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BMC Syst Biol. 2017 Dec 14;11(Suppl 6):115. doi: 10.1186/s12918-017-0479-0.

Optimal projection method determination by Logdet Divergence and perturbed von-Neumann Divergence.

Author information

1
Department of Mathematics, School of Information, Renmin University of China, No.59 Zhong Guan Cun Street, Hai Dian District, Beijing, 100872, China.
2
Department of Mathematics, The University of Hong Kong, Pokfulam Road, Hong Kong, Hong Kong.
3
College of Mathematics and Statistics, Shenzhen University, Nanhai Avenue 3688, Shenzhen, 518060, China. yushan.qiu@szu.edu.cn.
4
School of Mathematics and Statistics, Xi'An Jiaotong University, No.28 West Xianning Road, Xi'An, 710049, China.

Abstract

BACKGROUND:

Positive semi-definiteness is a critical property in kernel methods for Support Vector Machine (SVM) by which efficient solutions can be guaranteed through convex quadratic programming. However, a lot of similarity functions in applications do not produce positive semi-definite kernels.

METHODS:

We propose projection method by constructing projection matrix on indefinite kernels. As a generalization of the spectrum method (denoising method and flipping method), the projection method shows better or comparable performance comparing to the corresponding indefinite kernel methods on a number of real world data sets. Under the Bregman matrix divergence theory, we can find suggested optimal λ in projection method using unconstrained optimization in kernel learning. In this paper we focus on optimal λ determination, in the pursuit of precise optimal λ determination method in unconstrained optimization framework. We developed a perturbed von-Neumann divergence to measure kernel relationships.

RESULTS:

We compared optimal λ determination with Logdet Divergence and perturbed von-Neumann Divergence, aiming at finding better λ in projection method. Results on a number of real world data sets show that projection method with optimal λ by Logdet divergence demonstrate near optimal performance. And the perturbed von-Neumann Divergence can help determine a relatively better optimal projection method.

CONCLUSIONS:

Projection method ia easy to use for dealing with indefinite kernels. And the parameter embedded in the method can be determined through unconstrained optimization under Bregman matrix divergence theory. This may provide a new way in kernel SVMs for varied objectives.

KEYWORDS:

Bregman matrix divergence; Indefinite kernel; Projection method; SVM

PMID:
29297357
PMCID:
PMC5751553
DOI:
10.1186/s12918-017-0479-0
[Indexed for MEDLINE]
Free PMC Article

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