Stepwise SVM reduces dimensions of large p small n datasets effectively.
problem Reducing dimensions of large p small n datasets.
method Stepwise support vector machine (SVM) for dimension reduction.
result Stepwise SVM achieves better prediction performance and is more stable than other methods.
SplitWise enhances stepwise regression by adaptively encoding numeric predictors into binary features.
problem Capturing nonlinear relationships in regression models without sacrificing interpretability.
method Adaptive encoding of numeric predictors into binary features using shallow decision trees, assessed by AIC or BIC.
result Consistently produces more parsimonious and generalizable models than traditional techniques.
A novel stepwise VI method using vine copulas for complex latent dependence.
problem Modeling complex latent dependence structures in probabilistic models.
method Stepwise estimation of vine copula parameters using Rényi divergence and a stopping criterion.
result Our method outperforms mean-field VI and is more parsimonious in complex applications.
Proposes a new algorithm for Sparse Bayesian Learning connected to Stepwise Regression.
problem Sparse Bayesian Learning for probabilistic models.
method Coordinate ascent algorithm (RMP) for SBL, showing connection to Stepwise Regression.
result RMP's noise variance parameter limit connects to Stepwise Regression, with derived guarantees.
In this article, we advocate the ensemble approach for variable selection. We point out that the stochastic mechanism used to generate the variable-selection ensemble (VSE) must be picked with care. We construct a VSE using a stochastic stepwise algorithm, and compare its performance with numerous state-of-the-art algo…
Paper improves k-NN predictive performance with efficient variable selection.
problem Improving predictive performance of k-NN models. method Efficient forward selection of predictor variables.
result Novel approach approaches outperformance of stepwise selection models.
Develops a more powerful selective inference method for stepwise feature selection.
problem Loss of power in existing conditional SI methods due to over-conditioning.
method Uses homotopy continuation approach to overcome over-conditioning.
result Shows improved power and efficiency in selective inference for feature selection.
Proposes a novel BO algorithm for stepwise model selection in sequence prediction.
problem Optimal model selection in sequential settings where model performance varies over time.
method Bayesian optimization with deep kernel learning to handle multiple black-box functions.
result Outperforms standard and multi-objective BO algorithms on sequence prediction tasks.
Adaptive batching improves Gaussian process surrogates for noisy level set estimation.
problem Learning the level set of noisy simulator responses.
method Developed four novel adaptive batching schemes for Gaussian process metamodels.
result Adaptive batching brings significant computational speed-ups with minimal loss of modeling fidelity.
A new algorithm speeds up feature selection by 65.77%.
problem Efficiently selecting features in high-dimensional data.
method Dropping Forward-Backward algorithm, reducing rescanning of features.
result Significantly faster than stepwise procedure, maintaining good performance.
New approach to avoid bad incentives in reinforcement learning agents.
problem Designing safe reinforcement learning agents that avoid unnecessary disruptions.
method Break down side effects penalties into baseline state and deviation measure; introduce new stepwise inaction baseline and relative reachability deviation measure.
result Combination of new design choices avoids undesirable incentives, while simpler alternatives fail.
We study the conditions for a nilpotent Lie group to be foliated into subgroups that have square integrable (relative discrete series) unitary representations, that fit together to form a filtration by normal subgroups. Then we use that filtration to construct a class of "stepwise square integrable" representations on …
A new random forest algorithm uncovers feature interdependencies better than traditional methods.
problem Tackles the sub-optimality of greedy decision tree implementations in random forests.
method Presented a 'stepwise lookahead' variation of random forests that considers multiple split nodes simultaneously.
result Significantly outperforms greedy random forests in uncovering feature interdependencies, especially in high-noise environments.
Maximal Rate of Stepwise Uncertainty Reduction selects simulations to reduce uncertainty efficiently.
problem Efficiently estimating quantities of interest from multi-fidelity simulations.
method Bayesian sequential strategy that maximizes the ratio of expected uncertainty reduction to simulation cost.
result MR-SUR strategy unifies and provides principled approaches to develop new methods.
Bayesian method corrects for model selection multiplicity in regression.
problem Model selection multiplicity in regression analysis.
method Developed a Bayesian prior distribution based on Holm procedure analogy.
result Adequate multiplicity correction requires sparsity not provided by recommended priors.
