Support Vector Machines
Computing the Solution Path for the Regularized Support Vector Regression
In this paper we derive an algorithm that computes the entire solution path of the support vector regression, with essentially the same computational cost as fitting one SVR model. We also propose an unbiased estimate for the degrees of freedom of the SVR model, which allows convenient selection of the regularization parameter.
Gaussian Processes for Multiuser Detection in CDMA receivers
Murillo-fuentes, Juan J., Caro, Sebastian, Pérez-Cruz, Fernando
In this paper we propose a new receiver for digital communications. We focus on the application of Gaussian Processes (GPs) to the multiuser detection (MUD) in code division multiple access (CDMA) systems to solve the near-far problem. Hence, we aim to reduce the interference from other users sharing the same frequency band. While usual approaches minimize the mean square error (MMSE) to linearly retrieve the user of interest, we exploit the same criteria but in the design of a nonlinear MUD. Since the optimal solution is known to be nonlinear, the performance of this novel method clearly improves that of the MMSE detectors. Furthermore, the GP based MUD achieves excellent interference suppression even for short training sequences. We also include some experiments to illustrate that other nonlinear detectors such as those based on Support Vector Machines (SVMs) exhibit a worse performance.
Computing the Solution Path for the Regularized Support Vector Regression
In this paper we derive an algorithm that computes the entire solution path of the support vector regression, with essentially the same computational cost as fitting one SVR model. We also propose an unbiased estimate for the degrees of freedom of the SVR model, which allows convenient selection of the regularization parameter.
Two view learning: SVM-2K, Theory and Practice
Farquhar, Jason, Hardoon, David, Meng, Hongying, Shawe-taylor, John S., Szedmák, Sándor
Kernel methods make it relatively easy to define complex highdimensional feature spaces. This raises the question of how we can identify the relevant subspaces for a particular learning task. When two views of the same phenomenon are available kernel Canonical Correlation Analysis (KCCA) has been shown to be an effective preprocessing step that can improve the performance of classification algorithms such as the Support Vector Machine (SVM). This paper takes this observation to its logical conclusion and proposes a method that combines this two stage learning (KCCA followed by SVM) into a single optimisation termed SVM-2K. We present both experimental and theoretical analysis of the approach showing encouraging results and insights.
Gaussian Processes for Multiuser Detection in CDMA receivers
Murillo-fuentes, Juan J., Caro, Sebastian, Pérez-Cruz, Fernando
In this paper we propose a new receiver for digital communications. We focus on the application of Gaussian Processes (GPs) to the multiuser detection (MUD) in code division multiple access (CDMA) systems to solve the near-far problem. Hence, we aim to reduce the interference from other users sharing the same frequency band. While usual approaches minimize the mean square error (MMSE) to linearly retrieve the user of interest, we exploit the same criteria but in the design of a nonlinear MUD. Since the optimal solution is known to be nonlinear, the performance of this novel method clearly improves that of the MMSE detectors. Furthermore, the GP based MUD achieves excellent interference suppression even for short training sequences. We also include some experiments to illustrate that other nonlinear detectors such as those based on Support Vector Machines (SVMs) exhibit a worse performance.
Consistency of one-class SVM and related algorithms
Vert, Régis, Vert, Jean-philippe
We determine the asymptotic limit of the function computed by support vector machines (SVM) and related algorithms that minimize a regularized empirical convex loss function in the reproducing kernel Hilbert space of the Gaussian RBF kernel, in the situation where the number of examples tends to infinity, the bandwidth of the Gaussian kernel tends to 0, and the regularization parameter is held fixed.
A General and Efficient Multiple Kernel Learning Algorithm
Sonnenburg, Sören, Rätsch, Gunnar, Schäfer, Christin
While classical kernel-based learning algorithms are based on a single kernel, in practice it is often desirable to use multiple kernels. Lankriet et al. (2004) considered conic combinations of kernel matrices for classification, leading to a convex quadratically constraint quadratic program. We show that it can be rewritten as a semi-infinite linear program that can be efficiently solved by recycling the standard SVM implementations. Moreover, we generalize the formulation and our method to a larger class of problems, including regression and one-class classification. Experimental results show that the proposed algorithm helps for automatic model selection, improving the interpretability of the learning result and works for hundred thousands of examples or hundreds of kernels to be combined.
Two view learning: SVM-2K, Theory and Practice
Farquhar, Jason, Hardoon, David, Meng, Hongying, Shawe-taylor, John S., Szedmák, Sándor
Kernel methods make it relatively easy to define complex highdimensional feature spaces. This raises the question of how we can identify the relevant subspaces for a particular learning task. When two views of the same phenomenon are available kernel Canonical Correlation Analysis (KCCA) has been shown to be an effective preprocessing step that can improve the performance of classification algorithms such as the Support Vector Machine (SVM). This paper takes this observation to its logical conclusion and proposes a method that combines this two stage learning (KCCA followed by SVM) into a single optimisation termed SVM-2K. We present both experimental and theoretical analysis of the approach showing encouraging results and insights.
Distance Metric Learning for Large Margin Nearest Neighbor Classification
Weinberger, Kilian Q., Blitzer, John, Saul, Lawrence K.
We show how to learn a Mahanalobis distance metric for k-nearest neighbor (kNN) classification by semidefinite programming. The metric is trained with the goal that the k-nearest neighbors always belong to the same class while examples from different classes are separated by a large margin. On seven data sets of varying size and difficulty, we find that metrics trained in this way lead to significant improvements in kNN classification--for example, achieving a test error rate of 1.3% on the MNIST handwritten digits. As in support vector machines (SVMs), the learning problem reduces to a convex optimization based on the hinge loss. Unlike learning in SVMs, however, our framework requires no modification or extension for problems in multiway (as opposed to binary) classification.
Gaussian Processes for Multiuser Detection in CDMA receivers
Murillo-fuentes, Juan J., Caro, Sebastian, Pérez-Cruz, Fernando
In this paper we propose a new receiver for digital communications. We focus on the application of Gaussian Processes (GPs) to the multiuser detection (MUD) in code division multiple access (CDMA) systems to solve the near-far problem. Hence, we aim to reduce the interference from other users sharing the same frequency band. While usual approaches minimizethe mean square error (MMSE) to linearly retrieve the user of interest, we exploit the same criteria but in the design of a nonlinear MUD. Since the optimal solution is known to be nonlinear, the performance of this novel method clearly improves that of the MMSE detectors. Furthermore,the GP based MUD achieves excellent interference suppression even for short training sequences. We also include some experiments toillustrate that other nonlinear detectors such as those based on Support Vector Machines (SVMs) exhibit a worse performance.