Title :
Additive Support Vector Machines for Pattern Classification
Author :
Doumpos, Michael ; Zopounidis, Constantin ; Golfinopoulou, Vassiliki
Author_Institution :
Dept. of Production Eng. & Manage., Tech. Univ. Crete, Chania
fDate :
6/1/2007 12:00:00 AM
Abstract :
Support vector machines (SVMs) are one of the most popular methodologies for the design of pattern classification systems with sound theoretical foundations and high generalizing performance. The SVM framework focuses on linear and nonlinear models that maximize the separating margin between objects belonging in different classes. This paper extends the SVMmodeling context toward the development of additive models that combine the simplicity and transparency/interpretability of linear classifiers with the generalizing performance of nonlinear models. Experimental results are also presented on the performance of the new methodology over existing SVM techniques
Keywords :
pattern classification; support vector machines; pattern classification systems design; support vector machines; Additives; Context modeling; Design methodology; Finance; Pattern classification; Piecewise linear approximation; Piecewise linear techniques; Risk management; Support vector machine classification; Support vector machines; Artificial intelligence; finance; pattern classification; piecewise linear approximation; Algorithms; Artificial Intelligence; Information Storage and Retrieval; Numerical Analysis, Computer-Assisted; Pattern Recognition, Automated;
Journal_Title :
Systems, Man, and Cybernetics, Part B: Cybernetics, IEEE Transactions on
DOI :
10.1109/TSMCB.2006.887427