Nonparallel support vector machines for pattern classification

We propose a novel nonparallel classifier, called nonparallel support vector machine (NPSVM), for binary classification. Our NPSVM that is fully different from the existing nonparallel classifiers, such as the generalized eigenvalue proximal support vector machine (GEPSVM) and the twin support vector machine (TWSVM), has several incomparable advantages: 1) two primal problems are constructed implementing the structural risk minimization principle; 2) the dual problems of these two primal problems have the same advantages as that of the standard SVMs, so that the kernel trick can be applied directly, while existing TWSVMs have to construct another two primal problems for nonlinear cases based on the approximate kernel-generated surfaces, furthermore, their nonlinear problems cannot degenerate to the linear case even the linear kernel is used; 3) the dual problems have the same elegant formulation with that of standard SVMs and can certainly be solved efficiently by sequential minimization optimization algorithm, while existing GEPSVM or TWSVMs are not suitable for large scale problems; 4) it has the inherent sparseness as standard SVMs; 5) existing TWSVMs are only the special cases of the NPSVM when the parameters of which are appropriately chosen. Experimental results on lots of datasets show the effectiveness of our method in both sparseness and classification accuracy, and therefore, confirm the above conclusion further. In some sense, our NPSVM is a new starting point of nonparallel classifiers

Ordinal Hyperplane Loss

The problem of ordinal classification occurs in a large and growing number of areas. Some of the most common source and applications of ordinal data include rating scales, medical classification scales, socio-economic scales, meaningful groupings of continuous data, facial emotional intensity, facial age estimation, etc. The problem of predicting ordinal classes is typically addressed by either performing n-1 binary classification for n ordinal classes or treating ordinal classes as continuous values for regression. However, the first strategy doesn’t fully utilize the ordering information of classes and the second strategy imposes a strong continuous assumption to ordinal classes. In this paper, we propose a novel loss function called Ordinal Hyperplane Loss (OHPL) that is particularly designed for data with ordinal classes. The proposal of OHPL is a significant advancement in predicting ordinal class data, since it enables deep learning techniques to be applied to the ordinal classification problem on both structured and unstructured data. By minimizing OHPL, a deep neural network learns to map data to an optimal space where the distance between points and their class centroids are minimized while a nontrivial ordinal relationship among classes are maintained. Experimental results show that deep neural network with OHPL not only outperforms the state-of-the-art alternatives on classification accuracy but also scales well to large ordinal classification problems

Study on support vector machine as a classifier

SVM [1], [2] is a learning method which learns by considering data points to be in space. We studied different types of Support Vector Machine (SVM). We also observed their classification process. We conducted10-fold testing experiments on LSSVM [7], [8] (Least square Support Vector Machine) and PSVM [9] (Proximal Support Vector Machine) using standard sets of data. Finally we proposed a new algorithm NPSVM (Non-Parallel Support Vector Machine) which is reformulated from NPPC [12], [13] (Non-Parallel Plane Classifier). We have observed that the cost function of NPPC is affected by the additional constraint for Euclidean distance classification. So we implicitly normalized the weight vectors instead of the additional constraint. As a result we could generate a very good cost function. The computational complexity of NPSVM for both linear and non-linear kernel is evaluated. The results of 10-fold test using standard data sets of NPSVM are compared with the LSSVM and PSVM

A New Approach for Clustered MCs Classification with Sparse Features Learning and TWSVM

In digital mammograms, an early sign of breast cancer is the existence of microcalcification clusters (MCs), which is very important to the early breast cancer detection. In this paper, a new approach is proposed to classify and detect MCs. We formulate this classification problem as sparse feature learning based classification on behalf of the test samples with a set of training samples, which are also known as a “vocabulary” of visual parts. A visual information-rich vocabulary of training samples is manually built up from a set of samples, which include MCs parts and no-MCs parts. With the prior ground truth of MCs in mammograms, the sparse feature learning is acquired by the lP-regularized least square approach with the interior-point method. Then we designed the sparse feature learning based MCs classification algorithm using twin support vector machines (TWSVMs). To investigate its performance, the proposed method is applied to DDSM datasets and compared with support vector machines (SVMs) with the same dataset. Experiments have shown that performance of the proposed method is more efficient or better than the state-of-art methods

Financial time series forecasting using twin support vector regression

© 2019 Gupta et al. Financial time series forecasting is a crucial measure for improving and making more robust financial decisions throughout the world. Noisy data and non-stationarity information are the two key factors in financial time series prediction. This paper proposes twin support vector regression for financial time series prediction to deal with noisy data and nonstationary information. Various interesting financial time series datasets across a wide range of industries, such as information technology, the stock market, the banking sector, and the oil and petroleum sector, are used for numerical experiments. Further, to test the accuracy of the prediction of the time series, the root mean squared error and the standard deviation are computed, which clearly indicate the usefulness and applicability of the proposed method. The twin support vector regression is computationally faster than other standard support vector regression on the given 44 datasets