Walters, B, Ortega-Martorell, S, Olier, I and Lisboa, PJG (2021) The partial response SVM. In: ESANN 2021 proceedings, European Symposium on Artificial Neural Networks, Computational Intelligence and Machine Learning . (ESANN 2021 - European Symposium on Artificial Neural Networks, Computational Intelligence and Machine Learning, 06 October 2021 - 08 October 2021, Online).

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Abstract

We introduce a probabilistic algorithm for binary classification based on the SVM through the application of the ANOVA decomposition for multivariate functions to express the logit of the Platt estimate of the posterior probability as a non-redundant sum of functions of fewer variables (partial responses) followed by feature selection with the Lasso. The partial response SVM (prSVM) is compared with previous interpretable models of the SVM. Its accuracy and stability are demonstrated with real-world data sets.

Item Type:	Conference or Workshop Item (Paper)
Subjects:	Q Science > QA Mathematics Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Divisions:	Computer Science & Mathematics
Publisher:	Ciaco - i6doc.com
Date Deposited:	25 Mar 2022 15:24
Last Modified:	13 Apr 2022 15:18
DOI or ID number:	10.14428/esann/2021.es2021-36
URI:	https://researchonline.ljmu.ac.uk/id/eprint/16510

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