Recent advance on linear support vector machine with the 0-1 soft margin loss ($L_{0/1}$-SVM) shows that the 0-1 loss problem can be solved directly. However, its theoretical and algorithmic requirements restrict us extending the linear solving framework to its nonlinear kernel form directly, the absence of explicit expression of Lagrangian dual function of $L_{0/1}$-SVM is one big deficiency among of them. In this paper, by applying the nonparametric representation theorem, we propose a nonlinear model for support vector machine with 0-1 soft margin loss, called $L_{0/1}$-KSVM, which cunningly involves the kernel technique into it and more importantly, follows the success on systematically solving its linear task. Its optimal condition is explored theoretically and a working set selection alternating direction method of multipliers (ADMM) algorithm is introduced to acquire its numerical solution. Moreover, we firstly present a closed-form definition to the support vector (SV) of $L_{0/1}$-KSVM. Theoretically, we prove that all SVs of $L_{0/1}$-KSVM are only located on the parallel decision surfaces. The experiment part also shows that $L_{0/1}$-KSVM has much fewer SVs, simultaneously with a decent predicting accuracy, when comparing to its linear peer $L_{0/1}$-SVM and the other six nonlinear benchmark SVM classifiers.
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In the era of big data, it is desired to develop efficient machine learning algorithms to tackle massive data challenges such as storage bottleneck, algorithmic scalability, and interpretability. In this paper, we develop a novel efficient classification algorithm, called fast polynomial kernel classification (FPC), to conquer the scalability and storage challenges. Our main tools are a suitable selected feature mapping based on polynomial kernels and an alternating direction method of multipliers (ADMM) algorithm for a related non-smooth convex optimization problem. Fast learning rates as well as feasibility verifications including the efficiency of an ADMM solver with convergence guarantees and the selection of center points are established to justify theoretical behaviors of FPC. Our theoretical assertions are verified by a series of simulations and real data applications. Numerical results demonstrate that FPC significantly reduces the computational burden and storage memory of existing learning schemes such as support vector machines, Nystr\"{o}m and random feature methods, without sacrificing their generalization abilities much.
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这篇综述的目的是将读者介绍到图表内,以将其应用于化学信息学中的分类问题。图内核是使我们能够推断分子的化学特性的功能,可以帮助您完成诸如寻找适合药物设计的化合物等任务。内核方法的使用只是一种特殊的两种方式量化了图之间的相似性。我们将讨论限制在这种方法上,尽管近年来已经出现了流行的替代方法,但最著名的是图形神经网络。
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We propose a family of learning algorithms based on a new form of regularization that allows us to exploit the geometry of the marginal distribution. We focus on a semi-supervised framework that incorporates labeled and unlabeled data in a general-purpose learner. Some transductive graph learning algorithms and standard methods including support vector machines and regularized least squares can be obtained as special cases. We use properties of reproducing kernel Hilbert spaces to prove new Representer theorems that provide theoretical basis for the algorithms. As a result (in contrast to purely graph-based approaches) we obtain a natural out-of-sample extension to novel examples and so are able to handle both transductive and truly semi-supervised settings. We present experimental evidence suggesting that our semi-supervised algorithms are able to use unlabeled data effectively. Finally we have a brief discussion of unsupervised and fully supervised learning within our general framework.
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支持向量机(SVM)是众所周知的监督学习算法类别之一。此外,圆锥分段SVM(CS-SVM)是标准二进制SVM的天然多类模拟,因为CS-SVM模型正在处理已知数据点的确切值的情况。本文研究数据点不确定或标记时,研究CS-SVM。对于某些分布已知的属性,使用机会约束的CS-SVM方法来确保对不确定数据的错误分类概率很小。给出了几何解释,以显示CS-SVM的工作原理。最后,我们提出了实验结果,以调查CS-SVM的性能的机会限制。
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Iterative regularization is a classic idea in regularization theory, that has recently become popular in machine learning. On the one hand, it allows to design efficient algorithms controlling at the same time numerical and statistical accuracy. On the other hand it allows to shed light on the learning curves observed while training neural networks. In this paper, we focus on iterative regularization in the context of classification. After contrasting this setting with that of regression and inverse problems, we develop an iterative regularization approach based on the use of the hinge loss function. More precisely we consider a diagonal approach for a family of algorithms for which we prove convergence as well as rates of convergence. Our approach compares favorably with other alternatives, as confirmed also in numerical simulations.
