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292
A tutorial on support vector machines for pattern recognition
 Data Mining and Knowledge Discovery
, 1998
"... The tutorial starts with an overview of the concepts of VC dimension and structural risk minimization. We then describe linear Support Vector Machines (SVMs) for separable and nonseparable data, working through a nontrivial example in detail. We describe a mechanical analogy, and discuss when SV ..."
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Cited by 3393 (12 self)
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The tutorial starts with an overview of the concepts of VC dimension and structural risk minimization. We then describe linear Support Vector Machines (SVMs) for separable and nonseparable data, working through a nontrivial example in detail. We describe a mechanical analogy, and discuss when SVM solutions are unique and when they are global. We describe how support vector training can be practically implemented, and discuss in detail the kernel mapping technique which is used to construct SVM solutions which are nonlinear in the data. We show how Support Vector machines can have very large (even infinite) VC dimension by computing the VC dimension for homogeneous polynomial and Gaussian radial basis function kernels. While very high VC dimension would normally bode ill for generalization performance, and while at present there exists no theory which shows that good generalization performance is guaranteed for SVMs, there are several arguments which support the observed high accuracy of SVMs, which we review. Results of some experiments which were inspired by these arguments are also presented. We give numerous examples and proofs of most of the key theorems. There is new material, and I hope that the reader will find that even old material is cast in a fresh light.
Online Learning with Kernels
, 2003
"... Kernel based algorithms such as support vector machines have achieved considerable success in various problems in the batch setting where all of the training data is available in advance. Support vector machines combine the socalled kernel trick with the large margin idea. There has been little u ..."
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Cited by 2831 (123 self)
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Kernel based algorithms such as support vector machines have achieved considerable success in various problems in the batch setting where all of the training data is available in advance. Support vector machines combine the socalled kernel trick with the large margin idea. There has been little use of these methods in an online setting suitable for realtime applications. In this paper we consider online learning in a Reproducing Kernel Hilbert Space. By considering classical stochastic gradient descent within a feature space, and the use of some straightforward tricks, we develop simple and computationally efficient algorithms for a wide range of problems such as classification, regression, and novelty detection. In addition to allowing the exploitation of the kernel trick in an online setting, we examine the value of large margins for classification in the online setting with a drifting target. We derive worst case loss bounds and moreover we show the convergence of the hypothesis to the minimiser of the regularised risk functional. We present some experimental results that support the theory as well as illustrating the power of the new algorithms for online novelty detection. In addition
Sparse Bayesian Learning and the Relevance Vector Machine
, 2001
"... This paper introduces a general Bayesian framework for obtaining sparse solutions to regression and classification tasks utilising models linear in the parameters. Although this framework is fully general, we illustrate our approach with a particular specialisation that we denote the `relevance vect ..."
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Cited by 966 (5 self)
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This paper introduces a general Bayesian framework for obtaining sparse solutions to regression and classification tasks utilising models linear in the parameters. Although this framework is fully general, we illustrate our approach with a particular specialisation that we denote the `relevance vector machine’ (RVM), a model of identical functional form to the popular and stateoftheart `support vector machine ’ (SVM). We demonstrate that by exploiting a probabilistic Bayesian learning framework, we can derive accurate prediction models which typically utilise dramatically fewer basis functions than a comparable SVM while offering a number of additional advantages. These include the benefits of probabilistic predictions, automatic estimation of `nuisance’ parameters, and the facility to utilise arbitrary basis functions (e.g. non`Mercer’ kernels). We detail the Bayesian framework and associated learning algorithm for the RVM, and give some illustrative examples of its application along with some comparative benchmarks. We offer some explanation for the exceptional degree of sparsity obtained, and discuss and demonstrate some of the advantageous features, and potential extensions, of Bayesian relevance learning.
A tutorial on support vector regression
, 2004
"... In this tutorial we give an overview of the basic ideas underlying Support Vector (SV) machines for function estimation. Furthermore, we include a summary of currently used algorithms for training SV machines, covering both the quadratic (or convex) programming part and advanced methods for dealing ..."
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Cited by 865 (3 self)
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In this tutorial we give an overview of the basic ideas underlying Support Vector (SV) machines for function estimation. Furthermore, we include a summary of currently used algorithms for training SV machines, covering both the quadratic (or convex) programming part and advanced methods for dealing with large datasets. Finally, we mention some modifications and extensions that have been applied to the standard SV algorithm, and discuss the aspect of regularization from a SV perspective.
