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A kernel path algorithm for support vector machines

Published: 20 June 2007 Publication History

Abstract

The choice of the kernel function which determines the mapping between the input space and the feature space is of crucial importance to kernel methods. The past few years have seen many efforts in learning either the kernel function or the kernel matrix. In this paper, we address this model selection issue by learning the hyperparameter of the kernel function for a support vector machine (SVM). We trace the solution path with respect to the kernel hyperparameter without having to train the model multiple times. Given a kernel hyperparameter value and the optimal solution obtained for that value, we find that the solutions of the neighborhood hyperparameters can be calculated exactly. However, the solution path does not exhibit piecewise linearity and extends nonlinearly. As a result, the breakpoints cannot be computed in advance. We propose a method to approximate the breakpoints. Our method is both efficient and general in the sense that it can be applied to many kernel functions in common use.

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  1. A kernel path algorithm for support vector machines

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    cover image ACM Other conferences
    ICML '07: Proceedings of the 24th international conference on Machine learning
    June 2007
    1233 pages
    ISBN:9781595937933
    DOI:10.1145/1273496
    Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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    Published: 20 June 2007

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    • (2023)Kernel Error Path AlgorithmIEEE Transactions on Neural Networks and Learning Systems10.1109/TNNLS.2022.315395334:11(8866-8878)Online publication date: Nov-2023
    • (2023)Kernel Path for ν-Support Vector ClassificationIEEE Transactions on Neural Networks and Learning Systems10.1109/TNNLS.2021.309724834:1(490-501)Online publication date: Jan-2023
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