Support Vector Machines
Active Support Vector Machine Classification
Mangasarian, Olvi L., Musicant, David R.
Classification is achieved by a linear or nonlinear separating surface in the input space of the dataset. In this work we propose a very fast simple algorithm, based on an active set strategy for solving quadratic programs with bounds [18]. The algorithm is capable of accurately solving problems with millions of points and requires nothing more complicated than a commonly available linear equation solver [17, 1, 6] for a typically small (100) dimensional input space of the problem. Key to our approach are the following two changes to the standard linear SVM: 1. Maximize the margin (distance) between the parallel separating planes with respect to both orientation (w) as well as location relative to the origin b).
A Mathematical Programming Approach to the Kernel Fisher Algorithm
Mika, Sebastian, Rรคtsch, Gunnar, Mรผller, Klaus-Robert
We investigate a new kernel-based classifier: the Kernel Fisher Discriminant (KFD).A mathematical programming formulation based on the observation thatKFD maximizes the average margin permits an interesting modification of the original KFD algorithm yielding the sparse KFD. We find that both, KFD and the proposed sparse KFD, can be understood in an unifying probabilistic context. Furthermore, we show connections to Support Vector Machines and Relevance Vector Machines. From this understanding, we are able to outline an interesting kernel-regression technique based upon the KFD algorithm.
Large Scale Bayes Point Machines
Herbrich, Ralf, Graepel, Thore
The concept of averaging over classifiers is fundamental to the Bayesian analysis of learning. Based on this viewpoint, it has recently beendemonstrated for linear classifiers that the centre of mass of version space (the set of all classifiers consistent with the training set) - also known as the Bayes point - exhibits excellent generalisationabilities. In this paper we present a method based on the simple perceptron learning algorithm which allows to overcome this algorithmic drawback. The method is algorithmically simpleand is easily extended to the multi-class case. We present experimental results on the MNIST data set of handwritten digitswhich show that Bayes point machines (BPMs) are competitive with the current world champion, the support vector machine.
Regularized Winnow Methods
In theory, the Winnow multiplicative update has certain advantages over the Perceptron additive update when there are many irrelevant attributes. Recently, there has been much effort on enhancing the Perceptron algorithm byusing regularization, leading to a class of linear classification methods called support vector machines. Similarly, it is also possible to apply the regularization idea to the Winnow algorithm, which gives methods wecall regularized Winnows. We show that the resulting methods compare with the basic Winnows in a similar way that a support vector machine compares with the Perceptron. We investigate algorithmic issues andlearning properties of the derived methods. Some experimental results will also be provided to illustrate different methods. 1 Introduction In this paper, we consider the binary classification problem that is to determine a label y E {-1, 1} associated with an input vector x. A useful method for solving this problem is through linear discriminant functions, which consist of linear combinations of the components ofthe input variable.
Incremental and Decremental Support Vector Machine Learning
Cauwenberghs, Gert, Poggio, Tomaso
An online recursive algorithm for training support vector machines, one vector at a time, is presented. Adiabatic increments retain the Kuhn Tucker conditions on all previously seen training data, in a number of steps each computed analytically. The incremental procedure is reversible, anddecremental "unlearning" offers an efficient method to exactly evaluate leave-one-out generalization performance.
The Kernel Trick for Distances
A method is described which, like the kernel trick in support vector machines (SVMs),lets us generalize distance-based algorithms to operate in feature spaces, usually nonlinearly related to the input space. This is done by identifying a class of kernels which can be represented as norm-based distances in Hilbert spaces. It turns out that common kernel algorithms, such as SVMs and kernel PCA, are actually really distance based algorithms and can be run with that class of kernels, too. As well as providing a useful new insight into how these algorithms work, the present work can form the basis for conceiving new algorithms. 1 Introduction One of the crucial ingredients of SVMs is the so-called kernel trick for the computation of dot products in high-dimensional feature spaces using simple functions defined on pairs of input patterns. This trick allows the formulation of nonlinear variants of any algorithm that can be cast in terms of dot products, SVMs being but the most prominent example [13, 8]. Although the mathematical result underlying the kernel trick is almost a century old [6], it was only much later [1, 3,13] that it was made fruitful for the machine learning community. Kernel methods have since led to interesting generalizations of learning algorithms and to successful real-world applications. The present paper attempts to extend the utility of the kernel trick by looking at the problem of which kernels can be used to compute distances in feature spaces. Again, the underlying mathematical results, mainly due to Schoenberg, have been known for a while [7]; some of them have already attracted interest in the kernel methods community in various contexts [11, 5, 15].
