The evidence framework applied to support vector machines

被引:110
作者
Kwok, JTY [1 ]
机构
[1] Hong Kong Baptist Univ, Dept Comp Sci, Hong Kong, Peoples R China
来源
IEEE TRANSACTIONS ON NEURAL NETWORKS | 2000年 / 11卷 / 05期
关键词
Bayesian inference; evidence framework; support vector machine (SVM);
D O I
10.1109/72.870047
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
In this paper, we show that training of the support vector machine (SVM) can be interpreted as performing the level 1 inference of MacKay's evidence framework. We further on show that levels 2 and 3 of the evidence framework can also be applied to SVMs. This integration allows automatic adjustment of the regularization parameter and the kernel parameter to their near-optimal values, Moreover, it opens up a wealth of Bayesian tools for use with SVMs. Performance of this method is evaluated on both synthetic and real-world data sets.
引用
收藏
页码:1162 / 1173
页数:12
相关论文
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