Paper Abstract and Keywords |
Presentation |
2013-09-02 09:30
Optimization for Robust Support Vector Machine Utilizing Homotopy Approach Shinya Suzumura, Kohei Ogawa, Ichiro Takeuchi (Nagoya Inst. of Tech.), Masashi Sugiyama (Tokyo Inst. of Tech.) PRMU2013-36 IBISML2013-16 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
In this paper, we propose a novel optimization method for robust SVM that has robustness to outliers. In robust SVM, it is important to adaptively determine which instances are considered as outliers, and how much the effect of outliers should be alleviated. We introduce a pair of tuning parameters that adjust the outlier's criterion and effects, and develop an algorithm that computes the path of solutions when those parameters are continuously changed. Since the loss function of robust SVM is non-convex, our proposed algorithm computes a path of local optimal solutions. Unlike solution paths of convex problems, our local optimal solution path are shown to have finite number of discrete points. Our algorithm can identify those discrete points and properly handle those discontinuities in the path computation. We illustrate the effectiveness of our algorithm through numerical experiments. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
Robust Support Vector Machine / Homotopy Approach / Non-Convex Programming / / / / / |
Reference Info. |
IEICE Tech. Rep., vol. 113, no. 197, IBISML2013-16, pp. 19-24, Sept. 2013. |
Paper # |
IBISML2013-16 |
Date of Issue |
2013-08-26 (PRMU, IBISML) |
ISSN |
Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
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PRMU2013-36 IBISML2013-16 |
Conference Information |
Committee |
PRMU IBISML IPSJ-CVIM |
Conference Date |
2013-09-02 - 2013-09-03 |
Place (in Japanese) |
(See Japanese page) |
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Paper Information |
Registration To |
IBISML |
Conference Code |
2013-09-PRMU-IBISML-CVIM |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Optimization for Robust Support Vector Machine Utilizing Homotopy Approach |
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Keyword(1) |
Robust Support Vector Machine |
Keyword(2) |
Homotopy Approach |
Keyword(3) |
Non-Convex Programming |
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1st Author's Name |
Shinya Suzumura |
1st Author's Affiliation |
Nagoya Institute of Technology (Nagoya Inst. of Tech.) |
2nd Author's Name |
Kohei Ogawa |
2nd Author's Affiliation |
Nagoya Institute of Technology (Nagoya Inst. of Tech.) |
3rd Author's Name |
Ichiro Takeuchi |
3rd Author's Affiliation |
Nagoya Institute of Technology (Nagoya Inst. of Tech.) |
4th Author's Name |
Masashi Sugiyama |
4th Author's Affiliation |
Tokyo Institute of Technology (Tokyo Inst. of Tech.) |
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Speaker |
Author-1 |
Date Time |
2013-09-02 09:30:00 |
Presentation Time |
30 minutes |
Registration for |
IBISML |
Paper # |
PRMU2013-36, IBISML2013-16 |
Volume (vol) |
vol.113 |
Number (no) |
no.196(PRMU), no.197(IBISML) |
Page |
pp.19-24 |
#Pages |
6 |
Date of Issue |
2013-08-26 (PRMU, IBISML) |
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