一种大数据集上的非线性PSVM训练方法  

A Training Method for Nonlinear PSVM on Large Datasets

作　　者：单莘[1] 朱永宣[1] 郭军[1] 

机构地区：[1]北京邮电大学信息工程学院,北京100876

出　　处：《微电子学与计算机》2006年第7期20-23,共4页Microelectronics & Computer

基　　金：教育部科学技术研究重点项目(02029)

摘　　要：PSVM作为一种新型SVM方法,避免了求解二次规划问题,具有更快的计算速度,但对于大规模数据集,采用传统方法求解非线性PSVM面临大矩阵求逆的困难。文章基于共轭梯度法结合低秩估计提出了一个大数据集上的非线性PSVM训练方法NPSVM-LD,通过多次迭代的矩阵乘积运算避免了对大矩阵的求逆。在UCI数据集上的实验表明,该方法能够在应用非线性核函数条件下,使PSVM有效处理规模在10000以内的训练集的情况。As a new method of SVM, PSVM works faster by avoiding solving quadratic programming problems. However, to solve nonlinear PSVM by traditional method has the difficulty in inverting a large-scale matrix. In this paper we present a training method for nonlinear PSVM on large datasets-NPSVM-LD which is based on the conjugate gradient method combined with low rank approximation. The method avoid inverting a large-scale matrix by iterative matrix multiplications. Experiments on UCI dataset indicate that the method enable nonlinear PSVM to tackle training sets whose scale is no more than 10000 efficiently.

关 键 词：支持向量机 PSVM 共轭梯度法 低秩估计 

分 类 号：TP31[自动化与计算机技术—计算机软件与理论]