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Journal of Software:2013.24(7):1601-1613

增量和减量式标准支持向量机的分析
顾彬,郑关胜,王建东
(南京信息工程大学 江苏省网络监控中心, 江苏 南京 210044;南京信息工程大学 计算机与软件学院, 江苏 南京 210044;南京信息工程大学 江苏省网络监控中心, 江苏 南京 210044;南京信息工程大学 计算机与软件学院, 江苏 南京 210044;南京航空航天大学 计算机科学与技术系, 江苏 南京 210016)
Analysis for Incremental and Decremental Standard Support Vector Machine
GU Bin,ZHENG Guan-Sheng,WANG Jian-Dong
(Jiangsu Engineering Center of Network Monitoring, Nanjing University of Information Science and Technology, Nanjing 210044, China;School of Computer and Software, Nanjing University of Information Science and Technology, Nanjing 210044, China;Jiangsu Engineering Center of Network Monitoring, Nanjing University of Information Science and Technology, Nanjing 210044, China;School of Computer and Software, Nanjing University of Information Science and Technology, Nanjing 210044, China;Department of Computer Science and Engineering, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, China)
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Received:May 21, 2012    Revised:July 16, 2012
> 中文摘要: 当训练数据每次发生改变时,例如增加或者删除部分数据,标准支持向量机的批处理算法就需要重新进行训练,这将不适合在线环境的计算.为了克服这个问题,Cauwenberghs 和Poggio 提出了增量和减量式标准支持向量机算法(C&P 算法).通过理论分析,证明C&P 算法的可行性和有限收敛性.可行性证明确保了C&P 算法的每步调整都是可靠的,有限收敛性证明确保了C&P 算法通过有限步调整最终收敛到问题的最优解.在此基础上,进一步通过实验结果验证了所给出的理论分析的结果.
Abstract:Batch implementations of standard support vector machine (SVM) are inefficient on an online setting because they must be retrained from scratch every time the training set is modified (i.e., adding or removing some data samples). To solve this problem, Cauwenberghs and Poggio propose an incremental and decremental support vector classification algorithm (C&P algorithm). This paper proves the feasibility and finite convergence of the C&P algorithm through theoretical analysis. The feasibility ensures that each adjustment step in the C&P algorithm is reliable, and the finite convergence ensures that the C&P algorithm can converge to the optimal solution within finite steps. Finally, the conclusions of the theoretical analysis are verified by the experimental results.
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基金项目:国家自然科学基金重点项目(61139002, 61232016); 国家自然科学基金青年科学基金(61202137); 江苏高校优势学科建设工程资助项目; 南京信息工程大学科研启动费(20110433) 国家自然科学基金重点项目(61139002, 61232016); 国家自然科学基金青年科学基金(61202137); 江苏高校优势学科建设工程资助项目; 南京信息工程大学科研启动费(20110433)
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顾彬,郑关胜,王建东.增量和减量式标准支持向量机的分析.软件学报,2013,24(7):1601-1613

GU Bin,ZHENG Guan-Sheng,WANG Jian-Dong.Analysis for Incremental and Decremental Standard Support Vector Machine.Journal of Software,2013,24(7):1601-1613