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Fast Binary and Multi-Output Reduced Set Selection

2004

Technical Report

ei


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.

Author(s): Weston, J. and Bakir, GH.
Number (issue): 132
Year: 2004
Month: November
Day: 0

Department(s): Empirical Inference
Bibtex Type: Technical Report (techreport)

Institution: Max Planck Institute for Biological Cybernetics, Tübingen, Germany

Organization: Max-Planck-Gesellschaft
School: Biologische Kybernetik

Links: PostScript

BibTex

@techreport{3014,
  title = {Fast Binary and Multi-Output Reduced Set Selection},
  author = {Weston, J. and Bakir, GH.},
  number = {132},
  organization = {Max-Planck-Gesellschaft},
  institution = {Max Planck Institute for Biological Cybernetics, T{\"u}bingen, Germany},
  school = {Biologische Kybernetik},
  month = nov,
  year = {2004},
  month_numeric = {11}
}