Bi-parameter space partition for cost-sensitive SVM

Bin Gu, Victor S. Sheng, Shuo Li

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

51 Scopus citations

Abstract

Model selection is an important problem of cost-sensitive SVM (CS-SVM). Although using solution path to find global optimal parameters is a powerful method for model selection, it is a challenge to extend the framework to solve two regularization parameters of CS-SVM simultaneously. To overcome this challenge, we make three main steps in this paper. (i) A critical-regions-based biparameter space partition algorithm is proposed to present all piecewise linearities of CS-SVM. (ii) An invariant-regions-based bi-parameter space partition algorithm is further proposed to compute empirical errors for all parameter pairs. (iii) The global optimal solutions for K-fold cross validation are computed by superposing K invariant region based bi-parameter space partitions into one. The three steps constitute the model selection of CS-SVM which can find global optimal parameter pairs in K-fold cross validation. Experimental results on seven normal datsets and four imbalanced datasets, show that our proposed method has better generalization ability and than various kinds of grid search methods, however, with less running time.

Original languageEnglish
Title of host publicationIJCAI 2015 - Proceedings of the 24th International Joint Conference on Artificial Intelligence
EditorsMichael Wooldridge, Qiang Yang
PublisherInternational Joint Conferences on Artificial Intelligence
Pages3532-3539
Number of pages8
ISBN (Electronic)9781577357384
StatePublished - 2015
Event24th International Joint Conference on Artificial Intelligence, IJCAI 2015 - Buenos Aires, Argentina
Duration: Jul 25 2015Jul 31 2015

Publication series

NameIJCAI International Joint Conference on Artificial Intelligence
Volume2015-January
ISSN (Print)1045-0823

Conference

Conference24th International Joint Conference on Artificial Intelligence, IJCAI 2015
CountryArgentina
CityBuenos Aires
Period07/25/1507/31/15

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