Title
A P-ADMM for sparse quadratic kernel-free least squares semi-supervised support vector machine.
Abstract
In this paper, we propose a sparse quadratic kernel-free least squares semi-supervised support vector machine model by adding an L1 norm regularization term to the objective function and using the least squares method, which results in a nonconvex and nonsmooth quadratic programming problem. For computational considerations, we use the smoothing technique and consensus technique. Then we adopt the proximal alternating direction method of multipliers (P-ADMM) to solve it, as well as propose a strategy of parameter selection. Then we not only derive the convergence analysis of algorithm, but also estimate the convergence rate as o(1/k), where k is the number of iteration. This gives the best bound of P-ADMM known so far for nonconvex consensus problem. To demonstrate the efficiency of our model, we compare the proposed method with several state-of-the-art methods. The numerical results show that our model can achieve both better accuracy and sparsity.
Year
DOI
Venue
2018
10.1016/j.neucom.2018.03.069
Neurocomputing
Keywords
Field
DocType
Semi-supervised support vector machine,Sparsity,Quadratic kernel-free least square,Smoothing,Consensus model,P-ADMM
Kernel (linear algebra),Least squares,Pattern recognition,Support vector machine,Quadratic equation,Algorithm,Smoothing,Regularization (mathematics),Artificial intelligence,Rate of convergence,Quadratic programming,Mathematics
Journal
Volume
ISSN
Citations 
306
0925-2312
0
PageRank 
References 
Authors
0.34
15
4
Name
Order
Citations
PageRank
Yaru Zhan100.34
Yanqin Bai242.43
Wei Zhang300.68
Shihui Ying423323.32