Spiking neural networks perform similarly to deep networks on occluded images.
problem Robust object recognition in partially occluded images.
method Developed a two-layer spiking neural network trained on natural scenes with a biologically plausible learning rule, compared to deep convolutional networks.
result Spiking neural networks achieve good accuracy and robustness on stepwise pixel erasement tasks.
StepGAN improves conditional sequence generation with less computation.
problem Stabilizing training of sequence generative adversarial networks (SeqGAN).
method Modified discriminator assigns scores at each generation step.
result StepGAN outperforms previous methods on synthetic and chit-chat tasks.
Proposed SMO algorithm for OC-SVM+ significantly outperforms non-sequential algorithms.
problem One-class SVM with privileged information
method Sequential Minimal Optimization (SMO) algorithm
result Finite-time convergence established
Support Vector Machines, SVMs, and the Large Margin Nearest Neighbor algorithm, LMNN, are two very popular learning algorithms with quite different learning biases. In this paper we bring them into a unified view and show that they have a much stronger relation than what is commonly thought. We analyze SVMs from a metr…
Unified Pin-SVM improves accuracy over existing Pin-SVM model.
problem Difficulty in Pin-SVM model for −1≤τ<0. method Unified Pin-SVM model that solves a QPP for −1≤τ≤1. result Significant improvement in accuracy over existing Pin-SVM model.
Localized SVMs maintain SVM's consistency properties for large datasets.
problem Inefficient computational requirements of global SVMs for large data sets.
method Localized SVMs apply different hyperparameters to different regions of the input space.
result Localized SVMs inherit Lp- and risk consistency from global SVMs. Improved equation learning accuracy via comprehensive R²-elimination and Bayesian model selection.
problem Challenges in exhaustive equation learning due to multicollinearity and greedy steps.
method Combines R2 and Bayesian model evidence for a comprehensive yet efficient search. result Our approach surpasses all other methods in identification accuracy, especially in exact equation recovery.
MU-SVM improves multiclass classification accuracy.
problem Multiclass classification problems.
method Proposes MU-SVM for multiclass learning and an analytic span bound for model selection.
result Achieves > 20% improvement in test accuracies compared to multi-class SVM.
BAEN-SVM improves SVM robustness to noisy data.
problem Noise and geometric irrationalities in SVM.
method Bounded asymmetric elastic net loss combined with SVM.
result BAEN-SVM is robust to noise and geometrically well-defined.
This work extends SVM error bounds to weighted SVM and introduces hyperparameter selection methods.
problem Improving SVM performance through effective hyperparameter selection.
method Extending span error bound theory to weighted SVM and introducing hyperparameter selection methods.
result The span rule is the most effective method for weighted SVM hyperparameter selection and provides the best predictor of test error.
New SVM feature selection methods improve wafer testing accuracy.
problem Need for improved SVM feature selection methods.
method Entropy measurement and K-medoid clustering for feature selection.
result One-class SVM's enhance wafer testing accuracy.
Support vector machines (SVMs) are invaluable tools for many practical applications in artificial intelligence, e.g., classification and event recognition. However, popular SVM solvers are not sufficiently efficient for applications with a great deal of samples as well as a large number of features. In this paper, thus…
A quantum-inspired classical algorithm speeds up LS-SVM classification.
problem Big data challenge in SVM classification.
method Improved indirect sampling technique for LS-SVM.
result Algorithm achieves logarithmic runtime for low rank data matrices.
This paper improves SVM prediction uncertainty quantification methods.
problem Lack of comprehensive UQ methods for SVM predictions.
method Developed SSVQR model for sparse PI estimation and feature selection algorithm.
result Proposed SSVQR model achieves sparse solutions and improves PI quality.
Introduces Soft-SVM for binary classification bridging logistic and SVM.
problem Data separability issues in binary classification.
method Soft-SVM regression using convex relaxation of hinge loss with softness and class-separation parameters.
result Soft-SVM performs well in classification and prediction errors.
New framework improves classification accuracy using Pillai's trace and ULDA.
problem Traditional LDA's limitations in noise sensitivity and non-invertible matrices.
method Integrates Pillai's trace with ULDA for a unified classifier.
result Effective control of Type I error rates and improved classification accuracy.
In this paper, we consider asymptotic properties of the support vector machine (SVM) in high-dimension, low-sample-size (HDLSS) settings. We show that the hard-margin linear SVM holds a consistency property in which misclassification rates tend to zero as the dimension goes to infinity under certain severe conditions. …
Paper proposes an ensemble SVM method for efficient VAD.
problem Efficient and accurate VAD for speech processing.
method Supervised learning with ensemble SVM on large datasets.
result Ensemble SVM outperforms stand-alone SVM in VAD accuracy.
