TY - JOUR

T1 - Two criteria for model selection in multiclass support vector machines

AU - Wang, Lei

AU - Xue, Ping

AU - Chan, Kap Luk

PY - 2008

Y1 - 2008

N2 - Practical applications call for efficient model selection criteria for multiclass support vector machine (SVM) classification. To solve this problem, this paper develops two model selection criteria by combining or redefining the radius-margin bound used in binary SVMs. The combination is justified by linking the test error rate of a multiclass SVM with that of a set of binary SVMs. The redefinition, which is relatively heuristic, is inspired by the conceptual relationship between the radius-margin bound and the class separability measure. Hence, the two criteria are developed from the perspective of model selection rather than a generalization of the radius-margin bound for multiclass SVMs. As demonstrated by extensive experimental study, the minimization of these two criteria achieves good model selection on most data sets. Compared with the κ-fold cross validation which is often regarded as a benchmark, these two criteria give rise to comparable performance with much less computational overhead, particularly when a large number of model parameters are to be optimized.

AB - Practical applications call for efficient model selection criteria for multiclass support vector machine (SVM) classification. To solve this problem, this paper develops two model selection criteria by combining or redefining the radius-margin bound used in binary SVMs. The combination is justified by linking the test error rate of a multiclass SVM with that of a set of binary SVMs. The redefinition, which is relatively heuristic, is inspired by the conceptual relationship between the radius-margin bound and the class separability measure. Hence, the two criteria are developed from the perspective of model selection rather than a generalization of the radius-margin bound for multiclass SVMs. As demonstrated by extensive experimental study, the minimization of these two criteria achieves good model selection on most data sets. Compared with the κ-fold cross validation which is often regarded as a benchmark, these two criteria give rise to comparable performance with much less computational overhead, particularly when a large number of model parameters are to be optimized.

KW - Class separability measure

KW - Model selection

KW - Multiclass classification

KW - Multiclass support vector machines (SVMs)

KW - Radius-margin bound

UR - http://www.scopus.com/inward/record.url?scp=57049126274&partnerID=8YFLogxK

U2 - 10.1109/TSMCB.2008.927272

DO - 10.1109/TSMCB.2008.927272

M3 - Article

SN - 1083-4419

VL - 38

SP - 1432

EP - 1448

JO - IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics

JF - IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics

IS - 6

ER -