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arXiv 1902.04768cs.LGstat.ML
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Efficient Cross-Validation for Semi-Supervised Learning

Institute of Information Engineering, Chinese Academy of Sciences(中国科学院信息工程研究所);Inception Institute of Artificial Intelligence (IIAI)(阿布扎比人工智能孵化研究所);School of Cyber Security, University of Chinese Academy of Sciences(中国科学院大学网络空间安全学院);National Engineering Research Center for Information Security(国家信息安全工程技术研究中心);National Engineering Laboratory for Information Security Technology(国家信息安全技术工程实验室)

Yong Liu, Jian Li, Guangjun Wu, Lizhong Ding, Weiping Wang

英文摘要:

Manifold regularization, such as laplacian regularized least squares (LapRLS) and laplacian support vector machine (LapSVM), has been widely used in semi-supervised learning, and its performance greatly depends on the choice of some hyper-parameters. Cross-validation (CV) is the most popular approach for selecting the optimal hyper-parameters, but it has high complexity due to multiple times of learner training. In this paper, we provide a method to approximate the CV for manifold regularization based on a notion of robust statistics, called Bouligand influence function (BIF). We first provide a strategy for approximating the CV via the Taylor expansion of BIF. Then, we show how to calculate the BIF for general loss function,and further give the approximate CV criteria for model selection in manifold regularization. The proposed approximate CV for manifold regularization requires training only once, hence can significantly improve the efficiency of traditional CV. Experimental results show that our approximate CV has no statistical discrepancy with the original one, but much smaller time cost.

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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