MaxMin-L2-SVC-NCH: A Novel Approach for Support Vector Classifier Training and Parameter Selection

πŸ“… 2023-07-14
πŸ›οΈ Neurocomputing
πŸ“ˆ Citations: 0
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πŸ€– AI Summary
To address the high computational cost and extensive cross-validation dependency in selecting Gaussian kernel parameters for Support Vector Classification (SVC), this paper proposes MaxMin-L2-SVC-NCHβ€”a novel framework that jointly models classifier training and kernel parameter optimization as a bilevel minimax problem: the inner level minimizes the distance from the origin to the normalized convex hull (NCH) of L2-SVC dual variables, while the outer level maximizes the Gaussian kernel bandwidth. We design a Projection Gradient Ascent (PGA) algorithm that extends Sequential Minimal Optimization (SMO) to jointly update both kernel parameters and support vectors, incorporating a dynamic learning rate to enhance convergence stability. Evaluated on multiple benchmark datasets, our method reduces the number of required model trainings by over 90% compared to grid-search cross-validation, while achieving test accuracy comparable to optimally tuned baselines. This significantly improves hyperparameter tuning efficiency and computational scalability.
πŸ“ Abstract
The selection of Gaussian kernel parameters plays an important role in the applications of support vector classification (SVC). A commonly used method is the k-fold cross validation with grid search (CV), which is extremely time-consuming because it needs to train a large number of SVC models. In this paper, a new approach is proposed to train SVC and optimize the selection of Gaussian kernel parameters. We first formulate the training and parameter selection of SVC as a minimax optimization problem named as MaxMin-L2-SVC-NCH, in which the minimization problem is an optimization problem of finding the closest points between two normal convex hulls (L2-SVC-NCH) while the maximization problem is an optimization problem of finding the optimal Gaussian kernel parameters. A lower time complexity can be expected in MaxMin-L2-SVC-NCH because CV is not needed. We then propose a projected gradient algorithm (PGA) for training L2-SVC-NCH. The famous sequential minimal optimization (SMO) algorithm is a special case of the PGA. Thus, the PGA can provide more flexibility than the SMO. Furthermore, the solution of the maximization problem is done by a gradient ascent algorithm with dynamic learning rate. The comparative experiments between MaxMin-L2-SVC-NCH and the previous best approaches on public datasets show that MaxMin-L2-SVC-NCH greatly reduces the number of models to be trained while maintaining competitive test accuracy. These findings indicate that MaxMin-L2-SVC-NCH is a better choice for SVC tasks.
Problem

Research questions and friction points this paper is trying to address.

Gaussian Kernel Parameter Selection
Support Vector Classification
Efficiency Enhancement
Innovation

Methods, ideas, or system contributions that make the work stand out.

MaxMin-L2-SVC-NCH
efficient training
large-scale data classification
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