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基于梯度的高参数调整的优化方法可确保理论收敛到固定解决方案时,对于固定的上层变量值,双光线程序的下层级别强烈凸(LLSC)和平滑(LLS)。对于在许多机器学习算法中调整超参数引起的双重程序,不满足这种情况。在这项工作中,我们开发了一种基于不精确度(VF-IDCA)的基于依次收敛函数函数算法。我们表明,该算法从一系列的超级参数调整应用程序中实现了无LLSC和LLS假设的固定解决方案。我们的广泛实验证实了我们的理论发现,并表明,当应用于调子超参数时,提出的VF-IDCA会产生较高的性能。
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双支持向量机(TWSVM)和双支持向量回归(TSVR)是新兴有效的机器学习技术,可分别为分类和回归挑战提供了有希望的解决方案。 TWSVM基于该想法来识别两个非平行超平面,将数据指向其各自的类分类。它需要解决两个小型大小的二次编程问题(QPPS)代替求解单个大尺寸QPP在支持向量机(SVM),而TSVR配制在TWSVM的线上,并要求解决两个SVM类问题。虽然这些技术已经有很好的研究进展;关于TSVR的不同变体的比较有限的文献。因此,本综述对TWSVM和TSVR的最近研究同时提到了它们的局限性和优势,对最近的研究提供了严格的分析。首先,首先介绍支持向量机,TWSVM的基本理论,然后专注于TWSVM的各种改进和应用,然后介绍TSVR及其各种增强功能。最后,我们建议未来的研发前景。
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异常值广泛发生在大数据应用中,可能严重影响统计估计和推理。在本文中,引入了抗强估计的框架,以强制任意给出的损耗函数。它与修剪方法密切连接,并且包括所有样本的显式外围参数,这反过来促进计算,理论和参数调整。为了解决非凸起和非体性的问题,我们开发可扩展的算法,以实现轻松和保证快速收敛。特别地,提出了一种新的技术来缓解对起始点的要求,使得在常规数据集上,可以大大减少数据重采样的数量。基于组合的统计和计算处理,我们能够超越M估计来执行非因思分析。所获得的抗性估算器虽然不一定全局甚至是局部最佳的,但在低维度和高维度中享有最小的速率最优性。回归,分类和神经网络的实验表明,在总异常值发生的情况下提出了拟议方法的优异性能。
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现代统计应用常常涉及最小化可能是非流动和/或非凸起的目标函数。本文侧重于广泛的Bregman-替代算法框架,包括本地线性近似,镜像下降,迭代阈值,DC编程以及许多其他实例。通过广义BREGMAN功能的重新发出使我们能够构建合适的误差测量并在可能高维度下建立非凸起和非凸起和非球形目标的全球收敛速率。对于稀疏的学习问题,在一些规律性条件下,所获得的估算器作为代理人的固定点,尽管不一定是局部最小化者,但享受可明确的统计保障,并且可以证明迭代顺序在所需的情况下接近统计事实准确地快速。本文还研究了如何通过仔细控制步骤和放松参数来设计基于适应性的动力的加速度而不假设凸性或平滑度。
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Privacy-preserving machine learning algorithms are crucial for the increasingly common setting in which personal data, such as medical or financial records, are analyzed. We provide general techniques to produce privacy-preserving approximations of classifiers learned via (regularized) empirical risk minimization (ERM). These algorithms are private under the ǫ-differential privacy definition due to Dwork et al. (2006). First we apply the output perturbation ideas of Dwork et al. (2006), to ERM classification. Then we propose a new method, objective perturbation, for privacy-preserving machine learning algorithm design. This method entails perturbing the objective function before optimizing over classifiers. If the loss and regularizer satisfy certain convexity and differentiability criteria, we prove theoretical results showing that our algorithms preserve privacy, and provide generalization bounds for linear and nonlinear kernels. We further present a privacy-preserving technique for tuning the parameters in general machine learning algorithms, thereby providing end-to-end privacy guarantees for the training process. We apply these results to produce privacy-preserving analogues of regularized logistic regression and support vector machines. We obtain encouraging results from evaluating their performance on real demographic and benchmark data sets. Our results show that both theoretically and empirically, objective perturbation is superior to the previous state-of-the-art, output perturbation, in managing the inherent tradeoff between privacy and learning performance.
