Related papers: Local Support Vector Machines:Formulation and Anal…
We investigate the relation of two fundamental tools in machine learning and signal processing, that is the support vector machine (SVM) for classification, and the Lasso technique used in regression. We show that the resulting optimization…
Tackling pattern recognition problems in areas such as computer vision, bioinformatics, speech or text recognition is often done best by taking into account task-specific statistical relations between output variables. In structured…
Support vector machines (SVMs) are special kernel based methods and belong to the most successful learning methods since more than a decade. SVMs can informally be described as a kind of regularized M-estimators for functions and have…
In this paper an identification method for state-space LPV models is presented. The method is based on a particular parameterization that can be written in linear regression form and enables model estimation to be handled using…
The support vector machine (SVM) is a widely used machine learning tool for classification based on statistical learning theory. Given a set of training data, the SVM finds a hyperplane that separates two different classes of data points by…
The computational complexity of solving nonlinear support vector machine (SVM) is prohibitive on large-scale data. In particular, this issue becomes very sensitive when the data represents additional difficulties such as highly imbalanced…
Nonlinear regression methods, such as local optimization algorithms, are widely used in the extraction of nanostructure profile parameters in optical scatterometry. The success of local optimization algorithms heavily relies on the…
In this paper, we present new optimization models for Support Vector Machine (SVM), with the aim of separating data points in two or more classes. The classification task is handled by means of nonlinear classifiers induced by kernel…
Applications of non-linear kernel Support Vector Machines (SVMs) to large datasets is seriously hampered by its excessive training time. We propose a modification, called the approximate extreme points support vector machine (AESVM), that…
Support Vector Machines (SVMs) are popular tools for data mining tasks such as classification, regression, and density estimation. However, original SVM (C-SVM) only considers local information of data points on or over the margin.…
Subgradient algorithms for training support vector machines have been quite successful for solving large-scale and online learning problems. However, they have been restricted to linear kernels and strongly convex formulations. This paper…
The soft-margin support vector machine (SVM) is a ubiquitous tool for prediction of binary-response data. However, the SVM is characterized entirely via a numerical optimization problem, rather than a probability model, and thus does not…
Support vector machine (SVM) is one of the most popular classification algorithms in the machine learning literature. We demonstrate that SVM can be used to balance covariates and estimate average causal effects under the unconfoundedness…
Support vector machine (SVM), is a popular kernel method for data classification that demonstrated its efficiency for a large range of practical applications. The method suffers, however, from some weaknesses including; time processing,…
Support vector machine (SVM) is a popular classifier known for accuracy, flexibility, and robustness. However, its intensive computation has hindered its application to large-scale datasets. In this paper, we propose a new optimal leverage…
A local projection model is defined by a set of linear regressions that account for the associations between exogenous variables and an endogenous variable observed at different time points. While it is standard practice to separately…
The support vector machine (SVM) has an asymptotic behavior that parallels that of the quasi-maximum likelihood estimator (QMLE) for binary outcomes generated by a binary choice model (BCM), although it is not a QMLE. We show that, under…
In this article, a large dimensional performance analysis of kernel least squares support vector machines (LS-SVMs) is provided under the assumption of a two-class Gaussian mixture model for the input data. Building upon recent advances in…
Support vector machines (SVMs) are widely used and constitute one of the best examined and used machine learning models for two-class classification. Classification in SVM is based on a score procedure, yielding a deterministic…
The support vector machine (SVM) algorithm is well known to the computer learning community for its very good practical results. The goal of the present paper is to study this algorithm from a statistical perspective, using tools of…