Lp范数约束的多核半监督支持向量机学习方法

在机器学习领域,核方法是解决非线性模式识别问题的一种有效手段.目前,用多核学习方法代替传统的单核学习已经成为一个新的研究热点,它在处理异构、不规则和分布不平坦的样本数据情况下,表现出了更好的灵活性、可解释性以及更优异的泛化性能.结合有监督学习中的多核学习方法,提出了基于L_p范数约束的多核半监督支持向量机(semi-supervised support vector machine,简称S³VM)的优化模型.该模型的待优化参数包括高维空间的决策函数f_m和核组合权系数θm.同时,该模型继承了单核半监督支持向量机的非凸非平滑特性.采用双层优化过程来优化这两组参数,并采用改进的拟牛顿法和基于成对标签交换的局部搜索算法分别解决模型关于f_m的非平滑及非凸问题,以得到模型近似最优解.在多核框架中同时加入基本核和流形核,以充分利用数据的几何性质.实验结果验证了算法的有效性及较好的泛化性能.

Lp Norm Constraint Multi-Kernel Learning Method for Semi-Supervised Support Vector Machine

Kernel method is an effective approach to solve the nonlinear pattern recognition problems in the field of machine learning. At present, multiple kernel method has become a new research focus. Compared with the traditional single kernel method, multiple kernel method is more flexible, more interpretable and has better generalization performance when dealing with heterogeneous, irregular and non-flat distribution samples. A multi-kernel S³VM optimization model based on L_p norm constraint is presented in this paper in accordance with kernel method of supervised learning. Such model has two sets of parameters including decision functions f_m in reproducing kernel Hilbert space and weighted kernel combination coefficients, and inherits the non-smooth and non-convex properties from single-kernel based S³VM. A two-layer optimization procedure is adopted to optimize these two groups of parameters, and an improved Quasi-Newton method named subBFGS as well as a local search algorithm based on label switching in pair are used to solve non-smooth and non-convex problems respectively with respect to f_m. Base kernels and manifold kernels are added into the multi-kernel framework to exploit the geometric properties of the data. Experimental results show that the proposed algorithm is effective and has excellent generation performance.