The Generalization Ability of SVM Classification Based on Markov Sampling

The Generalization Ability of SVM Classification Based on Markov Sampling
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基于马尔可夫采样的SVM分类泛化能力

DOI:
10.1109/tcyb.2014.2346536
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发表时间:
2015-06
影响因子:
11.8
通讯作者:
Zhang Baochang
Zhang Baochang
中科院分区:
计算机科学1区
文献类型:
--
作者:
Xu Jie;Tang Yuan Yan;Zou Bin;Xu Zongben;Li Luoqing;Lu Yang;Zhang Baochang

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以往研究支持向量机分类算法泛化能力的工作通常是基于样本独立同分布的假设。本文超越了这一经典框架,研究了基于一致遍历马尔可夫链(u.e.M.c.)的支持向量机的泛化能力。样品分析了基于u.e.M.c.的支持向量机的过度误分类误差。样本,并获得最佳的学习率的支持向量机的u.e.M.c.样品我们还介绍了一种新的马尔可夫抽样算法SVMC产生u.e.M.c.样本,并给出了基于马尔可夫抽样的支持向量机在基准数据集上的学习性能的数值研究。数值研究表明,基于马尔可夫抽样的支持向量机不仅在训练样本数较大时具有较好的泛化能力,而且在输入维数较大时,基于马尔可夫抽样的分类器具有稀疏性。
The previously known works studying the generalization ability of support vector machine classification (SVMC) algorithm are usually based on the assumption of independent and identically distributed samples. In this paper, we go far beyond this classical framework by studying the generalization ability of SVMC based on uniformly ergodic Markov chain (u.e.M.c.) samples. We analyze the excess misclassification error of SVMC based on u.e.M.c. samples, and obtain the optimal learning rate of SVMC for u.e.M.c. samples. We also introduce a new Markov sampling algorithm for SVMC to generate u.e.M.c. samples from given dataset, and present the numerical studies on the learning performance of SVMC based on Markov sampling for benchmark datasets. The numerical studies show that the SVMC based on Markov sampling not only has better generalization ability as the number of training samples are bigger, but also the classifiers based on Markov sampling are sparsity when the size of dataset is bigger with regard to the input dimension.
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