Support Matrix Machines
Support Matrix Machines
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发表时间:
2015-07
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通讯作者:
Luo Luo-Luo;Yubo Xie;Zhihua Zhang;Wu-Jun Li
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作者:
Luo Luo-Luo;Yubo Xie;Zhihua Zhang;Wu-Jun Li
In many classification problems such as electroencephalogram (EEG) classification and image classification, the input features are naturally represented as matrices rather than vectors or scalars. In general, the structure information of the original feature matrix is useful and informative for data analysis tasks such as classification. One typical structure information is the correlation between columns or rows in the feature matrix. To leverage this kind of structure information, we propose a new classification method that we call support matrix machine (SMM). Specifically, SMM is defined as a hinge loss plus a so-called spectral elastic net penalty which is a spectral extension of the conventional elastic net over a matrix. The spectral elastic net enjoys a property of grouping effect, i.e., strongly correlated columns or rows tend to be selected altogether or not. Since the optimization problem for SMM is convex, this encourages us to devise an alternating direction method of multipliers (ADMM) algorithm for solving the problem. Experimental results on EEG and image classification data show that our model is more robust and efficient than the state-of-the-art methods.