$\ell_0$-Regularized Quadratic Surface Support Vector Machines
- URL: http://arxiv.org/abs/2501.11268v3
- Date: Sun, 10 Aug 2025 21:41:44 GMT
- Title: $\ell_0$-Regularized Quadratic Surface Support Vector Machines
- Authors: Ahmad Mousavi, Ramin Zandvakili,
- Abstract summary: Kernel-free quadratic surface support vector machines have recently gained traction due to their flexibility in modeling nonlinear decision boundaries without relying on kernel functions.<n>We propose a sparse variant of the QSVM by enforcing a cardinality constraint on the model parameters.<n>We validate our approach on several real-world datasets, demonstrating its ability to reduce overfitting while maintaining strong classification performance.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Kernel-free quadratic surface support vector machines have recently gained traction due to their flexibility in modeling nonlinear decision boundaries without relying on kernel functions. However, the introduction of a full quadratic classifier significantly increases the number of model parameters, scaling quadratically with data dimensionality, which often leads to overfitting and makes interpretation difficult. To address these challenges, we propose a sparse variant of the QSVM by enforcing a cardinality constraint on the model parameters. While enhancing generalization and promoting sparsity, leveraging the $\ell_0$-norm inevitably incurs additional computational complexity. To tackle this, we develop a penalty decomposition algorithm capable of producing solutions that provably satisfy the first-order Lu-Zhang optimality conditions. Our approach accommodates both hinge and quadratic loss functions. In both cases, we demonstrate that the subproblems arising within the algorithm either admit closed-form solutions or can be solved efficiently through dual formulations, which contributes to the method's overall effectiveness. We also analyze the convergence behavior of the algorithm under both loss settings. Finally, we validate our approach on several real-world datasets, demonstrating its ability to reduce overfitting while maintaining strong classification performance. The complete implementation and experimental code are publicly available at https://github.com/raminzandvakili/L0-QSVM.
Related papers
- GPU-friendly and Linearly Convergent First-order Methods for Certifying Optimal $k$-sparse GLMs [7.079949618914198]
Branch-and-Bound (BnB) frameworks can certify optimality using perspective relaxations.<n>Existing methods for solving these relaxations are computationally intensive, limiting their scalability.<n>We develop a unified proximal framework that is both linearly convergent and computationally efficient.
arXiv Detail & Related papers (2026-03-01T22:26:09Z) - Optimal Transportation and Alignment Between Gaussian Measures [80.4634530260329]
Optimal transport (OT) and Gromov-Wasserstein (GW) alignment provide interpretable geometric frameworks for datasets.<n>Because these frameworks are computationally expensive, large-scale applications often rely on closed-form solutions for Gaussian distributions under quadratic cost.<n>This work provides a comprehensive treatment of Gaussian, quadratic cost OT and inner product GW (IGW) alignment, closing several gaps in the literature to broaden applicability.
arXiv Detail & Related papers (2025-12-03T09:01:48Z) - Inertial Quadratic Majorization Minimization with Application to Kernel Regularized Learning [1.0282274843007797]
We introduce the Quadratic Majorization Minimization with Extrapolation (QMME) framework and establish its sequential convergence properties.<n>To demonstrate practical advantages, we apply QMME to large-scale kernel regularized learning problems.
arXiv Detail & Related papers (2025-07-06T05:17:28Z) - Single-loop Algorithms for Stochastic Non-convex Optimization with Weakly-Convex Constraints [49.76332265680669]
This paper examines a crucial subset of problems where both the objective and constraint functions are weakly convex.<n>Existing methods often face limitations, including slow convergence rates or reliance on double-loop designs.<n>We introduce a novel single-loop penalty-based algorithm to overcome these challenges.
arXiv Detail & Related papers (2025-04-21T17:15:48Z) - Accelerated zero-order SGD under high-order smoothness and overparameterized regime [79.85163929026146]
We present a novel gradient-free algorithm to solve convex optimization problems.
Such problems are encountered in medicine, physics, and machine learning.
