Heuristic approaches for support vector machines with the ramp loss

Recently, Support Vector Machines with the ramp loss (RLM) have attracted attention from the computational point of view. In this technical note, we propose two heuristics, the first one based on solving the continuous relaxation of a Mixed Integer Nonlinear formulation of the RLM and the second one...

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Authors: Carrizosa Priego, Emilio José; Nogales Gómez, Amaya; Romero Morales, María Dolores
Format: Article
Status:Submitted version
Publication date:2014
Country:España
Institution:Universidad de Sevilla (US)
Repository:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/44819
Online Access:http://hdl.handle.net/11441/44819
https://doi.org/10.1007/s11590-013-0630-9
Access Level:Open access
Keyword:Support vector machines
Ramp loss
Mixed integer nonlinear programming
Heuristics
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author Carrizosa Priego, Emilio José
author2 Nogales Gómez, Amaya
Romero Morales, María Dolores
author2_role author
author
author_browse Carrizosa Priego, Emilio José
Nogales Gómez, Amaya
Romero Morales, María Dolores
author_facet Carrizosa Priego, Emilio José
Nogales Gómez, Amaya
Romero Morales, María Dolores
author_role author
collection idUS. Depósito de Investigación de la Universidad de Sevilla
description Recently, Support Vector Machines with the ramp loss (RLM) have attracted attention from the computational point of view. In this technical note, we propose two heuristics, the first one based on solving the continuous relaxation of a Mixed Integer Nonlinear formulation of the RLM and the second one based on the training of an SVM classifier on a reduced dataset identified by an integer linear problem. Our computational results illustrate the ability of our heuristics to handle datasets of much larger size than those previously addressed in the literature.
eu_rights_str_mv openAccess
format article
id ES_cec53bc7dcd5caa7bec6cd5cf02a480a
institution Universidad de Sevilla (US)
instname_str Universidad de Sevilla (US)
network_acronym_str ES
network_name_str España
oai_identifier_str oai:idus.us.es:11441/44819
publishDate 2014
publishDateSort 2014
publisher Springer
publisherStr Springer
reponame_str idUS. Depósito de Investigación de la Universidad de Sevilla
spelling Heuristic approaches for support vector machines with the ramp loss Carrizosa Priego, Emilio José Nogales Gómez, Amaya Romero Morales, María Dolores Support vector machines Ramp loss Mixed integer nonlinear programming Heuristics Recently, Support Vector Machines with the ramp loss (RLM) have attracted attention from the computational point of view. In this technical note, we propose two heuristics, the first one based on solving the continuous relaxation of a Mixed Integer Nonlinear formulation of the RLM and the second one based on the training of an SVM classifier on a reduced dataset identified by an integer linear problem. Our computational results illustrate the ability of our heuristics to handle datasets of much larger size than those previously addressed in the literature. Ministerio de Economía y Competitividad Junta de Andalucía European Regional Development Funds Springer http://hdl.handle.net/11441/44819 https://doi.org/10.1007/s11590-013-0630-9
spellingShingle Heuristic approaches for support vector machines with the ramp loss
Carrizosa Priego, Emilio José
Support vector machines
Ramp loss
Mixed integer nonlinear programming
Heuristics
status_str submittedVersion
title Heuristic approaches for support vector machines with the ramp loss
title_full Heuristic approaches for support vector machines with the ramp loss
title_fullStr Heuristic approaches for support vector machines with the ramp loss
title_full_unstemmed Heuristic approaches for support vector machines with the ramp loss
title_short Heuristic approaches for support vector machines with the ramp loss
title_sort Heuristic approaches for support vector machines with the ramp loss
topic Support vector machines
Ramp loss
Mixed integer nonlinear programming
Heuristics
topic_facet Support vector machines
Ramp loss
Mixed integer nonlinear programming
Heuristics
url http://hdl.handle.net/11441/44819
https://doi.org/10.1007/s11590-013-0630-9