arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2006.00276cs.LGstat.ML
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孪生多类支持向量机的解路径算法

Solution Path Algorithm for Twin Multi-class Support Vector Machine

Henan Normal University(河南师范大学);Beihang University(北京航空航天大学);Henan University of Science and Technology(河南科技大学)

Liuyuan Chen, Kanglei Zhou, Junchang Jing, Haiju Fan, Juntao Li

摘要:

双支持向量机及其扩展在处理二值分类问题上取得了很大的成就。然而,它在多分类问题的有效解决和快速模型选择方面存在困难。研究了双多类支持向量机正则化参数的快速调整算法。具体而言,首先采用了一种新的样本数据集划分策略,这是模型构建的基础。然后,结合线性方程组和分块矩阵理论,证明了拉格朗日乘子是分段线性的。正则化参数,使得正则化参数通过仅求解断点而被连续地更新。其次,证明了当正则化参数趋于无穷大时,拉格朗日乘子为1,从而设计了一种简单有效的初始化算法。最后,定义了八种事件来寻找下一次迭代的起始事件。在9个UCI数据集上的实验结果表明,该方法在不求解任何二次规划问题的情况下,可以获得相当的分类性能.

英文摘要:

The twin support vector machine and its extensions have made great achievements in dealing with binary classification problems. However, it suffers from difficulties in effective solution of multi-classification and fast model selection. This work devotes to the fast regularization parameter tuning algorithm for the twin multi-class support vector machine. Specifically, a novel sample data set partition strategy is first adopted, which is the basis for the model construction. Then, combining the linear equations and block matrix theory, the Lagrangian multipliers are proved to be piecewise linear w.r.t. the regularization parameters, so that the regularization parameters are continuously updated by only solving the break points. Next, Lagrangian multipliers are proved to be 1 as the regularization parameter approaches infinity, thus, a simple yet effective initialization algorithm is devised. Finally, eight kinds of events are defined to seek for the starting event for the next iteration. Extensive experimental results on nine UCI data sets show that the proposed method can achieve comparable classification performance without solving any quadratic programming problem.

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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