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Support Vector Machine Classifier via L0/1L0/1 Soft-Margin Loss

Support vector machines (SVM) have drawn wide attention for the last two decades due to its extensive applications, so a vast body of work has developed optimization algorithms to solve SVM with various soft-margin losses. To distinguish all, in this paper, we aim at solving an ideal soft-margin loss SVM: L0/1 soft-margin loss SVM (dubbed as L0/1 -SVM). Many of the existing (non)convex soft-margin losses can be viewed as one of the surrogates of the L0/1 soft-margin loss. Despite its discrete nature, we manage to establish the optimality theory for the L0/1 -SVM including the existence of the optimal solutions, the relationship between them and P-stationary points. These not only enable us to deliver a rigorous definition of L0/1 support vectors but also allow us to define a working set. Integrating such a working set, a fast alternating direction method of multipliers is then proposed with its limit point being a locally optimal solution to the L0/1 -SVM. Finally, numerical experiments demonstrate that our proposed method outperforms some leading classification solvers from SVM communities, in terms of faster computational speed and a fewer number of support vectors. The bigger the data size is, the more evident its advantage appears.

Ketersediaan

Informasi Detail

Judul Seri

IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE; Vol.44 No.10 Part 2 October 2022

No. Panggil

-

Penerbit

: .,

Deskripsi Fisik

p. 7253-7265

Bahasa

English

ISBN/ISSN

-

Klasifikasi

NONE

Tipe Isi

-

Tipe Media

-

Tipe Pembawa

-

Edisi

-

Subjek

L0/1 SOFT-MARGIN LOSS
L0/1 -SVM
L0/1 PROXIMAL OPERATOR
MINIMIZER AND P-STATIONARY POINT
L0/1 SUPPORT VECTORS
L0/1 ADMM

Info Detail Spesifik

DOI: 10.1109/TPAMI.2021.3092177

Pernyataan Tanggungjawab

Huajun Wang, Yuanhai Shao, Shenglong Zhou, Ce Zhang, Naihua Xiu

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