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对于函数的矩阵或凸起的正半明确度(PSD)的形状约束在机器学习和科学的许多应用中起着核心作用,包括公制学习,最佳运输和经济学。然而,存在很少的功能模型,以良好的经验性能和理论担保来强制执行PSD-NESS或凸起。在本文中,我们介绍了用于在PSD锥中的值的函数的内核平方模型,其扩展了最近建议编码非负标量函数的内核平方型号。我们为这类PSD函数提供了一个代表性定理,表明它构成了PSD函数的普遍近似器,并在限定的平等约束的情况下导出特征值界限。然后,我们将结果应用于建模凸起函数,通过执行其Hessian的核心量子表示,并表明可以因此表示任何平滑且强凸的功能。最后,我们说明了我们在PSD矩阵值回归任务中的方法以及标准值凸起回归。
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本文认为具有非线性耦合约束的多块非斜率非凸优化问题。通过开发使用信息区和提出的自适应制度的想法[J.Bolte,S。Sabach和M. Teboulle,NonConvex Lagrangian优化:监视方案和全球收敛性,运营研究数学,43:1210--1232,2018],我们提出了一种多键交替方向来解决此问题的多块交替方向方法。我们通过在每个块更新中采用大量最小化过程来指定原始变量的更新。进行了独立的收敛分析,以证明生成的序列与增强Lagrangian的临界点的随后和全局收敛。我们还建立了迭代复杂性,并为所提出的算法提供初步的数值结果。
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我们开发了快速算法和可靠软件,以凸出具有Relu激活功能的两层神经网络的凸优化。我们的工作利用了标准的重量罚款训练问题作为一组组-YELL_1 $调查的数据本地模型的凸重新印度,其中局部由多面体锥体约束强制执行。在零规范化的特殊情况下,我们表明此问题完全等同于凸“ Gated Relu”网络的不受约束的优化。对于非零正则化的问题,我们表明凸面式relu模型获得了RELU训练问题的数据依赖性近似范围。为了优化凸的重新制定,我们开发了一种加速的近端梯度方法和实用的增强拉格朗日求解器。我们表明,这些方法比针对非凸问题(例如SGD)和超越商业内部点求解器的标准训练启发式方法要快。在实验上,我们验证了我们的理论结果,探索组-ELL_1 $正则化路径,并对神经网络进行比例凸的优化,以在MNIST和CIFAR-10上进行图像分类。
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Difference-of-Convex (DC) minimization, referring to the problem of minimizing the difference of two convex functions, has been found rich applications in statistical learning and studied extensively for decades. However, existing methods are primarily based on multi-stage convex relaxation, only leading to weak optimality of critical points. This paper proposes a coordinate descent method for minimizing a class of DC functions based on sequential nonconvex approximation. Our approach iteratively solves a nonconvex one-dimensional subproblem globally, and it is guaranteed to converge to a coordinate-wise stationary point. We prove that this new optimality condition is always stronger than the standard critical point condition and directional point condition under a mild \textit{locally bounded nonconvexity assumption}. For comparisons, we also include a naive variant of coordinate descent methods based on sequential convex approximation in our study. When the objective function satisfies a \textit{globally bounded nonconvexity assumption} and \textit{Luo-Tseng error bound assumption}, coordinate descent methods achieve \textit{Q-linear} convergence rate. Also, for many applications of interest, we show that the nonconvex one-dimensional subproblem can be computed exactly and efficiently using a breakpoint searching method. Finally, we have conducted extensive experiments on several statistical learning tasks to show the superiority of our approach. Keywords: Coordinate Descent, DC Minimization, DC Programming, Difference-of-Convex Programs, Nonconvex Optimization, Sparse Optimization, Binary Optimization.
