Margin-like quantities and generalized approximate cross validation for support vector machines

Grace Wahba, Yi Lin, Hao Zhang

Research output: Contribution to conferencePaper

8 Citations (Scopus)

Abstract

We examine Support Vector Machines from the point of view of solutions to variational problems in a reproducing kernel Hilbert space. We discuss the Generalized Comparative Kullback-Leibler Distance as a target for choosing tuning parameters in SVM's, and we propose that the Generalized Approximate Cross Validation estimate of them is a reasonable proxy for this target. We indicate an interesting relationship between the GACV and the SVM margin.

Original languageEnglish (US)
Pages12-20
Number of pages9
StatePublished - Dec 1 1999
Externally publishedYes
EventProceedings of the 1999 9th IEEE Workshop on Neural Networks for Signal Processing (NNSP'99) - Madison, WI, USA
Duration: Aug 23 1999Aug 25 1999

Conference

ConferenceProceedings of the 1999 9th IEEE Workshop on Neural Networks for Signal Processing (NNSP'99)
CityMadison, WI, USA
Period8/23/998/25/99

Fingerprint

Hilbert spaces
Support vector machines
Tuning

ASJC Scopus subject areas

  • Signal Processing
  • Software
  • Electrical and Electronic Engineering

Cite this

Wahba, G., Lin, Y., & Zhang, H. (1999). Margin-like quantities and generalized approximate cross validation for support vector machines. 12-20. Paper presented at Proceedings of the 1999 9th IEEE Workshop on Neural Networks for Signal Processing (NNSP'99), Madison, WI, USA, .

Margin-like quantities and generalized approximate cross validation for support vector machines. / Wahba, Grace; Lin, Yi; Zhang, Hao.

1999. 12-20 Paper presented at Proceedings of the 1999 9th IEEE Workshop on Neural Networks for Signal Processing (NNSP'99), Madison, WI, USA, .

Research output: Contribution to conferencePaper

Wahba, G, Lin, Y & Zhang, H 1999, 'Margin-like quantities and generalized approximate cross validation for support vector machines', Paper presented at Proceedings of the 1999 9th IEEE Workshop on Neural Networks for Signal Processing (NNSP'99), Madison, WI, USA, 8/23/99 - 8/25/99 pp. 12-20.
Wahba G, Lin Y, Zhang H. Margin-like quantities and generalized approximate cross validation for support vector machines. 1999. Paper presented at Proceedings of the 1999 9th IEEE Workshop on Neural Networks for Signal Processing (NNSP'99), Madison, WI, USA, .
Wahba, Grace ; Lin, Yi ; Zhang, Hao. / Margin-like quantities and generalized approximate cross validation for support vector machines. Paper presented at Proceedings of the 1999 9th IEEE Workshop on Neural Networks for Signal Processing (NNSP'99), Madison, WI, USA, .9 p.
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