Infinite Ensemble Learning with Support Vector Machines

Ensemble learning algorithms such as boosting can achieve better performance by averaging over the predictions of base learners. However, existing algorithms are limited to combining only a finite number of base learners, and the generated ensemble is usually sparse. It is not clear whether we should construct an ensemble classifier with a larger or even an infinite number of base learners. In addition, constructing an infinite ensemble itself is a challenging task. In this paper, we formulate an infinite ensemble learning framework based on SVM. The framework could output an infinite and nonsparse ensemble, and can be applied to construct new kernels for SVM as well as to interpret existing ones. We demonstrate the framework with a concrete application, the stump kernel, which embodies infinitely many decision stumps. The stump kernel is simple, yet powerful. Experimental results show that SVM with the stump kernel usually achieves better performance than boosting, even with noisy data.</p

Margin maximizing discriminant analysis

Abstract. We propose a new feature extraction method called Margin Maximizing Discriminant Analysis (MMDA) which seeks to extract features suitable for classification tasks. MMDA is based on the principle that an ideal feature should convey the maximum information about the class labels and it should depend only on the geometry of the optimal decision boundary and not on those parts of the distribution of the input data that do not participate in shaping this boundary. Further, distinct feature components should convey unrelated information about the data. Two feature extraction methods are proposed for calculating the parameters of such a projection that are shown to yield equivalent results. The kernel mapping idea is used to derive non-linear versions. Experiments with several real-world, publicly available data sets demonstrate that the new method yields competitive results.

Quantum Bootstrap Aggregation

We set out a strategy for quantizing attribute bootstrap aggregation to enable variance-resilient quantum machine learning. To do so, we utilise the linear decomposability of decision boundary parameters in the Rebentrost et al. Support Vector Machine to guarantee that stochastic measurement of the output quantum state will give rise to an ensemble decision without destroying the superposition over projective feature subsets induced within the chosen SVM implementation. We achieve a linear performance advantage, O(d), in addition to the existing O(log(n)) advantages of quantization as applied to Support Vector Machines. The approach extends to any form of quantum learning giving rise to linear decision boundaries

Model Selection for Support Vector Machine Classification

We address the problem of model selection for Support Vector Machine (SVM) classification. For fixed functional form of the kernel, model selection amounts to tuning kernel parameters and the slack penalty coefficient $C$. We begin by reviewing a recently developed probabilistic framework for SVM classification. An extension to the case of SVMs with quadratic slack penalties is given and a simple approximation for the evidence is derived, which can be used as a criterion for model selection. We also derive the exact gradients of the evidence in terms of posterior averages and describe how they can be estimated numerically using Hybrid Monte Carlo techniques. Though computationally demanding, the resulting gradient ascent algorithm is a useful baseline tool for probabilistic SVM model selection, since it can locate maxima of the exact (unapproximated) evidence. We then perform extensive experiments on several benchmark data sets. The aim of these experiments is to compare the performance of probabilistic model selection criteria with alternatives based on estimates of the test error, namely the so-called ``span estimate'' and Wahba's Generalized Approximate Cross-Validation (GACV) error. We find that all the ``simple'' model criteria (Laplace evidence approximations, and the Span and GACV error estimates) exhibit multiple local optima with respect to the hyperparameters. While some of these give performance that is competitive with results from other approaches in the literature, a significant fraction lead to rather higher test errors. The results for the evidence gradient ascent method show that also the exact evidence exhibits local optima, but these give test errors which are much less variable and also consistently lower than for the simpler model selection criteria

Extreme Entropy Machines: Robust information theoretic classification

Most of the existing classification methods are aimed at minimization of empirical risk (through some simple point-based error measured with loss function) with added regularization. We propose to approach this problem in a more information theoretic way by investigating applicability of entropy measures as a classification model objective function. We focus on quadratic Renyi's entropy and connected Cauchy-Schwarz Divergence which leads to the construction of Extreme Entropy Machines (EEM). The main contribution of this paper is proposing a model based on the information theoretic concepts which on the one hand shows new, entropic perspective on known linear classifiers and on the other leads to a construction of very robust method competetitive with the state of the art non-information theoretic ones (including Support Vector Machines and Extreme Learning Machines). Evaluation on numerous problems spanning from small, simple ones from UCI repository to the large (hundreads of thousands of samples) extremely unbalanced (up to 100:1 classes' ratios) datasets shows wide applicability of the EEM in real life problems and that it scales well