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Issue No.05 - May (2013 vol.25)
pp: 1083-1096
Shan-Hung Wu , National Tsing Hua University, Hsinchu
Keng-Pei Lin , National Sun Yat-sen University, Kaohsiung
Hao-Heng Chien , National Tsing Hua University, Hsinchu
Chung-Min Chen , Telcordia Technologies Inc., Piscataway
Ming-Syan Chen , National Taiwan University, Taipei
The Support Vector Machines (SVMs) have been widely used for classification due to its ability to give low generalization error. In many practical applications of classification, however, the wrong prediction of a certain class is much severer than that of the other classes, making the original SVM unsatisfactory. In this paper, we propose the notion of Asymmetric Support Vector Machine (ASVM), an asymmetric extension of the SVM, for these applications. Different from the existing SVM extensions such as thresholding and parameter tuning, ASVM employs a new objective that models the imbalance between the costs of false predictions from different classes in a novel way such that user tolerance on false-positive rate can be explicitly specified. Such a new objective formulation allows us of obtaining a lower false-positive rate without much degradation of the prediction accuracy or increase in training time. Furthermore, we show that the generalization ability is preserved with the new objective. We also study the effects of the parameters in ASVM objective and address some implementation issues related to the Sequential Minimal Optimization (SMO) to cope with large-scale data. An extensive simulation is conducted and shows that ASVM is able to yield either noticeable improvement in performance or reduction in training time as compared to the previous arts.
Support vector machines, Accuracy, Training, Postal services, Tuning, Testing, Cancer, low false-positive learning, Support Vector Machine, classification
Shan-Hung Wu, Keng-Pei Lin, Hao-Heng Chien, Chung-Min Chen, Ming-Syan Chen, "On Generalizable Low False-Positive Learning Using Asymmetric Support Vector Machines", IEEE Transactions on Knowledge & Data Engineering, vol.25, no. 5, pp. 1083-1096, May 2013, doi:10.1109/TKDE.2012.46
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