GADGET SVM uses gossip-based distributed learning for scalable SVMs.
problem Scalability issues in traditional SVM algorithms for large datasets.
method Gossip-based distributed learning for the primal SVM formulation.
result Performance comparable to centralized and online SVM algorithms.
Proposes SVM-based Deep Stacking Network for improved deep learning.
problem Improving deep learning performance and interpretability.
method Uses stacked SVM classifiers within a DSN architecture and a BP-like layer tuning scheme.
result Demonstrates superior performance compared to benchmark models on image and text data.
Prior knowledge can be used to improve predictive performance of learning algorithms or reduce the amount of data required for training. The same goal is pursued within the learning using privileged information paradigm which was recently introduced by Vapnik et al. and is aimed at utilizing additional information avai…
Paper introduces MKL-L0/1-SVM for SVM with (0,1) loss.
problem Optimization of SVM with (0,1) loss function. method MKL framework combined with ADMM algorithm for solving the optimization problem.
result Performance of MKL-L0/1-SVM comparable to SimpleMKL. Training of one-vs.-rest SVMs can be parallelized over the number of classes in a straight forward way. Given enough computational resources, one-vs.-rest SVMs can thus be trained on data involving a large number of classes. The same cannot be stated, however, for the so-called all-in-one SVMs, which require solving a …
SVM used for estimating treatment effects without confounding.
problem Estimating average treatment effects in the presence of confounding variables.
method Adapts SVM classifier as a kernel-based weighting procedure to balance covariates and estimate causal effects.
result SVM provides a continuous relaxation of the quadratic integer program for balancing covariates and maximizing effective sample size.
SaR-SVM-STV improves hyperspectral image classification with shape-adaptive reconstruction and denoising.
problem Classifying hyperspectral images with limited labeled data.
method Shape-adaptive Reconstruction (SaR) for pixel preprocessing, SVM for probability estimation, and Smoothed Total Variation (STV) for denoising.
result SaR-SVM-STV outperforms SVM-STV with fewer labeled data.
We describe a novel binary classification technique called Banded SVM (B-SVM). In the standard C-SVM formulation of Cortes et al. (1995), the decision rule is encouraged to lie in the interval [1, \infty]. The new B-SVM objective function contains a penalty term that encourages the decision rule to lie in a user specif…
Bayesian method for estimating inputs leading to specific probability outputs.
problem Estimating inputs for specific probability outputs of uncertain functions.
method Bayesian strategy using Gaussian process modeling and SUR principle.
result Surpassed performance of existing methods through numerical experiments.
One of the limiting factors of using support vector machines (SVMs) in large scale applications are their super-linear computational requirements in terms of the number of training samples. To address this issue, several approaches that train SVMs on many small chunks of large data sets separately have been proposed in…
In support vector machine (SVM) applications with unreliable data that contains a portion of outliers, non-robustness of SVMs often causes considerable performance deterioration. Although many approaches for improving the robustness of SVMs have been studied, two major challenges remain in robust SVM learning. First, r…
Quantum LS-SVM simplifies matrix inversion for faster machine learning.
problem Speeding up machine learning algorithms for large datasets.
method Introduces a novel quantum algorithm using continuous variables to simplify matrix inversion in LS-SVM, and proposes a hybrid quantum-classical approach for sparse solutions.
result Quantum LS-SVM achieves exponential speed-up and can solve classically difficult tasks.
SVM predicts economic recessions in real-time.
problem Determining the onset and end of recessions quickly.
method Support Vector Machines (SVM) applied to nowcasting.
result SVM achieves excellent predictive performance for nowcasting recessions.
Paper examines M-SVM for multi-task learning, showing reliability and pre-convergence-rate factor improvements.
problem Whether MTL always provides reliable results and how MTL outperforms independent learning.
method Regularized multi-task learning (MTL) based on SVM models (M-SVM).
result M-SVM is Bayes risk consistent in large sample size, improving pre-convergence-rate factor (PCR) for small data.
The paper improves SVM and localized SVM stability under triple perturbations.
problem Stability of SVMs and localized SVMs under triple perturbations.
method Generalizes and improves existing results, considering simultaneous variations in probability measure, regularization parameter, and kernel.
result Improved stability of SVMs and localized SVMs under triple perturbations.