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一般化最小包含球的大样本快速学习方法

DOI: 10.3724/SP.J.1004.2012.01831, PP. 1831-1840

Keywords: 一般化最小包含球,大样本,核心向量机,核心集,拓展核心集

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Abstract:

?标准最小包含球(Minimumenclosingball,MEB)模型的对偶问题可视为MEB问题并能够利用核心集向量机(Corevectormachine,CVM)实现大样本的快速训练,但对于一般化MEB模型,对偶问题中的不等式约束发生了变化而不能视为MEB问题,不能方便地使用CVM来解决大样本的快速训练.为此,提出了一般化MEB快速学习方法(FastlearningofgeneralizedMEB,FL-GMEB),首先放松对偶问题中的不等式约束条件,使其等价于中心约束的MEB问题,从而利用CVM获得其核心集(Coreset,CS);然后利用局部线性嵌入(Locallylinearembedding,LLE)的逆思想将CS扩充为拓展核心集(Extendedcoreset,ECS);最后将ECS及其对应的优化权作为一般化MEB模型的逼近解.UCI和USPS数据集上的实验结果表明,FL-GMEB在大样本快速训练方面具有较好的性能优势.

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