图 书 馆
线性支持向量机的Bahadur类型表示及其相对效率A Bahadur Type Representation of the Linear Support Vector Machine and its Relative Efficiency |
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| 课程网址: | http://videolectures.net/mlss09us_lee_btrlsvm/ |
| 主讲教师: | Yoonkyung Lee |
| 开课单位: | 俄亥俄州立大学 |
| 开课时间: | 2009-07-30 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | The support vector machine has been used successfully in a variety of applications. Also on the theoretical front, its statistical properties including Bayes risk consistency have been examined rather extensively. Taking another look at the method, we investigate the asymptotic behavior of the linear support vector machine through Bahadur type representation of the coefficients established under appropriate conditions. Their asymptotic normality and statistical variability are derived on the basis of the representation. Furthermore, direct theoretical comparison is made with likelihood based approach to classification such as linear discriminant analysis and logistic regression in terms of the asymptotic relative efficiency, where the efficiency of a classification procedure is defined using the excess risk from the Bayes risk. |
| 关 键 词: | 计算机科学; 机器学习; 内核方法; 支持向量机 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-11-11：lxf |
| 阅读次数: | 55 |