随机傅里叶特征空间中高斯核支持向量机模型选择 model selection for gaussian kernel support vector machines in random fourier feature space.pdfVIP

随机傅里叶特征空间中高斯核支持向量机模型选择 model selection for gaussian kernel support vector machines in random fourier feature space.pdf

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随机傅里叶特征空间中高斯核支持向量机模型选择 model selection for gaussian kernel support vector machines in random fourier feature space

DOI:10 .7544/issn1000‐1239 .2016 Journalof Computer Research andDevelopment 53(9):1971 1978 ,2016         (    300350) (changfeng@ tju.edu.cn) Feng Chang and Liao Shizhong ( , , 300350)   Model selection is very critical to support vector machines (SVMs). Standard SVMs typically suffer from cubic time complexity in data size since they solve the convex quadratic programming problems. However,it usually needs to train hundreds/thousands of SVMs for model selection,which is prohibitively time‐consuming for medium‐scale datasets and very difficult to scale up to large‐scale problems.In this paper,by using random Fourier features to approximate Gaussian kernel,a novel and efficient approach to model selection of kernel SVMs is proposed. Firstly, the random Fourierfeaturemappingisusedtoembedtheinfinite‐dimensionalimplicitfeaturespaceinto an explicit random featurespace.Anerror boundbetween theaccuratemodelobtainedby training kernel SVM and the approximate one returned by the linear SVM in the random feature space is derived. Then,intherandomfeaturespace,amodelselectionapproach to kernelSVM ispresented.Under the guarantee of themodelerror upper bound,by applying thelinear SVMsintherandomfeaturespaceto approximate the corresponding kernel SVMs, the approximate model selection criterion can be efficiently calculated and used to assess the relative goodness of the corresponding kernel SVMs. Finally,comparison experiments on benchmark datasetsfor crossvalidation model selection show the proposed approach can significantly improve the efficiency of model selection for kernel SVMs while guaranteeing test accuracy.   model selection; support vector machines (SVMs); random Fourier features; Gaussian kernel;crossvalidation  

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