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arXiv 1504.04739cs.LGstat.ML
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多阈值熵线性分类器的快速优化

Fast optimization of Multithreshold Entropy Linear Classifier

Google Inc.(谷歌公司);Jagiellonian University(雅盖隆大学)

Rafal Jozefowicz, Wojciech Marian Czarnecki

摘要:

多阈值熵线性分类器(MELC)是一种基于密度的模型,它搜索最大化数据集核密度估计的Cauchy-Schwarz散度的线性投影。尽管其良好的经验结果,其缺点之一是优化速度。在本文中,我们分析如何可以加快它通过解决一个近似问题。我们分析了两种方法,都类似于核密度估计查询的近似解,并提供了自适应方案,用于根据用户指定的可接受误差选择关键参数。此外,我们展示了如何可以利用众所周知的共轭梯度和L-BFGS优化,尽管原来的优化问题应该解决的领域。所有上述方法和修改都在UCI数据库的10个真实数据集上进行了测试,以确认其实际可用性。

英文摘要:

Multithreshold Entropy Linear Classifier (MELC) is a density based model which searches for a linear projection maximizing the Cauchy-Schwarz Divergence of dataset kernel density estimation. Despite its good empirical results, one of its drawbacks is the optimization speed. In this paper we analyze how one can speed it up through solving an approximate problem. We analyze two methods, both similar to the approximate solutions of the Kernel Density Estimation querying and provide adaptive schemes for selecting a crucial parameters based on user-specified acceptable error. Furthermore we show how one can exploit well known conjugate gradients and L-BFGS optimizers despite the fact that the original optimization problem should be solved on the sphere. All above methods and modifications are tested on 10 real life datasets from UCI repository to confirm their practical usability.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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