Technical report : SVM in Krein spaces

Support vector machines (SVM) and kernel methods have been highly successful in many application areas. However, the requirement that the kernel is symmetric positive semidefinite, Mercer's condition, is not always verifi ed in practice. When it is not, the kernel is called indefi nite. Various heuristics and specialized methods have been proposed to address indefi nite kernels, from simple tricks such as removing negative eigenvalues, to advanced methods that de-noise the kernel by considering the negative part of the kernel as noise. Most approaches aim at correcting an inde finite kernel in order to provide a positive one. We propose a new SVM approach that deals directly with inde finite kernels. In contrast to previous approaches, we embrace the underlying idea that the negative part of an inde finite kernel may contain valuable information. To de fine such a method, the SVM formulation has to be adapted to a non usual form: the stabilization. The hypothesis space, usually a Hilbert space, becomes a Krei n space. This work explores this new formulation, and proposes two practical algorithms (ESVM and KSVM) that outperform the approaches that modify the kernel. Moreover, the solution depends on the original kernel and thus can be used on any new point without loss of accurac

Supervised classification and mathematical optimization

Data Mining techniques often ask for the resolution of optimization problems. Supervised Classification, and, in particular, Support Vector Machines, can be seen as a paradigmatic instance. In this paper, some links between Mathematical Optimization methods and Supervised Classification are emphasized. It is shown that many different areas of Mathematical Optimization play a central role in off-the-shelf Supervised Classification methods. Moreover, Mathematical Optimization turns out to be extremely useful to address important issues in Classification, such as identifying relevant variables, improving the interpretability of classifiers or dealing with vagueness/noise in the data.Ministerio de Ciencia e InnovaciónJunta de Andalucí

Two-Stage Fuzzy Multiple Kernel Learning Based on Hilbert-Schmidt Independence Criterion

© 1993-2012 IEEE. Multiple kernel learning (MKL) is a principled approach to kernel combination and selection for a variety of learning tasks, such as classification, clustering, and dimensionality reduction. In this paper, we develop a novel fuzzy multiple kernel learning model based on the Hilbert-Schmidt independence criterion (HSIC) for classification, which we call HSIC-FMKL. In this model, we first propose an HSIC Lasso-based MKL formulation, which not only has a clear statistical interpretation that minimum redundant kernels with maximum dependence on output labels are found and combined, but also enables the global optimal solution to be computed efficiently by solving a Lasso optimization problem. Since the traditional support vector machine (SVM) is sensitive to outliers or noises in the dataset, fuzzy SVM (FSVM) is used to select the prediction hypothesis once the optimal kernel has been obtained. The main advantage of FSVM is that we can associate a fuzzy membership with each data point such that these data points can have different effects on the training of the learning machine. We propose a new fuzzy membership function using a heuristic strategy based on the HSIC. The proposed HSIC-FMKL is a two-stage kernel learning approach and the HSIC is applied in both stages. We perform extensive experiments on real-world datasets from the UCI benchmark repository and the application domain of computational biology which validate the superiority of the proposed model in terms of prediction accuracy

Supervised Classification and Mathematical Optimization

Data Mining techniques often ask for the resolution of optimization problems. Supervised Classification, and, in particular, Support Vector Machines, can be seen as a paradigmatic instance. In this paper, some links between Mathematical Optimization methods and Supervised Classification are emphasized. It is shown that many different areas of Mathematical Optimization play a central role in off-the-shelf Supervised Classification methods. Moreover, Mathematical Optimization turns out to be extremely useful to address important issues in Classification, such as identifying relevant variables, improving the interpretability of classifiers or dealing with vagueness/noise in the data

Content-based Information Retrieval via Nearest Neighbor Search

Content-based information retrieval (CBIR) has attracted significant interest in the past few years. When given a search query, the search engine will compare the query with all the stored information in the database through nearest neighbor search. Finally, the system will return the most similar items. We contribute to the CBIR research the following: firstly, Distance Metric Learning (DML) is studied to improve retrieval accuracy of nearest neighbor search. Additionally, Hash Function Learning (HFL) is considered to accelerate the retrieval process. On one hand, a new local metric learning framework is proposed - Reduced-Rank Local Metric Learning (R2LML). By considering a conical combination of Mahalanobis metrics, the proposed method is able to better capture information like data\u27s similarity and location. A regularization to suppress the noise and avoid over-fitting is also incorporated into the formulation. Based on the different methods to infer the weights for the local metric, we considered two frameworks: Transductive Reduced-Rank Local Metric Learning (T-R2LML), which utilizes transductive learning, while Efficient Reduced-Rank Local Metric Learning (E-R2LML)employs a simpler and faster approximated method. Besides, we study the convergence property of the proposed block coordinate descent algorithms for both our frameworks. The extensive experiments show the superiority of our approaches. On the other hand, *Supervised Hash Learning (*SHL), which could be used in supervised, semi-supervised and unsupervised learning scenarios, was proposed in the dissertation. By considering several codewords which could be learned from the data, the proposed method naturally derives to several Support Vector Machine (SVM) problems. After providing an efficient training algorithm, we also study the theoretical generalization bound of the new hashing framework. In the final experiments, *SHL outperforms many other popular hash function learning methods. Additionally, in order to cope with large data sets, we also conducted experiments running on big data using a parallel computing software package, namely LIBSKYLARK

Distance-based discriminant analysis method and its applications

This paper proposes a method of finding a discriminative linear transformation that enhances the data's degree of conformance to the compactness hypothesis and its inverse. The problem formulation relies on inter-observation distances only, which is shown to improve non-parametric and non-linear classifier performance on benchmark and real-world data sets. The proposed approach is suitable for both binary and multiple-category classification problems, and can be applied as a dimensionality reduction technique. In the latter case, the number of necessary discriminative dimensions can be determined exactly. Also considered is a kernel-based extension of the proposed discriminant analysis method which overcomes the linearity assumption of the sought discriminative transformation imposed by the initial formulation. This enhancement allows the proposed method to be applied to non-linear classification problems and has an additional benefit of being able to accommodate indefinite kernel