Least Square Transduction Support Vector Machine

摘要

Support vector machine (SVM) is a general and powerful learning machine, which adopts supervised manner. However, for many practical machine learning and data mining applications, unlabeled training examples are readily available but labeled ones are very expensive to be obtained. Therefore, semi-supervised learning emerges as the times require. At present, the combination of SVM and semi-supervised learning principle such as transductive learning has attracted more and more attentions. Transductive support vector machine (TSVM) learns a large margin hyperplane classifier using labeled training data, but simultaneously force this hyperplane to be far away from the unlabeled data. TSVM might seem to be the perfect semi-supervised algorithm since it combines the powerful regularization of SVMs and a direct implementation of the clustering assumption, nevertheless its objective function is non-convex and then it is difficult to be optimized. This paper aims to solve this difficult problem. We apply least square support vector machine to implement TSVM, which can ensure that the objective function is convex and the optimization solution can then be easily found by solving a set of linear equations. Simulation results demonstrate that the proposed method can exploit unlabeled data to yield good performance effectively.