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研究生: 曾義澄
Yi-Cheng Tseng
論文名稱: 適用於平滑支持向量機之赫氏矩陣更新策略
Efficient Hessian Inverse Updating Strategies for SSVM
指導教授: 李育杰
Yuh-Jye Lee
口試委員: 林軒田
Hsuan-Tien Lin
王鈺強
Y.-C. Frank Wang
陳素雲
Su-Yun Huang
鮑興國
Hsing-Kuo Pao
學位類別: 碩士
Master
系所名稱: 電資學院 - 資訊工程系
Department of Computer Science and Information Engineering
論文出版年: 2010
畢業學年度: 98
語文別: 英文
論文頁數: 86
中文關鍵詞: 平滑支持向量機赫氏反矩陣更新策略
外文關鍵詞: SSVM, hessian inverse, updating strategies
相關次數: 點閱:147下載:2
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  • 在這篇論文,我們提出了兩種適用於平滑支持向量機之赫氏反矩陣更新策略,以及一些實作上的加速計算的技術,來幫助我們快速獲得我們想要知道的資訊,例如:赫氏反矩陣、牛頓方向…等。在實驗的章節,我們利用幾個較具代表性的資料集來測試我們提出的更新策略,結果都顯示出了我們提出的更新策略較原先計算方法有顯著地改進。除此之外,我們提出的這兩種更新策略並不僅僅能用在平滑支持向量機,還能應用在不同種類的支持向量機,例如:最小平方支持向量機。
    未來的研究方向,我們將著重在如果利用我們提出的更新策略來應用在逐次學習上面,尤其是單輪逐次學習,我們期望我們提出的更新策略將能發展出更為精確的單輪逐次學習演算法以因應大規模資料。


    In this thesis, we proposed two Hessian inverse updating strategies to improve the computational cost of finding Hessian inverse on SSVM and some implementation details to speed-up the performance of Hessian inverse updating and computing Newton direction. In addition, there are some interesting things in Chapter 4.

    In our experiments, we demonstrate the effectiveness and speed of SSVM with the Hessian inverse updating strategies by comparing it numerically with SSVM without Hessian inverse updating strategies and LIBSVM.

    In addition, our proposed updating strategies not only can apply to updating Hessian inverse efficiently for SSVM, but also can extend to the variants of the SVMs. For example, to improve the performance of the training and performing cross-validation for SVM in the primal and LSSVM, etc.

    Furthermore, the Hessian inverse updating strategies is consists of incremental/decremental procedure. Therefore, it can be one of the incremental and decremental SVM types. When the instance is added, it can efficiently update the Hessian inverse by the Hessian inverse updating strategies. In future work, we try to develop a single pass online learning algorithm by our proposed Hessian inverse updating strategies.

    1 Introduction ...............................................................1 1.1 Our Main Work ............................................................2 1.2 Notation .................................................................4 1.3 Organization of Thesis ...................................................5 2 SVMs for Classification .....................................................7 2.1 Support Vector Machines (SVMs) ...........................................9 2.2 Smooth Support Vector machine (SSVM) ....................................12 3 Two Strategies for Hessian Inverse Updating ...............................19 3.1 Hessian Inverse Updating Strategy I .....................................19 3.2 Hessian Inverse Updating Strategy II ....................................24 3.3 The Time and Space Complexity of Strategy I .............................30 3.4 The Time and Space Complexity of Strategy II ............................31 3.5 The Algorithm of Hessian Inverse Updating Strategies ....................35 4 SSVM Implementation with Hessian Inverse Updating Strategies ..............36 4.1 Associativity and Distributivity Law in Finding Newton Direction ........36 4.2 Initial Solution ........................................................41 4.2.1 The Difference between the Mean of Positive and the Mean of Negative ...42 4.2.2 Training on the sub-dataset ...........................................42 4.3 Compute the Inverse of the Matrix by Parts ..............................45 5 Cross-Validation and LOOCV ................................................49 6 Experiments ...............................................................54 6.1 Numerical Results of Our Updating Strategies ............................55 6.2 Numerical Results on Cross-Validation ...................................60 7 Conclusion and Future work ................................................68 7.1 Conclusion ..............................................................68 7.2 Future work .............................................................69 A Modified SSVM ..............................................................70 B The Derivation of the Sherman-Morrison-Woodbury Formulation ...............72

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