Linear program algorithm for estimating the generalization performance of SVM

Authors:
Dong Chun-xi;Rao Xian;Yang Shao-quan;Wei Qing
Affiliations:
School of Electronic Engineering, Xidian University, China;School of Electronic Engineering, Xidian University, China;School of Electronic Engineering, Xidian University, China;School of Electronic Engineering, Xidian University, China
Venue:
ICNC'06 Proceedings of the Second international conference on Advances in Natural Computation - Volume Part II
Year:
2006

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Abstract

A novel algorithm applied linear program to estimate the generalization performance of SVM is presented. When span is used to estimate the generalization performance of SVM, a series of quadratic programs needs to be solved, of which the object function defines an elliptic norm. Based on the theorem of convergence property of norm, the function can be approximated to an infinity norm, and then a linear program is achieved. The theoretic analysis and experiment results show that the method can estimate the generalization performance well and reduce the computation time greatly.