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In model selection problems for machine learning, the desire for a well-performing model with meaningful structure is typically expressed through a regularized optimization problem. In many scenarios, however, the meaningful structure is specified in some discrete space, leading to difficult nonconvex optimization problems. In this paper, we connect the model selection problem with structure-promoting regularizers to submodular function minimization with continuous and discrete arguments. In particular, we leverage the theory of submodular functions to identify a class of these problems that can be solved exactly and efficiently with an agnostic combination of discrete and continuous optimization routines. We show how simple continuous or discrete constraints can also be handled for certain problem classes and extend these ideas to a robust optimization framework. We also show how some problems outside of this class can be embedded within the class, further extending the class of problems our framework can accommodate. Finally, we numerically validate our theoretical results with several proof-of-concept examples with synthetic and real-world data, comparing against state-of-the-art algorithms.
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基于内核的量子分类器是用于复杂数据的超线化分类的最有趣,最强大的量子机学习技术,可以在浅深度量子电路(例如交换测试分类器)中轻松实现。出乎意料的是,通过引入差异方案,可以将支持向量机固有而明确地实现,以将SVM理论的二次优化问题映射到量子古典的变分优化问题。该方案使用参数化的量子电路(PQC)实现,以创建一个不均匀的权重向量,以索引量子位,可以在线性时间内评估训练损失和分类得分。我们训练该变量量子近似支持向量机(VQASVM)的经典参数,该参数可以转移到其他VQASVM决策推理电路的许多副本中,以分类新查询数据。我们的VQASVM算法对基于云的量子计算机的玩具示例数据集进行了实验,以进行可行性评估,并进行了数值研究以评估其在标准的IRIS花朵数据集上的性能。虹膜数据分类的准确性达到98.8%。
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人工神经网络(ANN)训练景观的非凸起带来了固有的优化困难。虽然传统的背传播随机梯度下降(SGD)算法及其变体在某些情况下是有效的,但它们可以陷入杂散的局部最小值,并且对初始化和普通公共表敏感。最近的工作表明,随着Relu激活的ANN的培训可以重新重整为凸面计划,使希望能够全局优化可解释的ANN。然而,天真地解决凸训练制剂具有指数复杂性,甚至近似启发式需要立方时间。在这项工作中,我们描述了这种近似的质量,并开发了两个有效的算法,这些算法通过全球收敛保证培训。第一算法基于乘法器(ADMM)的交替方向方法。它解决了精确的凸形配方和近似对应物。实现线性全局收敛,并且初始几次迭代通常会产生具有高预测精度的解决方案。求解近似配方时,每次迭代时间复杂度是二次的。基于“采样凸面”理论的第二种算法更简单地实现。它解决了不受约束的凸形制剂,并收敛到大约全球最佳的分类器。当考虑对抗性培训时,ANN训练景观的非凸起加剧了。我们将稳健的凸优化理论应用于凸训练,开发凸起的凸起制剂,培训Anns对抗对抗投入。我们的分析明确地关注一个隐藏层完全连接的ANN,但可以扩展到更复杂的体系结构。
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形状约束,例如非负,单调性,凸度或超模型性,在机器学习和统计的各种应用中都起着关键作用。但是,将此方面的信息以艰苦的方式(例如,在间隔的所有点)纳入预测模型,这是一个众所周知的具有挑战性的问题。我们提出了一个统一和模块化的凸优化框架,依赖于二阶锥(SOC)拧紧,以编码属于矢量值重现的载体内核Hilbert Spaces(VRKHSS)的模型对函数衍生物的硬仿射SDP约束。所提出的方法的模块化性质允许同时处理多个形状约束,并将无限数量的约束限制为有限的许多。我们证明了所提出的方案的收敛及其自适应变体的收敛性,利用VRKHSS的几何特性。由于基于覆盖的拧紧构造,该方法特别适合具有小到中等输入维度的任务。该方法的效率在形状优化,机器人技术和计量经济学的背景下进行了说明。
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找到模型的最佳超参数可以作为双重优化问题,通常使用零级技术解决。在这项工作中,当内部优化问题是凸但不平滑时,我们研究一阶方法。我们表明,近端梯度下降和近端坐标下降序列序列的前向模式分化,雅各比人会收敛到精确的雅各布式。使用隐式差异化,我们表明可以利用内部问题的非平滑度来加快计算。最后,当内部优化问题大约解决时,我们对高度降低的误差提供了限制。关于回归和分类问题的结果揭示了高参数优化的计算益处,尤其是在需要多个超参数时。
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