Sorry, you need to enable JavaScript to visit this website.

facebooktwittermailshare

RANDOM MATRICES MEET MACHINE LEARNING: A LARGE DIMENSIONAL ANALYSIS OF LS-SVM

Abstract: 

This article proposes a performance analysis of kernel least squares support vector machines (LS-SVMs) based on a random matrix approach, in the regime where both the dimension of data p and their number n grow large at the same rate. Under a two-class Gaussian mixture model for the input data, we prove that the LS-SVM decision function is asymptotically normal with means and covariances shown to depend explicitly on the derivatives of the kernel function. This provides improved understanding along with new insights into the internal workings of SVM-type methods for large datasets.

up
0 users have voted:

Paper Details

Authors:
Zhenyu Liao, Romain Couillet
Submitted On:
9 March 2017 - 6:36pm
Short Link:
Type:
Presentation Slides
Event:
Presenter's Name:
Zhenyu Liao
Paper Code:
ICASSP1701
Document Year:
2017
Cite

Document Files

RMT4LSSVM-ICASSP.pdf

(89 downloads)

Subscribe

[1] Zhenyu Liao, Romain Couillet, "RANDOM MATRICES MEET MACHINE LEARNING: A LARGE DIMENSIONAL ANALYSIS OF LS-SVM", IEEE SigPort, 2017. [Online]. Available: http://sigport.org/1731. Accessed: Dec. 17, 2017.
@article{1731-17,
url = {http://sigport.org/1731},
author = {Zhenyu Liao; Romain Couillet },
publisher = {IEEE SigPort},
title = {RANDOM MATRICES MEET MACHINE LEARNING: A LARGE DIMENSIONAL ANALYSIS OF LS-SVM},
year = {2017} }
TY - EJOUR
T1 - RANDOM MATRICES MEET MACHINE LEARNING: A LARGE DIMENSIONAL ANALYSIS OF LS-SVM
AU - Zhenyu Liao; Romain Couillet
PY - 2017
PB - IEEE SigPort
UR - http://sigport.org/1731
ER -
Zhenyu Liao, Romain Couillet. (2017). RANDOM MATRICES MEET MACHINE LEARNING: A LARGE DIMENSIONAL ANALYSIS OF LS-SVM. IEEE SigPort. http://sigport.org/1731
Zhenyu Liao, Romain Couillet, 2017. RANDOM MATRICES MEET MACHINE LEARNING: A LARGE DIMENSIONAL ANALYSIS OF LS-SVM. Available at: http://sigport.org/1731.
Zhenyu Liao, Romain Couillet. (2017). "RANDOM MATRICES MEET MACHINE LEARNING: A LARGE DIMENSIONAL ANALYSIS OF LS-SVM." Web.
1. Zhenyu Liao, Romain Couillet. RANDOM MATRICES MEET MACHINE LEARNING: A LARGE DIMENSIONAL ANALYSIS OF LS-SVM [Internet]. IEEE SigPort; 2017. Available from : http://sigport.org/1731