Support Vector Machines for Classification and Regression
 UNIVERSITY OF SOUTHAMPTON, TECHNICAL REPORT
, 1998
"... The problem of empirical data modelling is germane to many engineering applications.
In empirical data modelling a process of induction is used to build up a model of the
system, from which it is hoped to deduce responses of the system that have yet to be observed.
Ultimately the quantity and qualit ..."
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Cited by 357 (5 self)
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The problem of empirical data modelling is germane to many engineering applications.
In empirical data modelling a process of induction is used to build up a model of the
system, from which it is hoped to deduce responses of the system that have yet to be observed.
Ultimately the quantity and quality of the observations govern the performance
of this empirical model. By its observational nature data obtained is finite and sampled;
typically this sampling is nonuniform and due to the high dimensional nature of the
problem the data will form only a sparse distribution in the input space. Consequently
the problem is nearly always ill posed (Poggio et al., 1985) in the sense of Hadamard
(Hadamard, 1923). Traditional neural network approaches have suffered difficulties with
generalisation, producing models that can overfit the data. This is a consequence of the
optimisation algorithms used for parameter selection and the statistical measures used
to select the ’best’ model. The foundations of Support Vector Machines (SVM) have
been developed by Vapnik (1995) and are gaining popularity due to many attractive
features, and promising empirical performance. The formulation embodies the Structural
Risk Minimisation (SRM) principle, which has been shown to be superior, (Gunn
et al., 1997), to traditional Empirical Risk Minimisation (ERM) principle, employed by
conventional neural networks. SRM minimises an upper bound on the expected risk,
as opposed to ERM that minimises the error on the training data. It is this difference
which equips SVM with a greater ability to generalise, which is the goal in statistical
learning. SVMs were developed to solve the classification problem, but recently they
have been extended to the domain of regression problems (Vapnik et al., 1997). In the
literature the terminology for SVMs can be slightly confusing. The term SVM is typically
used to describe classification with support vector methods and support vector
regression is used to describe regression with support vector methods. In this report
the term SVM will refer to both classification and regression methods, and the terms
Support Vector Classification (SVC) and Support Vector Regression (SVR) will be used
for specification. This section continues with a brief introduction to the structural risk
Generalized Discriminant Analysis Using a Kernel Approach
, 2000
"... We present a new method that we call Generalized Discriminant Analysis (GDA) to deal with nonlinear discriminant analysis using kernel function operator. The underlying theory is close to the Support Vector Machines (SVM) insofar as the GDA method provides a mapping of the input vectors into high di ..."
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Cited by 336 (2 self)
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We present a new method that we call Generalized Discriminant Analysis (GDA) to deal with nonlinear discriminant analysis using kernel function operator. The underlying theory is close to the Support Vector Machines (SVM) insofar as the GDA method provides a mapping of the input vectors into high dimensional feature space. In the transformed space, linear properties make it easy to extend and generalize the classical Linear Discriminant Analysis (LDA) to non linear discriminant analysis. The formulation is expressed as an eigenvalue problem resolution. Using a different kernel, one can cover a wide class of nonlinearities. For both simulated data and alternate kernels, we give classification results as well as the shape of the separating function. The results are confirmed using a real data to perform seed classification. 1. Introduction Linear discriminant analysis (LDA) is a traditional statistical method which has proven successful on classification problems [Fukunaga, 1990]. The p...
An equivalence between sparse approximation and Support Vector Machines
 A.I. Memo 1606, MIT Arti cial Intelligence Laboratory
, 1997
"... This publication can be retrieved by anonymous ftp to publications.ai.mit.edu. The pathname for this publication is: aipublications/15001999/AIM1606.ps.Z This paper shows a relationship between two di erent approximation techniques: the Support Vector Machines (SVM), proposed by V.Vapnik (1995), ..."
