Biomedical subjects

S Sathiya Keerthi

Publications and source records attributed to S Sathiya Keerthi.

5 recordsLinked to original sources

PubMed2007

Fast generalized cross-validation algorithm for sparse model learning.

We propose a fast, incremental algorithm for designing linear regression models. The proposed algorithm generates a sparse model by optimizing multiple smoothing parameters using the generalized cross-validation approach. The performances on synthetic and real-world data sets are compared with other incremental algorithms such as Tipping and Faul's fast relevance vector machine, Chen et al.'s orthogonal least squares, and Orr's regularized forward selection. The results demonstrate that the proposed algorithm is competitive.

Algorithms↗

PubMed2005

An improved conjugate gradient scheme to the solution of least squares SVM.

The least square support vector machines (LS-SVM) formulation corresponds to the solution of a linear system of equations. Several approaches to its numerical solutions have been proposed in the literature. In this letter, we propose an improved method to the numerical solution of LS-SVM and show that the problem can be solved using one reduced system of linear equations. Compared with the existing algorithm for LS-SVM, the approach used in this letter is about twice as efficient. Numerical results using the proposed method are provided for comparisons with other existing algorithms.

Least-Squares Analysis↗

PubMed2004

Bayesian support vector regression using a unified loss function.

In this paper, we use a unified loss function, called the soft insensitive loss function, for Bayesian support vector regression. We follow standard Gaussian processes for regression to set up the Bayesian framework, in which the unified loss function is used in the likelihood evaluation. Under this framework, the maximum a posteriori estimate of the function values corresponds to the solution of an extended support vector regression problem. The overall approach has the merits of support vector regression such as convex quadratic programming and sparsity in solution representation. It also has the advantages of Bayesian methods for model adaptation and error bars of its predictions. Experimental results on simulated and real-world data sets indicate that the approach works well even on large data sets.

Bayes Theorem↗

PubMed2004

An efficient method for computing leave-one-out error in support vector machines with Gaussian kernels.

In this paper, we give an efficient method for computing the leave-one-out (LOO) error for support vector machines (SVMs) with Gaussian kernels quite accurately. It is particularly suitable for iterative decomposition methods of solving SVMs. The importance of various steps of the method is illustrated in detail by showing the performance on six benchmark datasets. The new method often leads to speedups of 10-50 times compared to standard LOO error computation. It has good promise for use in hyperparameter tuning and model comparison

Computing Methodologies↗

PubMed2003

Asymptotic behaviors of support vector machines with Gaussian kernel.

Support vector machines (SVMs) with the gaussian (RBF) kernel have been popular for practical use. Model selection in this class of SVMs involves two hyperparameters: the penalty parameter C and the kernel width sigma. This letter analyzes the behavior of the SVM classifier when these hyperparameters take very small or very large values. Our results help in understanding the hyperparameter space that leads to an efficient heuristic method of searching for hyperparameter values with small generalization errors. The analysis also indicates that if complete model selection using the gaussian kernel has been conducted, there is no need to consider linear SVM.

Models, Theoretical↗