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arXiv 1702.08019stat.MLcs.LG
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高维低样本量下的支持向量机及其偏差校正

Support vector machine and its bias correction in high-dimension, low-sample-size settings

University of Tsukuba(筑波大学)

Yugo Nakayama, Kazuyoshi Yata, Makoto Aoshima

摘要:

在本文中,我们考虑的支持向量机(SVM)在高维,低样本量(HDLSS)设置的渐近性质。我们表明,硬利润率线性支持向量机具有一致性的属性,在某些严重的条件下,当维数趋于无穷大时,误分类率趋于零。我们发现,支持向量机是非常有偏见的HDLSS设置和它的性能直接受到影响的偏见。为了克服这些困难,我们提出了一个偏差校正支持向量机(BC-SVM)。我们表明,BC-SVM在HDLSS设置提供了更好的性能。我们还讨论了支持向量机在多类HDLSS设置。最后,我们在实际数据分析中检查分类器的性能。

英文摘要:

In this paper, we consider asymptotic properties of the support vector machine (SVM) in high-dimension, low-sample-size (HDLSS) settings. We show that the hard-margin linear SVM holds a consistency property in which misclassification rates tend to zero as the dimension goes to infinity under certain severe conditions. We show that the SVM is very biased in HDLSS settings and its performance is affected by the bias directly. In order to overcome such difficulties, we propose a bias-corrected SVM (BC-SVM). We show that the BC-SVM gives preferable performances in HDLSS settings. We also discuss the SVMs in multiclass HDLSS settings. Finally, we check the performance of the classifiers in actual data analyses.

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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