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We give two provably accurate feature-selection techniques for the linear SVM. The algorithms run in deterministic and randomized time respectively. Our algorithms can be used in an unsupervised or supervised setting. The supervised…

Machine Learning · Statistics 2015-02-09 Saurabh Paul , Malik Magdon-Ismail , Petros Drineas

The support vector machine (SVM) is a well-established classification method whose name refers to the particular training examples, called support vectors, that determine the maximum margin separating hyperplane. The SVM classifier is known…

Statistics Theory · Mathematics 2022-06-15 Daniel Hsu , Vidya Muthukumar , Ji Xu

A support vector machine (SVM) is an algorithm that finds a hyperplane which optimally separates labeled data points in $\mathbb{R}^n$ into positive and negative classes. The data points on the margin of this separating hyperplane are…

Machine Learning · Computer Science 2022-09-19 Henry Adams , Elin Farnell , Brittany Story

We propose a novel criterion for support vector machine learning: maximizing the margin in the input space, not in the feature (Hilbert) space. This criterion is a discriminative version of the principal curve proposed by Hastie et al. The…

Artificial Intelligence · Computer Science 2007-05-23 Shotaro Akaho

Support vector machine (SVM) has attracted great attentions for the last two decades due to its extensive applications, and thus numerous optimization models have been proposed. To distinguish all of them, in this paper, we introduce a new…

Optimization and Control · Mathematics 2021-04-06 Huajun Wang , Yuanhai Shao , Shenglong Zhou , Ce Zhang , Naihua Xiu

This paper investigates the asymptotic behavior of the soft-margin and hard-margin support vector machine (SVM) classifiers for simultaneously high-dimensional and numerous data (large $n$ and large $p$ with $n/p\to\delta$) drawn from a…

Information Theory · Computer Science 2020-03-31 Abla Kammoun , Mohamed-Slim Alouini

We introduce a principal support vector machine (PSVM) approach that can be used for both linear and nonlinear sufficient dimension reduction. The basic idea is to divide the response variables into slices and use a modified form of support…

Statistics Theory · Mathematics 2012-03-14 Bing Li , Andreas Artemiou , Lexin Li

Support Vector Machines (SVMs) are among the most fundamental tools for binary classification. In its simplest formulation, an SVM produces a hyperplane separating two classes of data using the largest possible margin to the data. The focus…

Machine Learning · Computer Science 2020-06-04 Allan Grønlund , Lior Kamma , Kasper Green Larsen

This paper deals with an extension of the Support Vector Machine (SVM) for classification problems where, in addition to maximize the margin, i.e., the width of strip defined by the two supporting hyperplanes, the minimum of the ordered…

Optimization and Control · Mathematics 2021-07-15 Alfredo Marín , Luisa I. Martínez-Merino , Justo Puerto , Antonio M. Rodríguez-Chía

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

The support vector machine (SVM) and minimum Euclidean norm least squares regression are two fundamentally different approaches to fitting linear models, but they have recently been connected in models for very high-dimensional data through…

Machine Learning · Computer Science 2021-10-28 Navid Ardeshir , Clayton Sanford , Daniel Hsu

We propose novel randomized optimization methods for high-dimensional convex problems based on restrictions of variables to random subspaces. We consider oblivious and data-adaptive subspaces and study their approximation properties via…

Information Theory · Computer Science 2020-12-15 Jonathan Lacotte , Mert Pilanci

Support Vector Machine (SVM) stands out as a prominent machine learning technique widely applied in practical pattern recognition tasks. It achieves binary classification by maximizing the "margin", which represents the minimum distance…

Machine Learning · Computer Science 2026-01-21 Zhezheng Hao , Feiping Nie , Rong Wang

We derive improved regression and classification rates for support vector machines using Gaussian kernels under the assumption that the data has some low-dimensional intrinsic structure that is described by the box-counting dimension. Under…

Statistics Theory · Mathematics 2021-04-08 Thomas Hamm , Ingo Steinwart

We introduce sparse random projection, an important dimension-reduction tool from machine learning, for the estimation of discrete-choice models with high-dimensional choice sets. Initially, high-dimensional data are compressed into a…

Machine Learning · Statistics 2016-04-21 Khai X. Chiong , Matthew Shum

This paper investigates the theoretical problem of maintaining linear separability of the data-generating distribution under linear compression. While it has been long known that linear separability may be maintained by linear…

Machine Learning · Computer Science 2024-09-02 Paul McVay , Tie Liu , Krishna Narayanan

An oblivious subspace embedding is a random $m\times n$ matrix $\Pi$ such that, for any $d$-dimensional subspace, with high probability $\Pi$ preserves the norms of all vectors in that subspace within a $1\pm\epsilon$ factor. In this work,…

Data Structures and Algorithms · Computer Science 2025-04-30 Shabarish Chenakkod , Michał Dereziński , Xiaoyu Dong

We present linear prediction as a differentiable padding method. For each channel, a stochastic autoregressive linear model is fitted to the padding input by minimizing its noise terms in the least-squares sense. The padding is formed from…

Machine Learning · Computer Science 2025-02-19 Olli Niemitalo , Otto Rosenberg , Nathaniel Narra , Olli Koskela , Iivari Kunttu

Recently, fully-connected and convolutional neural networks have been trained to achieve state-of-the-art performance on a wide variety of tasks such as speech recognition, image classification, natural language processing, and…

Machine Learning · Computer Science 2015-02-24 Yichuan Tang

In this paper, we address learning problems for high dimensional data. Previously, oblivious random projection based approaches that project high dimensional features onto a random subspace have been used in practice for tackling…

Machine Learning · Computer Science 2016-12-07 Yi Xu , Haiqin Yang , Lijun Zhang , Tianbao Yang
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