Anomaly detection is an unsupervised learning task of identifying rare data that differ from the majority. As one of the dominant anomaly detection algorithms, One Class Support Vector Machine has been widely used to detect outliers. However, those traditional anomaly detection methods lost their effectiveness in graph data. Since traditional anomaly detection methods are stable, robust and easy to use, it is vitally important to generalize them to graph data. In this work, we propose One Class Graph Neural Network (OCGNN), a one-class classification framework for graph anomaly detection. OCGNN is designed to combine the powerful representation ability of Graph Neural Networks along with the classical one-class objective. Compared with other baselines, OCGNN achieves significant improvements in extensive experiments.


Nystr\"om Subspace Learning for Large-scale SVMs

arXiv.org Machine Learning

As an implementation of the Nystr\"{o}m method, Nystr\"{o}m computational regularization (NCR) imposed on kernel classification and kernel ridge regression has proven capable of achieving optimal bounds in the large-scale statistical learning setting, while enjoying much better time complexity. In this study, we propose a Nystr\"{o}m subspace learning (NSL) framework to reveal that all you need for employing the Nystr\"{o}m method, including NCR, upon any kernel SVM is to use the efficient off-the-shelf linear SVM solvers as a black box. Based on our analysis, the bounds developed for the Nystr\"{o}m method are linked to NSL, and the analytical difference between two distinct implementations of the Nystr\"{o}m method is clearly presented. Besides, NSL also leads to sharper theoretical results for the clustered Nystr\"{o}m method. Finally, both regression and classification tasks are performed to compare two implementations of the Nystr\"{o}m method.


A Bayes-Optimal View on Adversarial Examples

arXiv.org Machine Learning

The ability to fool modern CNN classifiers with tiny perturbations of the input has lead to the development of a large number of candidate defenses and often conflicting explanations. In this paper, we argue for examining adversarial examples from the perspective of Bayes-Optimal classification. We construct realistic image datasets for which the Bayes-Optimal classifier can be efficiently computed and derive analytic conditions on the distributions so that the optimal classifier is either robust or vulnerable. By training different classifiers on these datasets (for which the "gold standard" optimal classifiers are known), we can disentangle the possible sources of vulnerability and avoid the accuracy-robustness tradeoff that may occur in commonly used datasets. Our results show that even when the optimal classifier is robust, standard CNN training consistently learns a vulnerable classifier. At the same time, for exactly the same training data, RBF SVMs consistently learn a robust classifier. The same trend is observed in experiments with real images.


Human Action Recognition using Local Two-Stream Convolution Neural Network Features and Support Vector Machines

arXiv.org Machine Learning

This paper proposes a simple yet effective method for human action recognition in video. The proposed method separately extracts local appearance and motion features using state-of-the-art three-dimensional convolutional neural networks from sampled snippets of a video. These local features are then concatenated to form global representations which are then used to train a linear SVM to perform the action classification using full context of the video, as partial context as used in previous works. The videos undergo two simple proposed preprocessing techniques, optical flow scaling and crop filling. We perform an extensive evaluation on three common benchmark dataset to empirically show the benefit of the SVM, and the two preprocessing steps.


Efficient Convex Relaxation for Transductive Support Vector Machine

Neural Information Processing Systems

We consider the problem of Support Vector Machine transduction, which involves a combinatorial problem with exponential computational complexity in the number of unlabeled examples. Although several studies are devoted to Transductive SVM, they suffer either from the high computation complexity or from the solutions of local optimum. To address this problem, we propose solving Transductive SVM via a convex relaxation, which converts the NP-hard problem to a semi-definite programming. Compared with the other SDP relaxation for Transductive SVM, the proposed algorithm is computationally more efficient with the number of free parameters reduced from O(n2) to O(n) where n is the number of examples. Empirical study with several benchmark data sets shows the promising performance of the proposed algorithm in comparison with other state-of-the-art implementations of Transductive SVM.


A Risk Minimization Principle for a Class of Parzen Estimators

Neural Information Processing Systems

This paper explores the use of a Maximal Average Margin (MAM) optimality principle for the design of learning algorithms. It is shown that the application of this risk minimization principle results in a class of (computationally) simple learning machines similar to the classical Parzen window classifier. A direct relation with the Rademacher complexities is established, as such facilitating analysis and providing a notion of certainty of prediction. This analysis is related to Support Vector Machines by means of a margin transformation. The power of the MAM principle is illustrated further by application to ordinal regression tasks, resulting in an $O(n)$ algorithm able to process large datasets in reasonable time. Papers published at the Neural Information Processing Systems Conference.


Support Vector Machine Classification with Indefinite Kernels

Neural Information Processing Systems

In this paper, we propose a method for support vector machine classification using indefinite kernels. Instead of directly minimizing or stabilizing a nonconvex loss function, our method simultaneously finds the support vectors and a proxy kernel matrix used in computing the loss. This can be interpreted as a robust classification problem where the indefinite kernel matrix is treated as a noisy observation of the true positive semidefinite kernel. Our formulation keeps the problem convex and relatively large problems can be solved efficiently using the analytic center cutting plane method. We compare the performance of our technique with other methods on several data sets.


A Randomized Algorithm for Large Scale Support Vector Learning

Neural Information Processing Systems

We propose a randomized algorithm for large scale SVM learning which solves the problem by iterating over random subsets of the data. Crucial to the algorithm for scalability is the size of the subsets chosen. In the context of text classification we show that, by using ideas from random projections, a sample size of O(log n) can be used to obtain a solution which is close to the optimal with a high probability. Experiments done on synthetic and real life data sets demonstrate that the algorithm scales up SVM learners, without loss in accuracy. Papers published at the Neural Information Processing Systems Conference.


Efficient multiple hyperparameter learning for log-linear models

Neural Information Processing Systems

Using multiple regularization hyperparameters is an effective method for managing model complexity in problems where input features have varying amounts of noise. While algorithms for choosing multiple hyperparameters are often used in neural networks and support vector machines, they are not common in structured prediction tasks, such as sequence labeling or parsing. In this paper, we consider the problem of learning regularization hyperparameters for log-linear models, a class of probabilistic models for structured prediction tasks which includes conditional random fields (CRFs). Using an implicit differentiation trick, we derive an efficient gradient-based method for learning Gaussian regularization priors with multiple hyperparameters. In both simulations and the real-world task of computational RNA secondary structure prediction, we find that multiple hyperparameter learning provides a significant boost in accuracy compared to models learned using only a single regularization hyperparameter.