The minimum redundancy: Maximum relevance approach to building sparse support vector machines

Xiaoxing YANG, Ke TANG, Xin YAO

Research output: Book Chapters | Papers in Conference ProceedingsConference paper (refereed)Researchpeer-review

2 Citations (Scopus)

Abstract

Recently, building sparse SVMs becomes an active research topic due to its potential applications in large scale data mining tasks. One of the most popular approaches to building sparse SVMs is to select a small subset of training samples and employ them as the support vectors. In this paper, we explain that selecting the support vectors is equivalent to selecting a number of columns from the kernel matrix, and is equivalent to selecting a subset of features in the feature selection domain. Hence, we propose to use an effective feature selection algorithm, namely the Minimum Redundancy - Maximum Relevance (MRMR) algorithm to solve the support vector selection problem. MRMR algorithm was then compared to two existing methods, namely back-fitting (BF) and pre-fitting (PF) algorithms. Preliminary results showed that MRMR generally outperformed BF algorithm while it was inferior to PF algorithm, in terms of generalization performance. However, the MRMR approach was extremely efficient and significantly faster than the two compared algorithms. © 2009 Springer Berlin Heidelberg.
Original languageEnglish
Title of host publicationIntelligent Data Engineering and Automated Learning : IDEAL 2009 : 10th International Conference, Burgos, Spain, September 23-26, 2009, Proceedings
EditorsEmilio CORCHADO, Hujun YIN
PublisherSpringer Berlin Heidelberg
Pages184-190
Number of pages7
ISBN (Electronic)9783642043949
ISBN (Print)9783642043932
DOIs
Publication statusPublished - 2009
Externally publishedYes
Event10th International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2009 - Burgos, Spain
Duration: 23 Sept 200926 Sept 2009

Publication series

NameLecture Notes in Computer Science
PublisherSpringer Berlin, Heidelberg
Volume5788
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference10th International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2009
Country/TerritorySpain
CityBurgos
Period23/09/0926/09/09

Keywords

  • Machine learning
  • Redundancy
  • Relevance
  • Sparse design
  • SVMs

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