Selective Ensemble Algorithms of Support Vector Machines Based on Constraint Projection

Authors:
Lei Wang;Yong Yang
Affiliations:
School of Economics Information Engineering, Southwest University of Finance and Economics, Chengdu, China 610074 and Research Center of China Payment System, Southwest University of Finance and E ...;Suminet Communication Technology(Shanghai) Co., Ltd, Shanghai, China 200127
Venue:
ISNN 2009 Proceedings of the 6th International Symposium on Neural Networks: Advances in Neural Networks - Part II
Year:
2009

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Abstract

This paper proposes two novel ensemble algorithms for training support vector machines based on constraint projection technique and selective ensemble strategy. Firstly, projective matrices are determined upon randomly selected must-link and cannot-link constraint sets, with which original training samples are transformed into different representation spaces to train a group of base classifiers. Then, two selective ensemble techniques are used to learn the best weighting vector for combining them, namely genetic optimization and minimizing deviation errors respectively. Experiments on UCI datasets show that both proposed algorithms improve the generalization performance of support vector machines significantly, which are much better than classical ensemble algorithms, such as Bagging, Boosting, feature Bagging and LoBag.