Title
Random Projections for Linear Support Vector Machines
Abstract
Let X be a data matrix of rank ρ, whose rows represent n points in d-dimensional space. The linear support vector machine constructs a hyperplane separator that maximizes the 1-norm soft margin. We develop a new oblivious dimension reduction technique that is precomputed and can be applied to any input matrix X. We prove that, with high probability, the margin and minimum enclosing ball in the feature space are preserved to within ε-relative error, ensuring comparable generalization as in the original space in the case of classification. For regression, we show that the margin is preserved to ε-relative error with high probability. We present extensive experiments with real and synthetic data to support our theory.
Year
DOI
Venue
2014
10.1145/2641760
TKDD
Keywords
Field
DocType
algorithms,experimentation,dimensionality reduction,general,optimization,theory,classification,design methodology,support vector machines
Row,Feature vector,Dimensionality reduction,Matrix (mathematics),Support vector machine,Synthetic data,Artificial intelligence,Hyperplane,Margin classifier,Machine learning,Mathematics
Journal
Volume
Issue
ISSN
8
4
1556-4681
Citations 
PageRank 
References 
15
0.64
24
Authors
4
Name
Order
Citations
PageRank
Saurabh Paul1543.23
Christos Boutsidis261033.37
Malik Magdon-Ismail3914104.34
Petros Drineas42165201.55