TY - GEN
T1 - HIPAD - A hybrid interior-point alternating direction algorithm for knowledge-based SVM and feature selection
AU - Qin, Zhiwei
AU - Tang, Xiaocheng
AU - Akrotirianakis, Ioannis
AU - Chakraborty, Amit
PY - 2014
Y1 - 2014
N2 - We consider classification tasks in the regime of scarce labeled training data in high dimensional feature space, where specific expert knowledge is also available. We propose a new hybrid optimization algorithm that solves the elastic-net support vector machine (SVM) through an alternating direction method of multipliers in the first phase, followed by an interior-point method for the classical SVM in the second phase. Both SVM formulations are adapted to knowledge incorporation. Our proposed algorithm addresses the challenges of automatic feature selection, high optimization accuracy, and algorithmic flexibility for taking advantage of prior knowledge. We demonstrate the effectiveness and efficiency of our algorithm and compare it with existing methods on a collection of synthetic and real-world data.
AB - We consider classification tasks in the regime of scarce labeled training data in high dimensional feature space, where specific expert knowledge is also available. We propose a new hybrid optimization algorithm that solves the elastic-net support vector machine (SVM) through an alternating direction method of multipliers in the first phase, followed by an interior-point method for the classical SVM in the second phase. Both SVM formulations are adapted to knowledge incorporation. Our proposed algorithm addresses the challenges of automatic feature selection, high optimization accuracy, and algorithmic flexibility for taking advantage of prior knowledge. We demonstrate the effectiveness and efficiency of our algorithm and compare it with existing methods on a collection of synthetic and real-world data.
KW - Alternating direction method of multipliers
KW - Domain knowledge
KW - Elastic net
KW - Interior point methods
KW - Support vector machine
UR - https://www.scopus.com/pages/publications/84905833620
UR - https://www.scopus.com/pages/publications/84905833620#tab=citedBy
U2 - 10.1007/978-3-319-09584-4_28
DO - 10.1007/978-3-319-09584-4_28
M3 - Conference contribution
AN - SCOPUS:84905833620
SN - 9783319095837
T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
SP - 324
EP - 340
BT - Learning and Intelligent Optimization - 8th International Conference, Lion 8, Revised Selected Papers
PB - Springer Verlag
T2 - 8th International Conference on Learning and Intelligent OptimizatioN, LION 2014
Y2 - 16 February 2014 through 21 February 2014
ER -