arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2203.00399cs.LGmath.OC
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具有0-1软间隔损失的非线性核支持向量机

Nonlinear Kernel Support Vector Machine with 0-1 Soft Margin Loss

Hainan University(海南大学);Zhijiang College, Zhejiang University of Technology(浙江工业大学之江学院)

Ju Liu, Ling-Wei Huang, Yuan-Hai Shao, Wei-Jie Chen, Chun-Na Li

摘要:

具有0-1软间隔损失的线性支持向量机($L_{0/1}$ -SVM)的最新进展表明,0-1损失问题可以直接求解。然而,由于理论和算法上的要求限制了我们将线性求解框架直接扩展到非线性核形式,其中$L_{0/1}$ -SVM的拉格朗日对偶函数没有显式表达是一个很大的不足。本文应用非参数表示定理,提出了一种具有0-1软间隔损失的支持向量机的非线性模型,称为$L_{0/1}$ -KSVM。从理论上探讨了该问题的最优性条件,并引入了工作集选择交替方向乘子法(ADMM)算法,得到了该问题的数值解。此外,我们首次提出了一个封闭形式的定义支持向量(SV)的$L_{0/1}$ -KSVM。从理论上证明了$L_{0/1}$ -KSVM的所有支持向量只位于平行决策曲面上。实验部分还表明,与线性同类$L_{0/1}$ -SVM和其他六种非线性基准SVM分类器相比,$L_{0/1}$ -KSVM具有更少的支持向量机,同时具有良好的预测精度。

英文摘要:

Recent advance on linear support vector machine with the 0-1 soft margin loss ($L_{0/1}$-SVM) shows that the 0-1 loss problem can be solved directly. However, its theoretical and algorithmic requirements restrict us extending the linear solving framework to its nonlinear kernel form directly, the absence of explicit expression of Lagrangian dual function of $L_{0/1}$-SVM is one big deficiency among of them. In this paper, by applying the nonparametric representation theorem, we propose a nonlinear model for support vector machine with 0-1 soft margin loss, called $L_{0/1}$-KSVM, which cunningly involves the kernel technique into it and more importantly, follows the success on systematically solving its linear task. Its optimal condition is explored theoretically and a working set selection alternating direction method of multipliers (ADMM) algorithm is introduced to acquire its numerical solution. Moreover, we firstly present a closed-form definition to the support vector (SV) of $L_{0/1}$-KSVM. Theoretically, we prove that all SVs of $L_{0/1}$-KSVM are only located on the parallel decision surfaces. The experiment part also shows that $L_{0/1}$-KSVM has much fewer SVs, simultaneously with a decent predicting accuracy, when comparing to its linear peer $L_{0/1}$-SVM and the other six nonlinear benchmark SVM classifiers.

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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