40,432 research outputs found
An Exponential Lower Bound on the Complexity of Regularization Paths
For a variety of regularized optimization problems in machine learning,
algorithms computing the entire solution path have been developed recently.
Most of these methods are quadratic programs that are parameterized by a single
parameter, as for example the Support Vector Machine (SVM). Solution path
algorithms do not only compute the solution for one particular value of the
regularization parameter but the entire path of solutions, making the selection
of an optimal parameter much easier.
It has been assumed that these piecewise linear solution paths have only
linear complexity, i.e. linearly many bends. We prove that for the support
vector machine this complexity can be exponential in the number of training
points in the worst case. More strongly, we construct a single instance of n
input points in d dimensions for an SVM such that at least \Theta(2^{n/2}) =
\Theta(2^d) many distinct subsets of support vectors occur as the
regularization parameter changes.Comment: Journal version, 28 Pages, 5 Figure
Mixed Integer Linear Programming for Feature Selection in Support Vector Machine
This work focuses on support vector machine (SVM) with feature selection. A
MILP formulation is proposed for the problem. The choice of suitable features
to construct the separating hyperplanes has been modelled in this formulation
by including a budget constraint that sets in advance a limit on the number of
features to be used in the classification process. We propose both an exact and
a heuristic procedure to solve this formulation in an efficient way. Finally,
the validation of the model is done by checking it with some well-known data
sets and comparing it with classical classification methods.Comment: 37 pages, 20 figure
Machine learning-guided directed evolution for protein engineering
Machine learning (ML)-guided directed evolution is a new paradigm for
biological design that enables optimization of complex functions. ML methods
use data to predict how sequence maps to function without requiring a detailed
model of the underlying physics or biological pathways. To demonstrate
ML-guided directed evolution, we introduce the steps required to build ML
sequence-function models and use them to guide engineering, making
recommendations at each stage. This review covers basic concepts relevant to
using ML for protein engineering as well as the current literature and
applications of this new engineering paradigm. ML methods accelerate directed
evolution by learning from information contained in all measured variants and
using that information to select sequences that are likely to be improved. We
then provide two case studies that demonstrate the ML-guided directed evolution
process. We also look to future opportunities where ML will enable discovery of
new protein functions and uncover the relationship between protein sequence and
function.Comment: Made significant revisions to focus on aspects most relevant to
applying machine learning to speed up directed evolutio
The Default Risk of Firms Examined with Smooth Support Vector Machines
In the era of Basel II a powerful tool for bankruptcy prognosis is vital for banks. The tool must be precise but also easily adaptable to the bank's objections regarding the relation of false acceptances (Type I error) and false rejections (Type II error). We explore the suitability of Smooth Support Vector Machines (SSVM), and investigate how important factors such as selection of appropriate accounting ratios (predictors), length of training period and structure of the training sample influence the precision of prediction. Furthermore we showthat oversampling can be employed to gear the tradeoff between error types. Finally, we illustrate graphically how different variants of SSVM can be used jointly to support the decision task of loan officers.Insolvency Prognosis, SVMs, Statistical Learning Theory, Non-parametric Classification
The Default Risk of Firms Examined with Smooth Support Vector Machines
In the era of Basel II a powerful tool for bankruptcy prognosis is vital for banks. The tool must be precise but also easily adaptable to the bank's objections regarding the relation of false acceptances (Type I error) and false rejections (Type II error). We explore the suitabil- ity of Smooth Support Vector Machines (SSVM), and investigate how important factors such as selection of appropriate accounting ratios (predictors), length of training period and structure of the training sample in°uence the precision of prediction. Furthermore we show that oversampling can be employed to gear the tradeo® between error types. Finally, we illustrate graphically how di®erent variants of SSVM can be used jointly to support the decision task of loan o±cers.Insolvency Prognosis, SVMs, Statistical Learning Theory, Non-parametric Classification models, local time-homogeneity
- …