Tang, Benyang, Dominic Mazzoni, 2006: Multiclass reduced-set support vector machines. Proceedings of the 23th International Conference on Machine Learning (ICML 2006), Pittsburgh, PA

Abstract

An improved method is presented for reducing the number of support vectors in a support vector machine (SVM) classifier, typically leading to dramatically faster classification speed with minimal additional error. The method, which we call RS+, is based on Burgesd constructive approach to generating SVM reduced sets, but introduces several improvements which, when combined, result in a faster, more robust algorithm. The constructive approach depends on the ability to approximate the pre-image of a feature space vector, which is a differencecult nonlinear optimization problem. To address this, the RS+ method uses a combination of dirential evolution and gradient descent to find better pre-images. Optimal SVM weights and bias are found for the reduced-set vectors by using the SVM training algorithm with a modified kernel matrix, leading to further improvements in accuracy. Additionally, we demonstrate how reduced-set methods can be applied to multi-class problems made up of several binary SVMs, resulting in additional gains beyond what would be achieved by reducing each binary SVM separately. Our experiments show that RS+ is quite successful, for example achieving the same accuracy as the Burges method on the USPS digit classification problem with 1/3 as many reduced-set vectors.