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arXiv 1704.05596cs.LGcs.CV

Insensitive Stochastic Gradient Twin Support Vector Machine for Large Scale Problems

Inner Mongolia University(内蒙古大学);Hainan University(海南大学);Capital University of Economics and Business(首都经济贸易大学);China Agricultural University(中国农业大学)

Zhen Wang, Yuan-Hai Shao, Lan Bai, Li-Ming Liu, Nai-Yang Deng

英文摘要:

Stochastic gradient descent algorithm has been successfully applied on support vector machines (called PEGASOS) for many classification problems. In this paper, stochastic gradient descent algorithm is investigated to twin support vector machines for classification. Compared with PEGASOS, the proposed stochastic gradient twin support vector machines (SGTSVM) is insensitive on stochastic sampling for stochastic gradient descent algorithm. In theory, we prove the convergence of SGTSVM instead of almost sure convergence of PEGASOS. For uniformly sampling, the approximation between SGTSVM and twin support vector machines is also given, while PEGASOS only has an opportunity to obtain an approximation of support vector machines. In addition, the nonlinear SGTSVM is derived directly from its linear case. Experimental results on both artificial datasets and large scale problems show the stable performance of SGTSVM with a fast learning speed.

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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