Support Vector Machines, Reproducing Kernel Hilbert Spaces and the Randomized GACV (1998)
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BibTeX
@MISC{Wahba98supportvector,
author = {Grace Wahba and Grace Wahba},
title = {Support Vector Machines, Reproducing Kernel Hilbert Spaces and the Randomized GACV},
year = {1998}
}
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Abstract
this paper we very briefly review some of these results. RKHS can be chosen tailored to the problem at hand in many ways, and we review a few of them, including radial basis function and smoothing spline ANOVA spaces. Girosi (1997), Smola and Scholkopf (1997), Scholkopf et al (1997) and others have noted the relationship between SVM's and penalty methods as used in the statistical theory of nonparametric regression. In Section 1.2 we elaborate on this, and show how replacing the likelihood functional of the logit (log odds ratio) in penalized likelihood methods for Bernoulli [yes-no] data, with certain other functionals of the logit (to be called SVM functionals) results in several of the SVM's that are of modern research interest. The SVM functionals we consider more closely resemble a "goodness-of-fit" measured by classification error than a "goodness-of-fit" measured by the comparative Kullback-Liebler distance, which is frequently associated with likelihood functionals. This observation is not new or profound, but it is hoped that the discussion here will help to bridge the conceptual gap between classical nonparametric regression via penalized likelihood methods, and SVM's in RKHS. Furthermore, since SVM's can be expected to provide more compact representations of the desired classification boundaries than boundaries based on estimating the logit by penalized likelihood methods, they have potential as a prescreening or model selection tool in sifting through many variables or regions of attribute space to find influential quantities, even when the ultimate goal is not classification, but to understand how the logit varies as the important variables change throughout their range. This is potentially applicable to the variable/model selection problem in demographic m...







