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The solution paths of multicategory support vector machines: algorithm and applications

Cui, Zhenhuan
http://rave.ohiolink.edu/etdc/view?acc_num=osu1190088634

Abstract Details

2007, Doctor of Philosophy, Ohio State University, Statistics.
The solution path of a regularization method means the entire set of solutions indexed by each value of the regularization parameter that controls the complexity of a fitted model. An algorithm for fitting the entire regularization path of the support vector machine (SVM) was recently proposed by Hastie et al. (2004). It allows effective computation of solutions and greatly facilitates the choice of the regularization parameter that balances a trade-off between complexity of a solution and its fit to data. Extending the idea to more general setting of the multiclass case, we characterize the coefficient path of the multicategory SVM via the complementarity conditions for optimality. The extended algorithm provides a computational shortcut to attain the entire spectrum of solutions from the most regularized to the completely overfitted ones. In practice, large data sets and the choice of a flexible kernel may pose a computational challenge to the sequential updating algorithm. We extend the solution path algorithm to incorporate different data weights and apply it to a compressed data set with weights by subset sampling to alleviate the computational load for large data sets. A few approaches for approximate solution paths are proposed. In addition, some related computational issues are discussed and the effectiveness of the algorithm is demonstrated for some benchmark data sets.
Yoonkyung Lee (Advisor)

Recommended Citations

Citations

  • Cui, Z. (2007). The solution paths of multicategory support vector machines: algorithm and applications [Doctoral dissertation, Ohio State University]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=osu1190088634

    APA Style (7th edition)

  • Cui, Zhenhuan. The solution paths of multicategory support vector machines: algorithm and applications. 2007. Ohio State University, Doctoral dissertation. OhioLINK Electronic Theses and Dissertations Center, http://rave.ohiolink.edu/etdc/view?acc_num=osu1190088634.

    MLA Style (8th edition)

  • Cui, Zhenhuan. "The solution paths of multicategory support vector machines: algorithm and applications." Doctoral dissertation, Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc_num=osu1190088634

    Chicago Manual of Style (17th edition)

osu1190088634
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© 2007, all rights reserved.
This open access ETD is published by The Ohio State University and OhioLINK.