함수근사를 위한 서포트 벡터 기계의 커널 애더트론 알고리즘

Kernel Adatron Algorithm of Support Vector Machine for Function Approximation

  • 석경하 (인제대학교 데이터정보학과) ;
  • 황창하 (대구카톨릭대학교 정보통계학과)
  • 발행 : 2000.06.01

초록

함수근사는 과학과 고학부야에서 공범위하게 응용된다. 시포트 벡터 기계(support vector machine, SVM)는 원래 분류를 위해 계안되어져 문자인식, 얼굴인식 등의 응용분야에서 좋은 결과를 보여주고 있다. 최근 SVM이론 함수근사로 확장되어 많이 활용되려 하고 있다. 그러나 함수근사를 위한 SVM 알고리즘은 QP(quadratic proramming)문제와 관련되어있어 계산에 시간이 걸리며 QP를 위한 패키지가 있어야 한다. 본 논문에서는 함수근사를 위해 커널-애더트론 알고리즘을 이용한 SVM을 제안하고 QP를 이용한 SVM과 성능을 비교하고자 한다.

Function approximation from a set of input-output pairs has numerous applications in scientific and engineering areas. Support vector machine (SVM) is a new and very promising classification, regression and function approximation technique developed by Vapnik and his group at AT&TG Bell Laboratories. However, it has failed to establish itself as common machine learning tool. This is partly due to the fact that this is not easy to implement, and its standard implementation requires the use of optimization package for quadratic programming (QP). In this appear we present simple iterative Kernel Adatron (KA) algorithm for function approximation and compare it with standard SVM algorithm using QP.

키워드

참고문헌

  1. C. Burges, 'A Tutorial on Support Vector Machines for Pattern Recognition,' In Data Mining and Knowledge Discovery 2, Kluwer Academic Publishers. Boston, 1998 https://doi.org/10.1023/A:1009715923555
  2. C. Campbell, and N. Cristianini, 'Simple Learning Algorithms for Training Support Vector Machines,' Dept. of Engineering Mathematics Technical Report. U. of Bristol, 1998
  3. N. Cristianin, C. Campbell, and J. Shawe-Taylor. 'Dynamically Adapting Kernels in Support Vector Machines,' NeuroCOLT2 Technical Report, NeuroCOLT. 1998
  4. T. Evgeniou, M. Pontil, and T. Poggio, 'A Unified Framework for Regularization Networks and Support Vector Machines,' MIT AI Laboratory, Technical Report, J999
  5. S Gunn, 'Support Vector Machines for Classification and Regression,' ISIS Technical Report, U. of Southampton. 1998
  6. E. Osuna, R. Freund, and F. Girosi. 'Support Vector Machines . Training and Applications,' MIT AI Laboratory, Technical Report, 1997
  7. X, Shao, 'Model Selection Using Statistical Learning Theory,' Ph. D. Thesis. U. of Minnesota, 1999
  8. A.J Smola, and B. Scholkopf. 'A Tutorial on Support Vector Regression,' NeuroCOLT2 Technical Report, NeuroCOLT, 1998
  9. V. Vapnik, 'The Nature of Statistical Learning Theory,' Springer, 1995
  10. V. Vapnik, 'Statistical Learning Theory,' Springer, 1995
  11. G, Wahba, and S. Wold, 'A completely automatic French curve,' Communications in Statistics, 4, pp. 1-17, 1975