Support vector machines (SVMs) were originally designed for binary classification. How to effectively extend it for multiclass classification is still an ongoing research issue. Several methods have been proposed where typically we construct a multiclass classifier by combining several binary classifiers. Some authors also proposed methods that consider all classes at once. As it is computationally more expensive to solve multiclass problems, comparisons of these methods using large-scale problems have not been seriously conducted. Especially for methods solving multiclass SVM in one step, a much larger optimization problem is required so up to now experiments are limited to small data sets. In this paper we give decomposition implementations for two such “all-together” methods. We then compare their performance with three methods based on binary classifications: “one-against-all,” “one-against-one,” and directed acyclic graph SVM (DAGSVM). Our experiments indicate that the “one-against-one” and DAG methods are more suitable for practical use than the other methods. Results also show that for large problems methods by considering all data at once in general need fewer support vectors.

We present a unifying framework for studying the solution of multiclass categorization problems by reducing them to multiple binary problems that are then solved using a margin-based binary learning algorithm. The proposed framework unifies some of the most popular approaches in which each class is compared against all others, or in which all pairs of classes are compared to each other, or in which output codes with error-correcting properties are used. We propose a general method for combining the classifiers generated on the binary problems, and we prove a general empirical multiclass loss bound given the empirical loss of the individual binary learning algorithms. The scheme and the corresponding bounds apply to many popular classification learning algorithms including support-vector machines, AdaBoost, regression, logistic regression and decision-tree algorithms. We also give a multiclass generalization error analysis for general output codes with AdaBoost as the binary learner. Experimental results with SVM and AdaBoost show that our scheme provides a viable alternative to the most commonly used multiclass algorithms.

In this paper we describe the algorithmic implementation of multiclass kernel-based vector machines. Our starting point is a generalized notion of the margin to multiclass problems. Using this notion we cast multiclass categorization problems as a constrained optimization problem with a quadratic objective function. Unlike most of previous approaches which typically decompose a multiclass problem into multiple independent binary classification tasks, our notion of margin yields a direct method for training multiclass predictors. By using the dual of the optimization problem we are able to incorporate kernels with a compact set of constraints and decompose the dual problem into multiple optimization problems of reduced size. We describe an efficient fixed-point algorithm for solving the reduced optimization problems and prove its convergence. We then discuss technical details that yield significant running time improvements for large datasets. Finally, we describe various experiments with our approach comparing it to previously studied kernel-based methods. Our experiments indicate that for multiclass problems we attain state-of-the-art accuracy.

In this paper we study online classification algorithms for multiclass problems in the mistake bound model. The hypotheses we use maintain one prototype vector per class. Given an input instance, a multiclass hypothesis computes a similarity-score between each prototype and the input instance and then sets the predicted label to be the index of the prototype achieving the highest similarity. To design and analyze the learning algorithms in this paper we introduce the notion of ultraconservativeness. Ultraconservative algorithms are algorithms that update only the prototypes attaining similarity-scores which are higher than the score of the correct label's prototype. We start by describing a family of additive ultraconservative algorithms where each algorithm in the family updates its prototypes by finding a feasible solution for a set of linear constraints that depend on the instantaneous similarity-scores. We then discuss a specific online algorithm that seeks a set of prototypes which have a small norm. The resulting algorithm, which we term MIRA (for Margin Infused Relaxed Algorithm) is ultraconservative as well. We derive mistake bounds for all the algorithms and provide further analysis of MIRA using a generalized notion of the margin for multiclass problems.

Two-category support vector machines (SVM) have been very popular in the machine learning community for classi � cation problems. Solving multicategory problems by a series of binary classi � ers is quite common in the SVM paradigm; however, this approach may fail under various circumstances. We propose the multicategory support vector machine (MSVM), which extends the binary SVM to the multicategory case and has good theoretical properties. The proposed method provides a unifying framework when there are either equal or unequal misclassi � cation costs. As a tuning criterion for the MSVM, an approximate leave-one-out cross-validation function, called Generalized Approximate Cross Validation, is derived, analogous to the binary case. The effectiveness of the MSVM is demonstrated through the applications to cancer classi � cation using microarray data and cloud classi � cation with satellite radiance pro � les.

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2 Everything Old Is New Again: A Fresh Look at Historical

Monitoring gene expression profiles is a novel approach in cancer diagnosis. Several studies showed that prediction of cancer types using gene expression data is promising and very informative. The Support Vector Machine (SVM) is one of the classification methods successfully applied to the cancer diagnosis problems using gene expression data. However, its optimal extension to more than two classes was not obvious, which might impose limitations in its application to multiple tumor types. In this paper, we analyze a couple of published multiple cancer types data sets by the multicategory SVM, which is a recently proposed extension of the binary SVM.

We introduce constraint classification, a framework capturing many flavors of multiclass classification including multilabel classification and ranking, and present a meta-algorithm for learning in this framework. We provide generalization bounds when using a collection of k linear functions to represent each hypothesis. We also present empirical and theoretical evidence that constraint classification is more powerful than existing methods of multiclass classification. 1

Using gene expression data to classify tumor types is a very promising tool in cancer diagnosis. Previous works show several pairs of tumor types can be successfully distinguished by their gene expression patterns (Golub et al. (1999), Ben-Dor et al. (2000), Alizadeh et al. (2000)). However, the simultaneous classification across a heterogeneous set of tumor types has not been well studied yet. We obtained 190 samples from 14 tumor classes and generated a combined expression dataset containing 16063 genes for each of those samples. We performed multiclass classification by combining the outputs of binary classifiers. Three binary classifiers (k-nearest neighbors, weighted voting, and support vector machines) were applied in conjunction with three combination scenarios (one-vs-all, all-pairs, hierarchical partitioning). We achieved the best cross validation error rate of 18.75% and the best test error rate of 21.74% by using the one-vs-all support vector machine algorithm. The results demonstrate the feasibility of performing clinically useful classification from samples of multiple tumor types. Contact: chyeang@mit.edu