Modified Frank-Wolfe Algorithm for Enhanced Sparsity in Support Vector Machine Classifiers

This work proposes a new algorithm for training a re-weighted L2 Support Vector Machine (SVM), inspired on the re-weighted Lasso algorithm of Cand\`es et al. and on the equivalence between Lasso and SVM shown recently by Jaggi. In particular, the margin required for each training vector is set independently, defining a new weighted SVM model. These weights are selected to be binary, and they are automatically adapted during the training of the model, resulting in a variation of the Frank-Wolfe optimization algorithm with essentially the same computational complexity as the original algorithm. As shown experimentally, this algorithm is computationally cheaper to apply since it requires less iterations to converge, and it produces models with a sparser representation in terms of support vectors and which are more stable with respect to the selection of the regularization hyper-parameter

Local Regularization Assisted Orthogonal Least Squares Regression

A locally regularized orthogonal least squares (LROLS) algorithm is proposed for constructing parsimonious or sparse regression models that generalize well. By associating each orthogonal weight in the regression model with an individual regularization parameter, the ability for the orthogonal least squares (OLS) model selection to produce a very sparse model with good generalization performance is greatly enhanced. Furthermore, with the assistance of local regularization, when to terminate the model selection procedure becomes much clearer. This LROLS algorithm has computational advantages over the recently introduced relevance vector machine (RVM) method

Performance and optimization of support vector machines in high-energy physics classification problems

In this paper we promote the use of Support Vector Machines (SVM) as a machine learning tool for searches in high-energy physics. As an example for a new- physics search we discuss the popular case of Supersymmetry at the Large Hadron Collider. We demonstrate that the SVM is a valuable tool and show that an automated discovery- significance based optimization of the SVM hyper-parameters is a highly efficient way to prepare an SVM for such applications. A new C++ LIBSVM interface called SVM-HINT is developed and available on Github.Comment: 20 pages, 6 figure

Inductive machine learning of optimal modular structures: Estimating solutions using support vector machines

Structural optimization is usually handled by iterative methods requiring repeated samples of a physics-based model, but this process can be computationally demanding. Given a set of previously optimized structures of the same topology, this paper uses inductive learning to replace this optimization process entirely by deriving a function that directly maps any given load to an optimal geometry. A support vector machine is trained to determine the optimal geometry of individual modules of a space frame structure given a specified load condition. Structures produced by learning are compared against those found by a standard gradient descent optimization, both as individual modules and then as a composite structure. The primary motivation for this is speed, and results show the process is highly efficient for cases in which similar optimizations must be performed repeatedly. The function learned by the algorithm can approximate the result of optimization very closely after sufficient training, and has also been found effective at generalizing the underlying optima to produce structures that perform better than those found by standard iterative methods