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Nu支持向量机作为条件风险最小化

Nu-Support Vector Machine as Conditional Value-at-Risk Minimization
课程网址: http://videolectures.net/icml08_takeda_nsvm/  
主讲教师: Akiko Takeda
开课单位: 庆应义塾大学
开课时间: 2008-07-28
课程语种: 日语
中文简介:
nu支持向量分类(nu SVC)算法被证明工作良好并提供直观的解释,例如,参数nu粗略地指定支持向量的分数。虽然nu对应于分数,但它不能以原始形式占据0到1之间的整个范围。这个问题通过nu SVC的非凸扩展来解决,并且实验证明扩展方法比原始nu SVC更好地推广。然而,其优化算法的良好泛化性能和收敛性尚未得到研究。在本文中,我们为这些问题提供了新的理论见解,并提出了一种新的nu SVC算法,该算法保证了泛化性能和收敛性。
课程简介: The nu-support vector classification (nu-SVC) algorithm was shown to work well and provide intuitive interpretations, e.g., the parameter nu roughly specifies the fraction of support vectors. Although nu corresponds to a fraction, it cannot take the entire range between 0 and 1 in its original form. This problem was settled by a non-convex extension of nu-SVC and the extended method was experimentally shown to generalize better than original nu-SVC. However, its good generalization performance and convergence properties of the optimization algorithm have not been studied yet. In this paper, we provide new theoretical insights into these issues and propose a novel nu-SVC algorithm that has guaranteed generalization performance and convergence properties
关 键 词: 向量分类算法; 优化算法; 泛化性能
课程来源: 视频讲座网
最后编审: 2019-04-21:lxf
阅读次数: 103