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Effective Monotone Knowledge Integration in Kernel Support Vector Machines

机译:内核支持向量机中有效的单调知识集成

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In many machine learning applications there exists prior knowledge that the response variable should be increasing (or decreasing) in one or more of the features. This is the knowledge of 'monotone' relationships. This paper presents two new techniques for incorporating monotone knowledge into non-linear kernel support vector machine classifiers. Incorporating monotone knowledge is useful because it can improve predictive performance, and satisfy user requirements. While this is relatively straight forward for linear margin classifiers, for kernel SVM it is more challenging to achieve efficiently. We apply the new techniques to real datasets and investigate the impact of monotonicity and sample size on predictive accuracy. The results show that the proposed techniques can significantly improve accuracy when the unconstrained model is not already fully monotone, which often occurs at smaller sample sizes. In contrast, existing techniques demonstrate a significantly lower capacity to increase monotonicity or achieve the resulting accuracy improvements.
机译:在许多机器学习应用程序中,存在先验知识,即一个或多个特征中的响应变量应增加(或减小)。这就是“单调”关系的知识。本文提出了两种将单调知识纳入非线性核支持向量机分类器的新技术。合并单调知识很有用,因为它可以提高预测性能并满足用户要求。尽管对于线性余量分类器而言这相对简单,但对于内核SVM而言,高效实现更具挑战性。我们将新技术应用于实际数据集,并研究单调性和样本量对预测准确性的影响。结果表明,当无约束模型还不是完全单调时,提出的技术可以显着提高准确性,而单调通常出现在较小的样本量下。相反,现有技术显示出明显较低的增加单调性或实现所导致的精度提高的能力。

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