Title
Statistical SVMs for robust detection, supervised learning, and universal classification
Abstract
The support vector machine (SVM) has emerged as one of the most popular approaches to classification and supervised learning. It is a flexible approach for solving the problems posed in these areas, but the approach is not easily adapted to noisy data in which absolute discrimination is not possible. We address this issue in this paper by returning to the statistical setting. The main contribution is the introduction of a statistical support vector machine (SSVM) that captures all of the desirable features of the SVM, along with desirable statistical features of the classical likelihood ratio test. In particular, we establish the following: (i) The SSVM can be designed so that it forms a continuous function of the data, yet also approximates the potentially discontinuous log likelihood ratio test. (ii) Extension to universal detection is developed, in which only one hypothesis is labeled (a semi-supervised learning problem). (iii) The SSVM generalizes the robust hypothesis testing problem based on a moment class. Motivation for the approach and analysis are each based on ideas from information theory. A detailed performance analysis is provided in the special case of i.i.d. observations. This research was partially supported by NSF under grant CCF 07-29031, by UTRC, Motorola, and by the DARPA ITMANET program. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the authors and do not necessarily reflect the views of the NSF, UTRC, Motorola, or DARPA.
Year
DOI
Venue
2009
10.1109/ITWNIT.2009.5158542
Volos
Keywords
Field
DocType
supervised learning,learning (artificial intelligence),statistical svm,support vector machine,robust detection,universal classification,support vector machines,testing,bayesian methods,learning artificial intelligence,silver,hypothesis test,information analysis,log likelihood ratio,likelihood ratio test,detectors,information theory,robustness,semi supervised learning,data mining
Information theory,Likelihood-ratio test,Computer science,Support vector machine,Robustness (computer science),Supervised learning,Artificial intelligence,Machine learning,Statistical hypothesis testing,Special case,Bayesian probability
Conference
ISBN
Citations 
PageRank 
978-1-4244-4536-3
3
0.59
References 
Authors
8
5
Name
Order
Citations
PageRank
Dayu Huang1487.81
Jayakrishnan Unnikrishnan228021.34
Sean P. Meyn360375.28
Venugopal V. Veeravalli41566150.28
Amit Surana57815.15