Progressive refinement for support vector machines

  • Authors:
  • Kiri L. Wagstaff;Michael Kocurek;Dominic Mazzoni;Benyang Tang

  • Affiliations:
  • Jet Propulsion Laboratory, California Institute of Technology, Pasadena, USA 91109;California Institute of Technology, Pasadena, USA 91125;Jet Propulsion Laboratory, California Institute of Technology, Pasadena, USA 91109 and Google Inc., Santa Monica, USA;Jet Propulsion Laboratory, California Institute of Technology, Pasadena, USA 91109

  • Venue:
  • Data Mining and Knowledge Discovery
  • Year:
  • 2010

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Abstract

Support vector machines (SVMs) have good accuracy and generalization properties, but they tend to be slow to classify new examples. In contrast to previous work that aims to reduce the time required to fully classify all examples, we present a method that provides the best-possible classification given a specific amount of computational time. We construct two SVMs: a "full" SVM that is optimized for high accuracy, and an approximation SVM (via reduced-set or subset methods) that provides extremely fast, but less accurate, classifications. We apply the approximate SVM to the full data set, estimate the posterior probability that each classification is correct, and then use the full SVM to reclassify items in order of their likelihood of misclassification. Our experimental results show that this method rapidly achieves high accuracy, by selectively devoting resources (reclassification) only where needed. It also provides the first such progressive SVM solution that can be applied to multiclass problems.