论文标题
半植物 - 牛顿基于方法的线性化和内核支持向量机的近似方法
A Semismooth-Newton's-Method-Based Linearization and Approximation Approach for Kernel Support Vector Machines
论文作者
论文摘要
支持向量机(SVM)是最受欢迎和最佳性能分类算法之一。已经提出了各种方法,以根据具有内核SVM的大规模数据集进行训练和预测时降低高计算和内存成本。一个流行的是线性化框架,该框架成功地在$ L_1 $ -LOSS内核SVM和$ L_1 $ -LOSS线性SVM之间建立了桥梁。对于线性SVM,最近提出了一种半齿牛顿的方法。证明它具有竞争力,计算成本较低。因此,一个自然的问题是,是否有可能为内核SVM开发快速的半齿牛顿算法。在本文中,以这个问题和线性化框架中的想法为动机,我们专注于$ L_2 $ -LOSS内核SVM,并提出了一种半植物牛顿的基于方法的线性化和近似方法。这种方法的主要思想是首先设置等效线性SVM,然后将NyStröm方法应用于近似内核矩阵,基于其获得还原的线性SVM。最后,采用快速半齿牛顿的方法来解决还原的线性SVM。我们还提供了一些有关核基质近似值的理论分析。提出的方法的优点是它保持低计算成本并保持快速收敛速度。广泛的数值实验的结果验证了拟议方法的效率,从而预测准确性和速度。
Support Vector Machines (SVMs) are among the most popular and the best performing classification algorithms. Various approaches have been proposed to reduce the high computation and memory cost when training and predicting based on large-scale datasets with kernel SVMs. A popular one is the linearization framework, which successfully builds a bridge between the $L_1$-loss kernel SVM and the $L_1$-loss linear SVM. For linear SVMs, very recently, a semismooth Newton's method is proposed. It is shown to be very competitive and have low computational cost. Consequently, a natural question is whether it is possible to develop a fast semismooth Newton's algorithm for kernel SVMs. Motivated by this question and the idea in linearization framework, in this paper, we focus on the $L_2$-loss kernel SVM and propose a semismooth Newton's method based linearization and approximation approach for it. The main idea of this approach is to first set up an equivalent linear SVM, then apply the Nyström method to approximate the kernel matrix, based on which a reduced linear SVM is obtained. Finally, the fast semismooth Newton's method is employed to solve the reduced linear SVM. We also provide some theoretical analyses on the approximation of the kernel matrix. The advantage of the proposed approach is that it maintains low computational cost and keeps a fast convergence rate. Results of extensive numerical experiments verify the efficiency of the proposed approach in terms of both predicting accuracy and speed.