D.C. programming for sparse proximal support vector machines

•New SPSVMs model is proposed by using l0-norm rather than l1-norm.•Introduce a new nonconvex continuous approximation of l0-norm.•An alternating scheme based on DCA is proposed for SPSVMs.•Preliminary experimental results are presented to show the efficiency of the proposed method. Proximal support...

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Published in:Information sciences Vol. 547; pp. 187 - 201
Main Authors: Li, Guoquan, Yang, Linxi, Wu, Zhiyou, Wu, Changzhi
Format: Journal Article
Language:English
Published: Elsevier Inc 08.02.2021
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ISSN:0020-0255, 1872-6291
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Abstract •New SPSVMs model is proposed by using l0-norm rather than l1-norm.•Introduce a new nonconvex continuous approximation of l0-norm.•An alternating scheme based on DCA is proposed for SPSVMs.•Preliminary experimental results are presented to show the efficiency of the proposed method. Proximal support vector machine (PSVM), as a variant of support vector machine (SVM), is to generate a pair of non-parallel hyperplanes for classification. Although PSVM is one of the powerful classification tools, its ability on feature selection is still weak. To overcome this defect, we introduce ℓ0-norm regularization in PSVM which enables PSVM to select important features and remove redundant features simultaneously for classification. This PSVM is called as a sparse proximal support vector machine (SPSVM). Due to the presence of ℓ0-norm, the resulting optimization problem of SPSVM is neither convex nor smooth and thus, is difficult to solve. In this paper, we introduce a continuous nonconvex function to approximate ℓ0-norm, and propose a novel difference of convex functions algorithms (DCA) to solve SPSVM. The main merit of the proposed method is that all subproblems are smooth and admit closed form solutions. The effectiveness of the proposed method is illustrated by theoretical analysis as well as some numerical experiments on both simulation datasets and real world datasets.
AbstractList •New SPSVMs model is proposed by using l0-norm rather than l1-norm.•Introduce a new nonconvex continuous approximation of l0-norm.•An alternating scheme based on DCA is proposed for SPSVMs.•Preliminary experimental results are presented to show the efficiency of the proposed method. Proximal support vector machine (PSVM), as a variant of support vector machine (SVM), is to generate a pair of non-parallel hyperplanes for classification. Although PSVM is one of the powerful classification tools, its ability on feature selection is still weak. To overcome this defect, we introduce ℓ0-norm regularization in PSVM which enables PSVM to select important features and remove redundant features simultaneously for classification. This PSVM is called as a sparse proximal support vector machine (SPSVM). Due to the presence of ℓ0-norm, the resulting optimization problem of SPSVM is neither convex nor smooth and thus, is difficult to solve. In this paper, we introduce a continuous nonconvex function to approximate ℓ0-norm, and propose a novel difference of convex functions algorithms (DCA) to solve SPSVM. The main merit of the proposed method is that all subproblems are smooth and admit closed form solutions. The effectiveness of the proposed method is illustrated by theoretical analysis as well as some numerical experiments on both simulation datasets and real world datasets.
Author Wu, Zhiyou
Yang, Linxi
Wu, Changzhi
Li, Guoquan
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  email: changzhiwu@gzhu.edu.cn
  organization: School of Management, Guangzhou University, Guangzhou 510006, China
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Keywords DC programming
Support vector machine
Sparse proximal support vector machine
DC Algorithm
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Snippet •New SPSVMs model is proposed by using l0-norm rather than l1-norm.•Introduce a new nonconvex continuous approximation of l0-norm.•An alternating scheme based...
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SubjectTerms DC Algorithm
DC programming
Sparse proximal support vector machine
Support vector machine
Title D.C. programming for sparse proximal support vector machines
URI https://dx.doi.org/10.1016/j.ins.2020.08.038
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