arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2203.01606cs.LGmath.OC
收藏

鲁棒支持向量机的优化方法

Ensemble Methods for Robust Support Vector Machines using Integer Programming

University of Amsterdam(阿姆斯特丹大学)

Jannis Kurtz

摘要:

在这项工作中,我们研究二进制分类问题,我们假设我们的训练数据是不确定的,即精确的数据点是未知的。为了在鲁棒机器学习领域解决这个问题,目的是开发对训练数据中的小扰动鲁棒的模型。我们研究了强大的支持向量机(SVM)和扩展的经典方法的集成方法,迭代地解决了一个非强大的SVM对不同的扰动的数据集,其中的扰动是由一个对抗性的问题。之后,对于未知数据点的分类,我们对所有计算的SVM解决方案进行多数投票。我们研究了对抗问题的三种不同的变体,确切的问题,一个放松的变体和一个有效的启发式变体。虽然精确的和放松的变量可以使用整数规划公式建模,启发式的可以通过一个简单而有效的算法来实现。所有派生的方法进行测试,随机和现实的数据集和结果表明,派生的集成方法有一个更稳定的行为时,改变保护水平相比,经典的强大的SVM模型。

英文摘要:

In this work we study binary classification problems where we assume that our training data is subject to uncertainty, i.e. the precise data points are not known. To tackle this issue in the field of robust machine learning the aim is to develop models which are robust against small perturbations in the training data. We study robust support vector machines (SVM) and extend the classical approach by an ensemble method which iteratively solves a non-robust SVM on different perturbations of the dataset, where the perturbations are derived by an adversarial problem. Afterwards for classification of an unknown data point we perform a majority vote of all calculated SVM solutions. We study three different variants for the adversarial problem, the exact problem, a relaxed variant and an efficient heuristic variant. While the exact and the relaxed variant can be modeled using integer programming formulations, the heuristic one can be implemented by an easy and efficient algorithm. All derived methods are tested on random and realistic datasets and the results indicate that the derived ensemble methods have a much more stable behaviour when changing the protection level compared to the classical robust SVM model.

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。

↑