A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Proposes MLPSVM for multi-label learning, improving on binary relevance.
The time complexity of support vector machines (SVMs) prohibits training on huge data sets with millions of data points. Recently, multilevel approaches to train SVMs have been developed to allow for time-efficient training on huge data sets. While regular SVMs perform the entire training in one -- time consuming -- op…
Two SVM frameworks are introduced for classification problems.
The past years have witnessed many dedicated open-source projects that built and maintain implementations of Support Vector Machines (SVM), parallelized for GPU, multi-core CPUs and distributed systems. Up to this point, no comparable effort has been made to parallelize the Elastic Net, despite its popularity in many h…
This paper automates mining of COVID-19 scholarly articles using machine learning.
MPWTSVM improves multi-view learning by reducing redundancy and enhancing accuracy.
Application of fuzzy support vector machine in stock price forecast. Support vector machine is a new type of machine learning method proposed in 1990s. It can deal with classification and regression problems very successfully. Due to the excellent learning performance of support vector machine, the technology has becom…
We generalize a support vector machine to a support spinor machine by using the mathematical structure of wedge product over vector machine in order to extend field from vector field to spinor field. The separated hyperplane is extended to Kolmogorov space in time series data which allow us to extend a structure of sup…
Support vector machines have attracted much attention in theoretical and in applied statistics. Main topics of recent interest are consistency, learning rates and robustness. In this article, it is shown that support vector machines are qualitatively robust. Since support vector machines can be represented by a functio…
Paper optimizes sparse feature selection for cancer detection using GSVP and SVM.
We propose an algorithm for exploring the entire regularization path of asymmetric-cost linear support vector machines. Empirical evidence suggests the predictive power of support vector machines depends on the regularization parameters of the training algorithms. The algorithms exploring the entire regularization path…
Support Vector Machine (SVM) is an efficient classification approach, which finds a hyperplane to separate data from different classes. This hyperplane is determined by support vectors. In existing SVM formulations, the objective function uses L2 norm or L1 norm on slack variables. The number of support vectors is a me…
SVM generalizes well even with many support vectors in high dimensions.
New algorithms reduce computational burden for principal support vector machines.
Parallel computing has played an important role in speeding up convex optimization methods for big data analytics and large-scale machine learning (ML). However, the scalability of these optimization methods is inhibited by the cost of communicating and synchronizing processors in a parallel setting. Iterative ML metho…
LIBTwinSVM offers a free library for efficient Twin Support Vector Machines.
The support vector clustering algorithm is a well-known clustering algorithm based on support vector machines using Gaussian or polynomial kernels. The classical support vector clustering algorithm works well in general, but its performance degrades when applied on big data. In this paper, we have investigated the perf…
In this paper we deal with relative normalizations of hypersurfaces in the (n+1)-dimensional Euclidean space . Considering a relative normalization of an hypersurface we decompose the corresponding Tchebychev vector in two components, one parallel to the Tchebychev vector $\bar…
In this paper we solve support vector machines in reproducing kernel Banach spaces with reproducing kernels defined on nonsymmetric domains instead of the traditional methods in reproducing kernel Hilbert spaces. Using the orthogonality of semi-inner-products, we can obtain the explicit representations of the dual (nor…
This paper studies parallelization schemes for stochastic Vector Quantization algorithms in order to obtain time speed-ups using distributed resources. We show that the most intuitive parallelization scheme does not lead to better performances than the sequential algorithm. Another distributed scheme is therefore intro…
Stochastic Gradient Descent (SGD) is a popular optimization method which has been applied to many important machine learning tasks such as Support Vector Machines and Deep Neural Networks. In order to parallelize SGD, minibatch training is often employed. The standard approach is to uniformly sample a minibatch at each…
The least-squares support vector machine is a frequently used kernel method for non-linear regression and classification tasks. Here we discuss several approximation algorithms for the least-squares support vector machine classifier. The proposed methods are based on randomized block kernel matrices, and we show that t…
Rgtsvm provides a fast and flexible support vector machine (SVM) implementation for the R language. The distinguishing feature of Rgtsvm is that support vector classification and support vector regression tasks are implemented on a graphical processing unit (GPU), allowing the libraries to scale to millions of examples…
The support vector machine (SVM) is an important class of learning machines for function approach, pattern recognition, and time-serious prediction, etc. It maps samples into the feature space by so-called support vectors of selected samples, and then feature vectors are separated by maximum margin hyperplane. The pres…
A new SVM method for predicting time series labels.
