F/sub beta / support vector machines

Abstract

We introduce in this paper F/sub beta / SVMs, a new parametrization of support vector machines. It allows to optimize a SVM in terms of F/sub beta /, a classical information retrieval criterion, instead of the usual classification rate. Experiments illustrate the advantages of this approach with respect to the traditional 2-norm soft-margin SVM when precision and recall are of unequal importance. An automatic model selection procedure based on the generalization F/sub beta / score is introduced. It relies on the results of Chapelle, Vapnjk et al. (2002) about the use of gradient-based techniques in SVM model selection. The derivatives of a F /sub beta / loss function with respect to the hyperparameters C and the width sigma of a gaussian kernel are formally defined. The model is then selected by performing a gradient descent of the F/sub beta / loss function over the set of hyperparameters. Experiments on artificial and real-life data show the benefits of this method when the F/sub beta / score is considered.Anglai

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oai:dial.uclouvain.be:boreal:67945Last time updated on 5/14/2016

This paper was published in DIAL UCLouvain.

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