Training invariant support vector machines

Machine Learning Journal (MLJ), Volume 46(1-3), 2002
Training invariant support vector machines
Dennis DeCoste, B. Schoelkopf

Practical experience has shown that in order to obtain the best possible performance, prior knowledge about invariances of a classification problem at hand ought to be incorporated into the training procedure.

We describe and review all known methods for doing so in support vector machines, provide experimental results, and discuss their respective merits.

One of the significant new results reported in this work is our recent achievement of the lowest reported test error on the well-known MNIST digit recognition benchmark task, with SVM training times that are also significantly faster than previous SVM methods.

Another publication from the same category: Machine Learning and Data Science

IEEE Computing Conference 2018, London, UK

Regularization of the Kernel Matrix via Covariance Matrix Shrinkage Estimation

The kernel trick concept, formulated as an inner product in a feature space, facilitates powerful extensions to many well-known algorithms. While the kernel matrix involves inner products in the feature space, the sample covariance matrix of the data requires outer products. Therefore, their spectral properties are tightly connected. This allows us to examine the kernel matrix through the sample covariance matrix in the feature space and vice versa. The use of kernels often involves a large number of features, compared to the number of observations. In this scenario, the sample covariance matrix is not well-conditioned nor is it necessarily invertible, mandating a solution to the problem of estimating high-dimensional covariance matrices under small sample size conditions. We tackle this problem through the use of a shrinkage estimator that offers a compromise between the sample covariance matrix and a well-conditioned matrix (also known as the "target") with the aim of minimizing the mean-squared error (MSE). We propose a distribution-free kernel matrix regularization approach that is tuned directly from the kernel matrix, avoiding the need to address the feature space explicitly. Numerical simulations demonstrate that the proposed regularization is effective in classification tasks.