Sample-based online learning for bi-regular hinge loss
文献类型:期刊论文
作者 | Xue, Wei1,2,3![]() ![]() |
刊名 | INTERNATIONAL JOURNAL OF MACHINE LEARNING AND CYBERNETICS
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出版日期 | 2021-01-24 |
页码 | 16 |
关键词 | SVM Max-margin classification Hinge loss Elastic net Online learning |
ISSN号 | 1868-8071 |
DOI | 10.1007/s13042-020-01272-7 |
通讯作者 | Xue, Wei(cswxue@ahut.edu.cn) ; Zhong, Ping(zhongping@nudt.edu.cn) |
英文摘要 | Support vector machine (SVM), a state-of-the-art classifier for supervised classification task, is famous for its strong generalization guarantees derived from the max-margin property. In this paper, we focus on the maximum margin classification problem cast by SVM and study the bi-regular hinge loss model, which not only performs feature selection but tends to select highly correlated features together. To solve this model, we propose an online learning algorithm that aims at solving a non-smooth minimization problem by alternating iterative mechanism. Basically, the proposed algorithm alternates between intrusion samples detection and iterative optimization, and at each iteration it obtains a closed-form solution to the model. In theory, we prove that the proposed algorithm achieves O(1/root T) convergence rate under some mild conditions, where T is the number of training samples received in online learning. Experimental results on synthetic data and benchmark datasets demonstrate the effectiveness and performance of our approach in comparison with several popular algorithms, such as LIBSVM, SGD, PEGASOS, SVRG, etc. |
资助项目 | National Natural Science Foundation of China[12071104] ; National Natural Science Foundation of China[61671456] ; National Natural Science Foundation of China[61806004] ; National Natural Science Foundation of China[61971428] ; China Postdoctoral Science Foundation[2020T130767] ; Natural Science Foundation of the Anhui Higher Education Institutions of China[KJ2019A0082] ; Natural Science Foundation of Zhejiang Province, China[LD19A010002] |
WOS研究方向 | Computer Science |
语种 | 英语 |
WOS记录号 | WOS:000610860500001 |
出版者 | SPRINGER HEIDELBERG |
资助机构 | National Natural Science Foundation of China ; China Postdoctoral Science Foundation ; Natural Science Foundation of the Anhui Higher Education Institutions of China ; Natural Science Foundation of Zhejiang Province, China |
源URL | [http://ir.ia.ac.cn/handle/173211/42880] ![]() |
专题 | 精密感知与控制研究中心_人工智能与机器学习 |
通讯作者 | Xue, Wei; Zhong, Ping |
作者单位 | 1.Natl Univ Defense Technol, Natl Key Lab Sci & Technol Automatic Target Recog, Changsha 410073, Peoples R China 2.Anhui Univ Technol, Sch Comp Sci & Technol, Maanshan 243032, Peoples R China 3.Southeast Univ, Key Lab Comp Network & Informat Integrat, Minist Educ, Nanjing 211189, Peoples R China 4.Chinese Acad Sci, Inst Automat, Beijing 100190, Peoples R China 5.Hangzhou Dianzi Univ, Sch Sci, Hangzhou 310018, Peoples R China |
推荐引用方式 GB/T 7714 | Xue, Wei,Zhong, Ping,Zhang, Wensheng,et al. Sample-based online learning for bi-regular hinge loss[J]. INTERNATIONAL JOURNAL OF MACHINE LEARNING AND CYBERNETICS,2021:16. |
APA | Xue, Wei,Zhong, Ping,Zhang, Wensheng,Yu, Gaohang,&Chen, Yebin.(2021).Sample-based online learning for bi-regular hinge loss.INTERNATIONAL JOURNAL OF MACHINE LEARNING AND CYBERNETICS,16. |
MLA | Xue, Wei,et al."Sample-based online learning for bi-regular hinge loss".INTERNATIONAL JOURNAL OF MACHINE LEARNING AND CYBERNETICS (2021):16. |
入库方式: OAI收割
来源:自动化研究所
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