Title
Probabilistic Kernel Support Vector Machines.
Abstract
We propose a probabilistic enhancement of standard {em kernel Support Vector Machines} for binary classification, in order to address the case when, along with given data sets, a description of uncertainty (e.g., error bounds) may be available on each datum. In the present paper, we specifically consider Gaussian distributions to model uncertainty. Thereby, our data consist of pairs $(x_i,Sigma_i)$, $iin{1,ldots,N}$, along with an indicator $y_iin{-1,1}$ to declare membership in one of two categories for each pair. These pairs may be viewed to represent the mean and covariance, respectively, of random vectors $xi_i$ taking values in a suitable linear space (typically ${mathbb R}^n$). Thus, our setting may also be viewed as a modification of Support Vector Machines to classify distributions, albeit, at present, only Gaussian ones. We outline the formalism that allows computing suitable classifiers via a natural modification of the standard ``kernel trick.u0027u0027 The main contribution of this work is to point out a suitable kernel function for applying Support Vector techniques to the setting of uncertain data for which a detailed uncertainty description is also available (herein, ``Gaussian pointsu0027u0027).
Year
Venue
DocType
2019
arXiv: Learning
Journal
Volume
Citations 
PageRank 
abs/1904.06762
0
0.34
References 
Authors
0
3
Name
Order
Citations
PageRank
Yongxin Chen19931.89
Tryphon T. Georgiou221136.71
Allen Tannenbaum33629409.15