Least squares projection twin support vector machine(LSPTSVM)has faster computing speed than classical least squares support vector machine(LSSVM).However,LSPTSVM is sensitive to outliers and its solution lacks sparsi...Least squares projection twin support vector machine(LSPTSVM)has faster computing speed than classical least squares support vector machine(LSSVM).However,LSPTSVM is sensitive to outliers and its solution lacks sparsity.Therefore,it is difficult for LSPTSVM to process large-scale datasets with outliers.In this paper,we propose a robust LSPTSVM model(called R-LSPTSVM)by applying truncated least squares loss function.The robustness of R-LSPTSVM is proved from a weighted perspective.Furthermore,we obtain the sparse solution of R-LSPTSVM by using the pivoting Cholesky factorization method in primal space.Finally,the sparse R-LSPTSVM algorithm(SR-LSPTSVM)is proposed.Experimental results show that SR-LSPTSVM is insensitive to outliers and can deal with large-scale datasets fastly.展开更多
对支持向量机(twin support vector machine,TWSVM)的优化思想源于基于广义特征值近似支持向量机(proxi mal SVMbased on generalized eigenvalues,GEPSVM),问题解归结为求解两个SVM型问题,因此,计算开销缩减到标准SVM的1/4.除了保留了G...对支持向量机(twin support vector machine,TWSVM)的优化思想源于基于广义特征值近似支持向量机(proxi mal SVMbased on generalized eigenvalues,GEPSVM),问题解归结为求解两个SVM型问题,因此,计算开销缩减到标准SVM的1/4.除了保留了GEPSVM优势外,在分类性能上TWSVM远优于GEPSVM,但仍需求解凸规划问题,并且,目前尚无有效的TWSVM的特征提取算法提出.首先,向TWSVM模型中引入正则项,提出了正则化TWSVM(RTWSVM).与TWSVM不同,RTWSVM保证了该问题为一个强凸规划问题.在此基础上,构造了TWSVM的特征提取算法(FRTWSVM).该分类器只需求解一个线性方程系统,无需任何凸规划软件包.在保证得到与TWSVM相当的分类性能以及较快的计算速度上,此方式还减少了输入空间的特征数.对于非线性问题,FRTWSVM可以减少核函数数目.展开更多
针对投影孪生支持向量机(Projection Twin Support VectorMachine,PTSVM)在训练和求解过程中存在的问题,提出了一类改进的投影孪生支持向量机(Improved PTSVM),简称为IPTSVM.该文首先构造了改进的线性投影孪生支持向量机,然后利用核技...针对投影孪生支持向量机(Projection Twin Support VectorMachine,PTSVM)在训练和求解过程中存在的问题,提出了一类改进的投影孪生支持向量机(Improved PTSVM),简称为IPTSVM.该文首先构造了改进的线性投影孪生支持向量机,然后利用核技巧轻松将其推广到了非线性形式.本文的主要贡献有:(1)提出了投影孪生支持向量机的新模型,克服了原始PTSVM在训练之前需要求解两个逆矩阵的问题;(2)继承了传统SVM(Support VectorMachine)的精髓,利用核技巧直接将线性IPTSVM推广到非线性形式;(3)引入了一个新的参数,可以调节模型的性能,提高了IPTSVM的分类精度.实验结果表明,与PTSVM算法相比较,IPTSVM不仅提高了分类精度,而且克服了PTSVM的一些不足.展开更多
基金supported by the National Natural Science Foundation of China(6177202062202433+4 种基金621723716227242262036010)the Natural Science Foundation of Henan Province(22100002)the Postdoctoral Research Grant in Henan Province(202103111)。
文摘Least squares projection twin support vector machine(LSPTSVM)has faster computing speed than classical least squares support vector machine(LSSVM).However,LSPTSVM is sensitive to outliers and its solution lacks sparsity.Therefore,it is difficult for LSPTSVM to process large-scale datasets with outliers.In this paper,we propose a robust LSPTSVM model(called R-LSPTSVM)by applying truncated least squares loss function.The robustness of R-LSPTSVM is proved from a weighted perspective.Furthermore,we obtain the sparse solution of R-LSPTSVM by using the pivoting Cholesky factorization method in primal space.Finally,the sparse R-LSPTSVM algorithm(SR-LSPTSVM)is proposed.Experimental results show that SR-LSPTSVM is insensitive to outliers and can deal with large-scale datasets fastly.
文摘对支持向量机(twin support vector machine,TWSVM)的优化思想源于基于广义特征值近似支持向量机(proxi mal SVMbased on generalized eigenvalues,GEPSVM),问题解归结为求解两个SVM型问题,因此,计算开销缩减到标准SVM的1/4.除了保留了GEPSVM优势外,在分类性能上TWSVM远优于GEPSVM,但仍需求解凸规划问题,并且,目前尚无有效的TWSVM的特征提取算法提出.首先,向TWSVM模型中引入正则项,提出了正则化TWSVM(RTWSVM).与TWSVM不同,RTWSVM保证了该问题为一个强凸规划问题.在此基础上,构造了TWSVM的特征提取算法(FRTWSVM).该分类器只需求解一个线性方程系统,无需任何凸规划软件包.在保证得到与TWSVM相当的分类性能以及较快的计算速度上,此方式还减少了输入空间的特征数.对于非线性问题,FRTWSVM可以减少核函数数目.
