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Online DC Optimization for Online Binary Linear Classification

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Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 9622))

Abstract

This paper concerns online algorithms for online binary linear classification (OBLC) problems in Machine learning. In a sense of “online” classification, an instance sequence is given step by step and on each round, these problems consist in finding a linear classifier for predicting to which label a new instance belongs. In OBCL, the quality of predictions is assessed by a loss function, specifically 0–1 loss function. In fact, this loss function is nonconvex, nonsmooth and thus, such problems become intractable. In literature, Perceptron is a well-known online classification algorithm, in which one substitutes a surrogate convex loss function for the 0–1 loss function. In this paper, we investigate an efficient DC loss function which is a suitable approximation of the usual 0–1 loss function. Basing on Online DC (Difference of Convex functions) programming and Online DCA (DC Algorithms) [10], we develop an online classification algorithm. Numerical experiments on several test problems show the efficiency of our proposed algorithm with respect to Perceptron.

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Notes

  1. 1.

    http://www.ics.uci.edu/~mlearn/MLRepository.html.

  2. 2.

    http://www.csie.ntu.edu.tw/~cjlin/libsvmtools/.

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Acknowledgements

This research is funded by Foundation for Science and Technology Development of Ton Duc Thang University (FOSTECT), website: http://fostect.tdt.edu.vn, under Grant FOSTECT.2015.BR.15.

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Correspondence to Ho Vinh Thanh .

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Thanh, H.V., An, L.T.H., Chien, B.D. (2016). Online DC Optimization for Online Binary Linear Classification. In: Nguyen, N.T., Trawiński, B., Fujita, H., Hong, TP. (eds) Intelligent Information and Database Systems. ACIIDS 2016. Lecture Notes in Computer Science(), vol 9622. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-49390-8_64

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  • DOI: https://doi.org/10.1007/978-3-662-49390-8_64

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-662-49389-2

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