Recursive Support Vector Machines for Dimensionality Reduction

The usual dimensionality reduction technique in supervised learning is mainly based on linear discriminant analysis (LDA), but it suffers from singularity or undersampled problems. On the other hand, a regular support vector machine (SVM) separates the data only in terms of one single direction of maximum margin, and the classification accuracy may be not good enough. In this letter, a recursive SVM (RSVM) is presented, in which several orthogonal directions that best separate the data with the maximum margin are obtained. Theoretical analysis shows that a completely orthogonal basis can be derived in feature subspace spanned by the training samples and the margin is decreasing along the recursive components in linearly separable cases. As a result, a new dimensionality reduction technique based on multilevel maximum margin components and then a classifier with high accuracy are achieved. Experiments in synthetic and several real data sets show that RSVM using multilevel maximum margin features can do efficient dimensionality reduction and outperform regular SVM in binary classification problems.