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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
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)
Download PDF PRMU2013-36 IBISML2013-16

Conference Information
Conference Date 2013-09-02 - 2013-09-03 
Place (in Japanese) (See Japanese page) 
Place (in English)  
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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 
Sub Title (in English)  
Keyword(1) Robust Support Vector Machine  
Keyword(2) Homotopy Approach  
Keyword(3) Non-Convex Programming  
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 
Date of Issue 2013-08-26 (PRMU, IBISML) 

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