| Presentation | 2010-06-14 A Study on the Exact Nonlinear Regularization Path for L2 Loss Support Vector Machines Masayuki KARASUYAMA, Ichiro TAKEUCHI, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | Regularization path algorithm has been proposed for model selection problem of Support Vector Machine (SVM). The algorithm explores the entire path of solutions w.r.t. the regularization parameter by exploiting piecewise linearity of the solutions. However, if we use a quadratic loss function in the SVM, the solutions are no longer piecewise linear w.r.t. the regularization parameter. In this paper, we propose nonlinear regularization path for the SVM with the quadratic loss functions. We use a rational approximation approach to find an event point which is the change point of the solution path. We demonstrate this approach has some advantages in terms of the efficiency and the accuracy of the path following algorithm. Experimental results show that our algorithm traces the regularization path faster than the naive grid search approach using state-of-the-art SVM solver. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Support vector Machines / regularization path / rational approximation |
| Paper # | IBISML2010-6 |
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| Conference Information | |
| Committee | IBISML |
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| Conference Date | 2010/6/7(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Information-Based Induction Sciences and Machine Learning (IBISML) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | A Study on the Exact Nonlinear Regularization Path for L2 Loss Support Vector Machines |
| Sub Title (in English) | |
| Keyword(1) | Support vector Machines |
| Keyword(2) | regularization path |
| Keyword(3) | rational approximation |
| 1st Author's Name | Masayuki KARASUYAMA |
| 1st Author's Affiliation | Department of Engineering, Nagoya Institute of Technology() |
| 2nd Author's Name | Ichiro TAKEUCHI |
| 2nd Author's Affiliation | Department of Engineering, Nagoya Institute of Technology |
| Date | 2010-06-14 |
| Paper # | IBISML2010-6 |
| Volume (vol) | vol.110 |
| Number (no) | 76 |
| Page | pp.pp.- |
| #Pages | 9 |
| Date of Issue | |