SVM and linear regression models coincide in high dimensions.
The support vector machines (SVM) algorithm is a popular classification technique in data mining and machine learning. In this paper, we propose a distributed SVM algorithm and demonstrate its use in a number of applications. The algorithm is named high-performance support vector machines (HPSVM). The major contributio…
There has been growing interest in extending traditional vector-based machine learning techniques to their tensor forms. An example is the support tensor machine (STM) that utilizes a rank-one tensor to capture the data structure, thereby alleviating the overfitting and curse of dimensionality problems in the conventio…
Tuning SVM and boosting models using optimization algorithms.
We provide a formulation for Local Support Vector Machines (LSVMs) that generalizes previous formulations, and brings out the explicit connections to local polynomial learning used in nonparametric estimation literature. We investigate the simplest type of LSVMs called Local Linear Support Vector Machines (LLSVMs). For…
EnsembleSVM is a free software package containing efficient routines to perform ensemble learning with support vector machine (SVM) base models. It currently offers ensemble methods based on binary SVM models. Our implementation avoids duplicate storage and evaluation of support vectors which are shared between constit…
Solving different types of optimization models (including parameters fitting) for support vector machines on large-scale training data is often an expensive computational task. This paper proposes a multilevel algorithmic framework that scales efficiently to very large data sets. Instead of solving the whole training s…
The support vector machine is a flexible optimization-based technique widely used for classification problems. In practice, its training part becomes computationally expensive on large-scale data sets because of such reasons as the complexity and number of iterations in parameter fitting methods, underlying optimizatio…
New results on risk estimation for SVM and related methods.
The paper improves SVM margin-based generalization bounds.
SMM preserves matrix data structure for SVM classification.
It is shown that bootstrap approximations of support vector machines (SVMs) based on a general convex and smooth loss function and on a general kernel are consistent. This result is useful to approximate the unknown finite sample distribution of SVMs by the bootstrap approach.
New ensemble SVM model reduces prediction error without choosing best kernel.
Applying machine learning techniques to the quickly growing data in science and industry requires highly-scalable algorithms. Large datasets are most commonly processed "data parallel" distributed across many nodes. Each node's contribution to the overall gradient is summed using a global allreduce. This allreduce is t…
Screening is an effective technique for speeding up the training process of a sparse learning model by removing the features that are guaranteed to be inactive the process. In this paper, we present a efficient screening technique for sparse support vector machine based on variational inequality. The technique is both …
Random Machines improves SVM performance with free kernel choice.
Support vector regression (SVR) is one of the most popular machine learning algorithms aiming to generate the optimal regression curve through maximizing the minimal margin of selected training samples, i.e., support vectors. Recent researchers reveal that maximizing the margin distribution of whole training dataset ra…
We propose a fast inference method for Bayesian nonlinear support vector machines that leverages stochastic variational inference and inducing points. Our experiments show that the proposed method is faster than competing Bayesian approaches and scales easily to millions of data points. It provides additional features …
Proposes an L1-regularized functional SVM for binary classification with functional covariates.
In conventional prediction tasks, a machine learning algorithm outputs a single best model that globally optimizes its objective function, which typically is accuracy. Therefore, users cannot access the other models explicitly. In contrast to this, multiple model enumeration attracts increasing interests in non-standar…
Machining processes are most accurately described using complex dynamical systems that include nonlinearities, time delays, and stochastic effects. Due to the nature of these models as well as the practical challenges which include time-varying parameters, the transition from numerical/analytical modeling of machining …
Support vector machines predict cryptocurrency price movements with high accuracy.
The main goal of statistical learning theory is to provide a fundamental framework for the problem of decision making and model construction based on sets of data. Here, we present a brief introduction to the fundamentals of statistical learning theory, in particular the difference between empirical and structural risk…