A hybrid acceleration strategy for nonparallel support vector machine

A hybrid acceleration strategy for nonparallel support vector machine
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非并行支持向量机的混合加速策略

DOI:
10.1016/j.ins.2020.08.067
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发表时间:
2021-02
期刊:
Information Science
影响因子:
--
通讯作者:
Pang Xinying
Pang Xinying
中科院分区:
其他
文献类型:
--
作者:
Wu Weichen;Xu Yiitan;Pang Xinying

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非并行支持向量机是一种二值分类器,具有较好的稀疏性和分类性能。然而,它的工作缓慢。样本选择虽然是一种有效的加速方法,但它会干扰精度。幸运的是,最近出现的另一种筛选方法可以加快求解过程并保持精度不变。基于上述研究,本文提出了一种新的基于变分不等式和对偶间隙的两阶段混合筛选规则。通过删除更多的冗余样本,可以减小对偶问题的规模。从而获得更好的加速效果。同时,它仍然是一个安全的方法,这意味着最优解保持不变。此外,在快速迭代算法DCDM中嵌入了Shrinking技术,以进一步提高速度。因此,混合方法可以减少问题的规模,并大大加快求解过程。在10个基准数据集和一个真实的中国红酒数据集上进行了数值实验,验证了混合加速策略的有效性。
Nonparallel support vector machine is a binary classifier which has better sparsity and classification performance than other support vector machine models. However, it works slowly. Although sample selection is an effective acceleration approach, it will disturb the accuracy. Fortunately, another recently emerging screening method could speedup the solving process and keeps the accuracy unchanged. Motivated by the above research, a novel two-stage hybrid screening rule based on variational inequality and duality gap is proposed in this paper. It can reduce the scale of dual problem by deleting more redundant samples. Then, a better acceleration effect will be obtained. Meanwhile, it is still a safe method which means that the optimal solution remains unchanged. Moreover, Shrinking technique is embedded into the fast iterative algorithm DCDM to get further speedup. Thus the hybrid method can reduce the size of the problem, and accelerate the solving process greatly. Numerical experiments on ten benchmark data sets and a real Chinese red wine data set are conducted to verify the effectiveness of our hybrid acceleration strategy.
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