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Cited by 243 (7 self)
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This publication can be retrieved by anonymous ftp to publications.ai.mit.edu. The pathname for this publication is: aipublications/15001999/AIM1606.ps.Z This paper shows a relationship between two di erent approximation techniques: the Support Vector Machines (SVM), proposed by V.Vapnik (1995), and a sparse approximation scheme that resembles the Basis Pursuit DeNoising algorithm (Chen, 1995 � Chen, Donoho and Saunders, 1995). SVM is a technique which can be derived from the Structural Risk Minimization Principle (Vapnik, 1982) and can be used to estimate the parameters of several di erent approximation schemes, including Radial Basis Functions, algebraic/trigonometric polynomials, Bsplines, and some forms of Multilayer Perceptrons. Basis Pursuit DeNoising is a sparse approximation technique, in which a function is reconstructed by using a small number of basis functions chosen from a large set (the dictionary). We show that, if the data are noiseless, the modi ed version of Basis Pursuit DeNoising proposed in this paper is equivalent to SVM in the following sense: if applied to the same data set the two techniques give the same solution, which is obtained by solving the same quadratic programming problem. In the appendix we also present a derivation of the SVM technique in the framework of regularization theory, rather than statistical learning theory, establishing a connection between SVM, sparse approximation and regularization theory.
Sparse Greedy Matrix Approximation for Machine Learning
, 2000
"... In kernel based methods such as Regularization Networks large datasets pose signi cant problems since the number of basis functions required for an optimal solution equals the number of samples. We present a sparse greedy approximation technique to construct a compressed representation of the ..."
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Cited by 222 (10 self)
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In kernel based methods such as Regularization Networks large datasets pose signi cant problems since the number of basis functions required for an optimal solution equals the number of samples. We present a sparse greedy approximation technique to construct a compressed representation of the design matrix. Experimental results are given and connections to KernelPCA, Sparse Kernel Feature Analysis, and Matching Pursuit are pointed out. 1. Introduction Many recent advances in machine learning such as Support Vector Machines [Vapnik, 1995], Regularization Networks [Girosi et al., 1995], or Gaussian Processes [Williams, 1998] are based on kernel methods. Given an msample f(x 1 ; y 1 ); : : : ; (x m ; y m )g of patterns x i 2 X and target values y i 2 Y these algorithms minimize the regularized risk functional min f2H R reg [f ] = 1 m m X i=1 c(x i ; y i ; f(x i )) + 2 kfk 2 H : (1) Here H denotes a reproducing kernel Hilbert space (RKHS) [Aronszajn, 1950],...
Improving the Accuracy and Speed of Support Vector Machines
 Advances in Neural Information Processing Systems 9
, 1997
"... Support Vector Learning Machines (SVM) are finding application in pattern recognition, regression estimation, and operator inversion for illposed problems. Against this very general backdrop, any methods for improving the generalization performance, or for improving the speed in test phase, of SVMs ..."
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Cited by 192 (23 self)
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Support Vector Learning Machines (SVM) are finding application in pattern recognition, regression estimation, and operator inversion for illposed problems. Against this very general backdrop, any methods for improving the generalization performance, or for improving the speed in test phase, of SVMs are of increasing interest. In this paper we combine two such techniques on a pattern recognition problem. The method for improving generalization performance (the "virtual support vector" method) does so by incorporating known invariances of the problem. This method achieves a drop in the error rate on 10,000 NIST test digit images of 1.4% to 1.0%. The method for improving the speed (the "reduced set" method) does so by approximating the support vector decision surface. We apply this method to achieve a factor of fifty speedup in test phase over the virtual support vector machine. The combined approach yields a machine which is both 22 times faster than the original machine, and which has ...
Predicting Time Series with Support Vector Machines
, 1997
"... . Support Vector Machines are used for time series prediction and compared to radial basis function networks. We make use of two different cost functions for Support Vectors: training with (i) an ffl insensitive loss and (ii) Huber's robust loss function and discuss how to choose the regulariza ..."
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Cited by 189 (13 self)
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. Support Vector Machines are used for time series prediction and compared to radial basis function networks. We make use of two different cost functions for Support Vectors: training with (i) an ffl insensitive loss and (ii) Huber's robust loss function and discuss how to choose the regularization parameters in these models. Two applications are considered: data from (a) a noisy (normal and uniform noise) Mackey Glass equation and (b) the Santa Fe competition (set D). In both cases Support Vector Machines show an excellent performance. In case (b) the Support Vector approach improves the best known result on the benchmark by a factor of 29%. 1 Introduction Support Vector Machines have become a subject of intensive study (see e.g. [3, 14]). They have been applied successfully to classification tasks as OCR [14, 11] and more recently also to regression [5, 15]. In this contribution we use Support Vector Machines in the field of time series prediction and we find that they show an excel...