Vicinal Risk Minimization
Chapelle, Olivier, Weston, Jason, Bottou, Lรฉon, Vapnik, Vladimir
The Vicinal Risk Minimization principle establishes a bridge between generative models and methods derived from the Structural Risk Minimization Principlesuch as Support Vector Machines or Statistical Regularization. Weexplain how VRM provides a framework which integrates a number of existing algorithms, such as Parzen windows, Support Vector Machines, Ridge Regression, Constrained Logistic Classifiers and Tangent-Prop. We then show how the approach implies new algorithms forsolving problems usually associated with generative models. New algorithms are described for dealing with pattern recognition problems with very different pattern distributions and dealing with unlabeled data. Preliminary empirical results are presented.
Improved Output Coding for Classification Using Continuous Relaxation
Output coding is a general method for solving multiclass problems by reducing them to multiple binary classification problems. Previous research onoutput coding has employed, almost solely, predefined discrete codes. We describe an algorithm that improves the performance of output codes by relaxing them to continuous codes. The relaxation procedure is cast as an optimization problem and is reminiscent of the quadratic program for support vector machines. We describe experiments with the proposed algorithm, comparing it to standard discrete output codes. The experimental results indicate that continuous relaxations of output codes often improve the generalization performance, especially for short codes.
From Margin to Sparsity
Graepel, Thore, Herbrich, Ralf, Williamson, Robert C.
We present an improvement of Novikoff's perceptron convergence theorem. Reinterpreting this mistake bound as a margin dependent sparsity guarantee allows us to give a PACstyle generalisation error boundfor the classifier learned by the perceptron learning algorithm. Thebound value crucially depends on the margin a support vector machine would achieve on the same data set using the same kernel. Ironically, the bound yields better guarantees than are currently availablefor the support vector solution itself. 1 Introduction In the last few years there has been a large controversy about the significance of the attained margin, i.e. the smallest real valued output of a classifiers before thresholding, as an indicator of generalisation performance. Results in the YC, PAC and luckiness frameworks seem to indicate that a large margin is a prerequisite for small generalisation error bounds (see [14, 12]). These results caused many researchers to focus on large margin methods such as the well known support vector machine (SYM).
Sex with Support Vector Machines
Moghaddam, Baback, Yang, Ming-Hsuan
Ming-Hsuan Yang University of Illinois at Urbana-Champaign Urbana, IL 61801 USA mhyang avision.ai.uiuc.edu Abstract Nonlinear Support Vector Machines (SVMs) are investigated for visual sex classification with low resolution "thumbnail" faces (21-by-12 pixels) processed from 1,755 images from the FERET face database. The performance of SVMs is shown to be superior to traditional pattern classifiers (Linear, Quadratic, Fisher Linear Discriminant, Nearest-Neighbor)as well as more modern techniques such as Radial Basis Function (RBF) classifiers and large ensemble RBF networks. Furthermore, the SVM performance (3.4% error) is currently the best result reported in the open literature. 1 Introduction In recent years, SVMs have been successfully applied to various tasks in computational face-processing.These include face detection [14], face pose discrimination [12] and face recognition [16]. Although facial sex classification has attracted much attention in the psychological literature [1, 4, 8, 15], relatively few computatinal learning methods have been proposed.