We introduce basic ideas of binary separation by a linear hyperplane, which is a technique exploited in the Support Vector Machine (SVM) concept. This is a decision making tool for pattern recognition and related problems. We describe a fundamental Standard Problem (SP) and show how this is used in most existing research to develop a dual-based algorithm for its solution. This algorithm is shown to be deficient in certain aspects, and we develop a new primal-based SQP-like algorithm, which has some interesting features. Most practical SVM problems are not adequately handled by a linear hyperplane. We describe the technique of Nonlinear SVM which enables a nonlinear separating surface to be computed and we propose a new primal algorithm based on the use of low-rank Choleski factors. It may be however that exact separation is not desirable due to the presence of uncertain or mislabelled data. Dealing with this situation is the main challenge in developing suitable algorithms. Existing dual-based algorithms use the idea of L1 penalties, which has merit. We suggest how penalties can be incorporated into a primal-based algorithm. Another aspect of practical SVM problems is often the huge size of the data set, which poses severe challenges both for software package development and for control of ill-conditioning. We illustrate some of these issues with numerical experiments on a range of problems.

Binary Separation and Training Support Vector Machines

ZANGHIRATI, Gaetano
2010

Abstract

We introduce basic ideas of binary separation by a linear hyperplane, which is a technique exploited in the Support Vector Machine (SVM) concept. This is a decision making tool for pattern recognition and related problems. We describe a fundamental Standard Problem (SP) and show how this is used in most existing research to develop a dual-based algorithm for its solution. This algorithm is shown to be deficient in certain aspects, and we develop a new primal-based SQP-like algorithm, which has some interesting features. Most practical SVM problems are not adequately handled by a linear hyperplane. We describe the technique of Nonlinear SVM which enables a nonlinear separating surface to be computed and we propose a new primal algorithm based on the use of low-rank Choleski factors. It may be however that exact separation is not desirable due to the presence of uncertain or mislabelled data. Dealing with this situation is the main challenge in developing suitable algorithms. Existing dual-based algorithms use the idea of L1 penalties, which has merit. We suggest how penalties can be incorporated into a primal-based algorithm. Another aspect of practical SVM problems is often the huge size of the data set, which poses severe challenges both for software package development and for control of ill-conditioning. We illustrate some of these issues with numerical experiments on a range of problems.
R., Fletcher; Zanghirati, Gaetano
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11392/1386016
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