Using Generalization Error Bounds to Train the Set Covering Machine

  • Authors:
  • Zakria Hussain;John Shawe-Taylor

  • Affiliations:
  • Centre for Computational Statistics and Machine Learning Department of Computer Science, University College, London,;Centre for Computational Statistics and Machine Learning Department of Computer Science, University College, London,

  • Venue:
  • Neural Information Processing
  • Year:
  • 2007

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Abstract

In this paper we eliminate the need for parameter estimation associated with the set covering machine (SCM) by directly minimizing generalization error bounds. Firstly, we consider a sub-optimal greedy heuristic algorithm termed the bound set covering machine (BSCM). Next, we propose the branch and bound set covering machine (BBSCM) and prove that it finds a classifier producing the smallest generalization error bound. We further justify empirically the BBSCM algorithm with a heuristic relaxation, called BBSCM(茂戮驴), which guarantees a solution whose bound is within a factor 茂戮驴of the optimal. Experiments comparing against the support vector machine (SVM) and SCM algorithms demonstrate that the approaches proposed can lead to some or all of the following: 1) faster running times, 2) sparser classifiers and 3) competitive generalization error, all while avoiding the need for parameter estimation.