Abstract An algorithm is proposed which generates a nonlinear kernel-based separating surface that requires as little as 1 % of a large dataset for its explicit evaluation. To generate this nonlinear surface, the entire dataset is used as a constraint in an optimization problem with very few variables corresponding to the 1%

Abstract—A new approach to support vector machine (SVM) classification is proposed wherein each of two data sets are proximal to one of two distinct planes that are not parallel to each other. Each plane is generated such that it is closest to one of the two data sets and as far as possible from the other data set. Each of the two nonparallel proximal planes is obtained by a single MATLAB command as the eigenvector corresponding to a smallest eigenvalue of a generalized eigenvalue problem. Classification by proximity to two distinct nonlinear surfaces generated by a nonlinear kernel also leads to two simple generalized eigenvalue problems. The effectiveness of the proposed method is demonstrated by tests on simple examples as well as on a number of public data sets. These examples show the advantages of the proposed approach in both computation time and test set correctness. Index Terms—Support vector machines, proximal classification, generalized eigenvalues. 1

An implicit Lagrangian for the dual of a simple reformulation of the standard quadratic program of a linear support vector machine is proposed. This leads to the minimization of an unconstrained differentiable convex function in a space of dimensionality equal to the number of classified points. This problem is solvable by an extremely simple linearly convergent Lagrangian support vector machine (LSVM) algorithm. LSVM requires the inversion at the outset of a single matrix of the order of the much smaller dimensionality of the original input space plus one. The full algorithm is given in this paper in 11 lines of MATLAB code without any special optimization tools such as linear or quadratic programming solvers. This LSVM code can be used "as is" to solve classification problems with millions of points. For example, 2 million points in 10 dimensional input space were classified by a linear surface in 82 minutes on a Pentium III 500 MHz notebook with 384 megabytes of memory (and additional swap space), and in 7 minutes on a 250 MHz UltraSPARC II processor with 2 gigabytes of memory. Other standard classification test problems were also solved. Nonlinear kernel classification can also be solved by LSVM. Although it does not scale up to very large problems, it can handle any positive semidefinite kernel and is guaranteed to converge.

1 Introduction Recent papers [20] have shown that boosting, arcing, and related ensemble methods (hereafter summarized asboosting) can be viewed as margin maximization in function space. By changing the cost function, different

We provide a new linear program to deal with classification of data in the case of functions written in terms of pairwise proximities. This allows to avoid the problems inherent in using feature spaces with indefinite metric in Support Vector Machines, since the notion of a margin is purely needed in input space where the classification actually occurs. Moreover in our approach we can enforce sparsity in the proximity representation by sacrificing training error. This turns out to be favorable for proximity data. Similar to --SV methods, the only parameter needed in the algorithm is the (asymptotical) number of data points being classified with a margin. Finally, the algorithm is successfully compared with --SV learning in proximity space and K--nearest-neighbors on real world data from Neuroscience and molecular biology. 1 Introduction Support Vector (SV) learning has proven to be an effective algorithm for data classification. However, it is inherently connected to using quadratic ...

We examine linear program (LP) approaches to boosting and demonstrate their efficient solution using LPBoost, a column generation simplex method. We prove that minimizing the soft margin error function (equivalent to solving an LP) directly optimizes a general- ization error bound. LPBoost can be used to solve any boosting LP by iteratively optimizing the dual classification costs in a restricted LP and dynamically generating weak learners to make new LP columns. Unlike gradient boosting algorithms, LPBoost converges rinkely to a global solution using well defined stopping criteria. Computationally, LPBoost finds very sparse solutions as good as or better than those found by ADABoost using comparable computation.

Recently the Reduced Support Vector Machine (RSVM) was proposed as an alternate of the standard SVM. Motivated by resolving the difficulty on handling large data sets using SVM with nonlinear kernels, it preselects a subset of data as support vectors and solves a smaller optimization problem. However, several issues of its practical use have not been fully discussed yet. For example, we do not know if it possesses comparable generalization ability as the standard SVM. In addition, we would like to see for how large problems RSVM outperforms SVM on training time. In this paper we show that the RSVM formulation is already in a form of linear SVM and discuss four RSVM implementations. Experiments indicate that in general the test accuracy of RSVM are a little lower than that of the standard SVM. In addition, for problems with up to tens of thousands of data, if the percentage of support vectors is not high, existing implementations for SVM is quite competitive on the training time. Thus, from this empirical study, RSVM will be mainly useful for either larger problems or those with many support vectors. Experiments in this paper also serve as comparisons of (1) different implementations for linear SVM; and (2) standard SVM using linear and quadratic cost functions.

Abstract. We investigate the use of interior-point methods for solving quadratic programming problems with a small number of linear constraints, where the quadratic term consists of a low-rank update to a positive semidefinite matrix. Several formulations of the support vector machine fit into this category. An interesting feature of these particular problems is the volume of data, which can lead to quadratic programs with between 10 and 100 million variables and, if written explicitly, a dense Q matrix. Our code is based on OOQP, an object-oriented interior-point code, with the linear algebra specialized for the support vector machine application. For the targeted massive problems, all of the data is stored out of core and we overlap computation and input/output to reduce overhead. Results are reported for several linear support vector machine formulations demonstrating that the method is reliable and scalable. Key words. support vector machine, interior-point method, linear algebra AMS subject classifications. 90C51, 90C20, 62H30 PII. S1052623400374379 1. Introduction. Interior-point methods [30] are frequently used to solve large convex quadratic and linear programs for two reasons. First, the number of iterations

Prior knowledge in the form of multiple polyhedral sets, each belonging to one of two categories, is introduced into a reformulation of a linear support vector machine classifier. The resulting formulation leads to a linear program that can be solved efficiently. Real world examples, from DNA sequencing and breast cancer prognosis, demonstrate the effectiveness of the proposed method. Numerical resuks show improvement in test set accuracy after the incorporation of prior knowledge into ordinary data-based linear support vector machine classifiers. One experiment also shows that a linear classifier, based solely on prior knowledge, far outperforms the direct application of the prior knowledge rules to classify new examples.

Using a recently introduced proximal support vector machine classifier [4] a very fast and simple incremental support vector machine (SVM) classifier is proposed which is capable of modifying an existing linear classifier by both retiring old data and adding new data. A very important feature of the proposed single-pass algorithm which allows it to handle massive datasets is that huge blocks of data say of the order of millions of points can be stored in blocks of size (n 1)2 where n is the usually small (typically less than 100) dimensional input space in which the data resides. To demonstrate the effectiveness of the algorithm we classify a dataset of I billion points in 10-dimensional input space into two classes in less than 2.5 hours on a 400 MHz Pentium II processor.