The Entire Regularization Path for the Support Vector Machine
By Trevor J. Hastie, Saharon Rosset, Robert Tibshirani, Ji Zhu. 2004
745 citations recorded by the source corpus.
Subfields: Optimization & Training
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In Optimization & Training
- Simon Lacoste-Julien
- Francis R. Bach
- Martin Jaggi
- Michael I. Jordan
- Peter Richtárik
- Cynthia Rudin
- Mark W. Schmidt
- Issam Hadj Laradji
Citations in the corpus
- Minding the Gaps for Block Frank-Wolfe Optimization of Structured SVMs (2016, methodology): “Hastie et al. (2004) proposed the path following method to compute the exact regularization path for the binary SVM with L2-regularization.”
- Geometric GAN (2017, neutral): “…the true samples versus fake samples, the primal form of soft-margin SVM can be formulated by Equivalently, the primal form of the soft-margin SVM can be represented using loss + penalty form [17, 14]: where The goal of the SVM optimization (13) is to maximize the margin between the two classes.”
- Regularization Paths for Generalized Linear Models via Coordinate Descent (2010, methodology): “Regularization paths for the support-vector machine (Hastie et al. 2004).”
- Methods and Models for Interpretable Linear Classification (2014, methodology): “To illustrate these points, consider a state-of-the-art approach for producing sparse linear models using `1-regularization, such as LARS [20, 37, 40, 29].”
- A Least-squares Approach to Direct Importance Estimation (2009, methodology): “Theℓ2-r gularization method will be used for theoretical analysis in Section 3.3.”
- An Exponential Lower Bound on the Complexity of Regularization Paths (2009, methodology): “This conjecture was repeatedly stated for the related models in [14, 13, 3, 26, 21, 28, 29, 25].”
- Design of the 2015 ChaLearn AutoML challenge (2015, methodology): “Other authors have devised methods to produce all values of J2(θ) given only a few key samples [50], [51].”
- A Robust Regularization Path Algorithm for $\nu $ -Support Vector Classification (2017, background): “However, most solution algorithms [4]–[7], [9] mainly depend on Assumption 1.”
- Metamodel based high-fidelity stochastic analysis of composite laminates: A concise review with critical comparative assessment (2017, methodology): “For a linear regression, the SVR model can be written as f̂ ðxÞ ¼ ŶðxÞ ¼ hW xi þ b ð79Þ where ŶðxÞ, W and b denote the approximate value of the objective function at x, vector of weights and the bias term, respectively while h i indicates the inner product.”
- CHARACTERIZING THE SOLUTION PATH OF MULTICATEGORY SUPPORT VECTOR MACHINES (2006, methodology): “Moreover, Hastie et al. (2004) empirically demonstrated that the computational cost of obtaining the entire regularization path could be almost the same as getting a single solution by other methods, while misspecification of the tuning parameter can be readily avoided through the SVM path. Motivate”
- Clustering via Mode Seeking by Direct Estimation of the Gradient of a Log-Density (2014, methodology): “, the solutions for all λ ≥ 0) can also be computed efficiently, based on the piece-wise linearity of the solution path with respect to λ [12].”