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Fast Binary and Multi-Output Reduced Set Selection

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http://pubman.mpdl.mpg.de/cone/persons/resource/persons84311

Weston,  J
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

http://pubman.mpdl.mpg.de/cone/persons/resource/persons83791

Bakir,  GH
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

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Weston, J., & Bakir, G.(2004). Fast Binary and Multi-Output Reduced Set Selection (132).


Cite as: http://hdl.handle.net/11858/00-001M-0000-0013-D771-E
Abstract
We propose fast algorithms for reducing the number of kernel evaluations in the testing phase for methods such as Support Vector Machines (SVM) and Ridge Regression (RR). For non-sparse methods such as RR this results in significantly improved prediction time. For binary SVMs, which are already sparse in their expansion, the pay off is mainly in the cases of noisy or large-scale problems. However, we then further develop our method for multi-class problems where, after choosing the expansion to find vectors which describe all the hyperplanes jointly, we again achieve significant gains.