Feature uncertainty bounds for explicit feature maps and large robust nonlinear SVM classifiers
We consider the binary classification problem when data are large and subject to unknown but bounded uncertainties. We address the problem by formulating the nonlinear support vector machine training problem with robust optimization. To do so, we analyze and propose two bounding schemes for uncertai...
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| Vydáno v: | Annals of mathematics and artificial intelligence Ročník 88; číslo 1-3; s. 269 - 289 |
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| Hlavní autoři: | , |
| Médium: | Journal Article |
| Jazyk: | angličtina |
| Vydáno: |
Cham
Springer International Publishing
01.03.2020
Springer Springer Nature B.V Springer Verlag |
| Témata: | |
| ISSN: | 1012-2443, 1573-7470 |
| On-line přístup: | Získat plný text |
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| Shrnutí: | We consider the binary classification problem when data are large and subject to unknown but bounded uncertainties. We address the problem by formulating the nonlinear support vector machine training problem with robust optimization. To do so, we analyze and propose two bounding schemes for uncertainties associated to random approximate features in low dimensional spaces. The proposed bound calculations are based on Random Fourier Features and the Nyström methods. Numerical experiments are conducted to illustrate the benefit of the technique. We also emphasize the decomposable structure of the proposed robust nonlinear formulation that allows the use of efficient stochastic approximation techniques when datasets are large. |
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| Bibliografie: | ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 14 |
| ISSN: | 1012-2443 1573-7470 |
| DOI: | 10.1007/s10472-019-09676-0 |