Building Sparse Support Vector Machines for Multi-Instance Classification

author: Zhouyu Fu, Monash University
published: Oct. 3, 2011,   recorded: September 2011,   views: 3038


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We propose a direct approach to learning sparse Support Vector Machine (SVM) prediction models for Multi-Instance (MI) classification. The proposed sparse SVM is based on a "label-mean" formulation of MI classification which takes the average of predictions of individual instances for bag-level prediction. This leads to a convex optimization problem, which is essential for the tractability of the optimization problem arising from the sparse SVM formulation we derived subsequently, as well as the validity of the optimization strategy we employed to solve it. Based on the "label-mean" formulation, we can build sparse SVM models for MI classification and explicitly control their sparsities by enforcing the maximum number of expansions allowed in the prediction function. An effective optimization strategy is adopted to solve the formulated sparse learning problem which involves the learning of both the classifier and the expansion vectors. Experimental results on benchmark data sets have demonstrated that the proposed approach is effective in building very sparse SVM models while achieving comparable performance to the state-of-the-art MI classifiers.

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