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Hierarchical linear support vector machine
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DOI：10.1016/j.patcog.2012.06.002.png)
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The increasing size and dimensionality of real-world datasets make it necessary to design efficient algorithms not only in the training process but also in the prediction phase. In applications such as credit card fraud detection, the classifier needs to predict an event in 10 ms at most. In these environments the speed of the prediction constraints heavily outweighs the training costs. We propose a new classification method, called a Hierarchical Linear Support Vector Machine (H-LSVM), based on the construction of an oblique decision tree in which the node split is obtained as a Linear Support Vector Machine. Although other methods have been proposed to break the data space down in subregions to speed up Support Vector Machines, the H-LSVM algorithm represents a very simple and efficient model in training but mainly in prediction for large-scale datasets. Only a few hyperplanes need to be evaluated in the prediction step, no kernel computation is required and the tree structure makes parallelization possible. In experiments with medium and large datasets, the H-LSVM reduces the prediction cost considerably while achieving classification results closer to the non-linear SVM than that of the linear case. (C) 2012 Elsevier Ltd. All rights reserved.
Keyword:
Large-scale learning
Real-time prediction
Support vector machine
Decision tree
Pegasos algorithm
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7.6
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1.3W
被引数:
4.5W
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