Proximal support vector machine classifiers

Given a dataset, each element of which labeled by one of k labels, we construct by a very fast algorithm, a k-category proximal support vector machine (PSVM) classifier. Proximal support vector machines and related approaches (Fung & Mangasarian, 2001; Suykens & Vandewalle, 1999) can be interpreted as ridge regression applied to classification problems (Evgeniou, Pontil, & Poggio, 2000). Extensive computational results have shown the effectiveness of PSVM for two-class classification problems where the separating plane is constructed in time that can be as little as two orders of magnitude shorter than that of conventional support vector machines. When PSVM is applied to problems with more than two classes, the well known one-from-the-rest approach is a natural choice in order to take advantage of its fast performance. However, there is a drawback associated with this one-from-the-rest approach. The resulting two-class problems are often very unbalanced, leading in some cas...

• Type: Conference
• Year: 2001
• Where: KDD
• Authors: Glenn Fung, Olvi L. Mangasarian
• Keywords: Conventional Support Vector, Data Mining, KDD 2001, Proximal Support Vector, Support Vector Machines