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停止支持向量机中差一法错误的精确计算条件

Stopping Conditions for Exact Computation of Leave-One-Out Error in Support Vector Machines
课程网址: http://videolectures.net/icml08_laskov_scec/  
主讲教师: Pavel Laskov
开课单位: 弗劳恩霍夫智能分析与信息系统研究所
开课时间: 2008-08-29
课程语种: 英语
中文简介:
我们为支持向量机(SVM)求解器提出了一种新的停止条件,它精确地反映了Leave One Out错误计算的目标。停止条件保证中间SVM解决方案上的输出与最佳SVM解决方案的输出相同,其中一个数据点从训练集中排除。一般SVM训练算法的简单扩充允许使用等于所提出的充分条件的停止标准。对我们的方法进行全面的实验评估表明,通过我们的方法可以实现精确LOO计算的一致加速,直到线性核的系数达到13。新算法可被视为优化算法的建设性指导的示例,以在最佳计算成本下实现最佳可达到的预期风险。
课程简介: We propose a new stopping condition for a Support Vector Machine (SVM) solver which precisely reflects the objective of the Leave-One-Out error computation. The stopping condition guarantees that the output on an intermediate SVM solution is identical to the output of the optimal SVM solution with one data point excluded from the training set. A simple augmentation of a general SVM training algorithm allows one to use a stopping criterion equivalent to the proposed sufficient condition. A comprehensive experimental evaluation of our method shows consistent speedup of the exact LOO computation by our method, up to the factor of 13 for the linear kernel. The new algorithm can be seen as an example of constructive guidance of an optimization algorithm towards achieving the best attainable expected risk at optimal computational cost.
关 键 词: 向量机; 计算成本; 训练算法
课程来源: 视频讲座网
最后编审: 2019-04-19:lxf
阅读次数: 56