We provide convergence guarantees for the proposed algorithm under both types of noise.
arXiv Detail & Related papers (2024-11-21T10:26:17Z) - Computation-Aware Gaussian Processes: Model Selection And Linear-Time Inference [55.150117654242706]
We show that model selection for computation-aware GPs trained on 1.8 million data points can be done within a few hours on a single GPU.
As a result of this work, Gaussian processes can be trained on large-scale datasets without significantly compromising their ability to quantify uncertainty.
arXiv Detail & Related papers (2024-11-01T21:11:48Z) - Learning Analysis of Kernel Ridgeless Regression with Asymmetric Kernel Learning [33.34053480377887]
This paper enhances kernel ridgeless regression with Locally-Adaptive-Bandwidths (LAB) RBF kernels.
For the first time, we demonstrate that functions learned from LAB RBF kernels belong to an integral space of Reproducible Kernel Hilbert Spaces (RKHSs)
arXiv Detail & Related papers (2024-06-03T15:28:12Z) - Robust kernel-free quadratic surface twin support vector machine with capped $L_1$-norm distance metric [0.46040036610482665]
This paper proposes a robust capped L_norm kernel-free surface twin support vector machine (CL_QTSVM)
The robustness of our model is further improved by employing the capped L_norm distance metric.
An iterative algorithm is developed to efficiently solve the proposed model.
arXiv Detail & Related papers (2024-05-27T09:23:52Z) - The Convex Landscape of Neural Networks: Characterizing Global Optima
and Stationary Points via Lasso Models [75.33431791218302]
Deep Neural Network Network (DNN) models are used for programming purposes.
In this paper we examine the use of convex neural recovery models.
We show that all the stationary non-dimensional objective objective can be characterized as the standard a global subsampled convex solvers program.
We also show that all the stationary non-dimensional objective objective can be characterized as the standard a global subsampled convex solvers program.
arXiv Detail & Related papers (2023-12-19T23:04:56Z) - Robust Twin Parametric Margin Support Vector Machine for Multiclass Classification [0.0]
We present novel Twin Parametric Margin Support Vector Machine (TPMSVM) models to tackle the problem of multiclass classification.
We construct bounded-by-norm uncertainty sets around each sample and derive the robust counterpart of deterministic models.
We test the proposed TPMSVM methodology on real-world datasets, showing the good performance of the approach.
arXiv Detail & Related papers (2023-06-09T19:27:24Z) - Constrained Optimization via Exact Augmented Lagrangian and Randomized
Iterative Sketching [55.28394191394675]
We develop an adaptive inexact Newton method for equality-constrained nonlinear, nonIBS optimization problems.
We demonstrate the superior performance of our method on benchmark nonlinear problems, constrained logistic regression with data from LVM, and a PDE-constrained problem.
arXiv Detail & Related papers (2023-05-28T06:33:37Z) - Snacks: a fast large-scale kernel SVM solver [0.8602553195689513]
Snacks is a new large-scale solver for Kernel Support Vector Machines.
Snacks relies on a Nystr"om approximation of the kernel matrix and an accelerated variant of the subgradient method.
arXiv Detail & Related papers (2023-04-17T04:19:20Z) - Infeasible Deterministic, Stochastic, and Variance-Reduction Algorithms for Optimization under Orthogonality Constraints [9.301728976515255]
This article provides new practical and theoretical developments for the landing algorithm.
First, the method is extended to the Stiefel manifold.
We also consider variance reduction algorithms when the cost function is an average of many functions.
arXiv Detail & Related papers (2023-03-29T07:36:54Z) - Symmetric Tensor Networks for Generative Modeling and Constrained
Combinatorial Optimization [72.41480594026815]
Constrained optimization problems abound in industry, from portfolio optimization to logistics.
One of the major roadblocks in solving these problems is the presence of non-trivial hard constraints which limit the valid search space.
In this work, we encode arbitrary integer-valued equality constraints of the form Ax=b, directly into U(1) symmetric networks (TNs) and leverage their applicability as quantum-inspired generative models.
arXiv Detail & Related papers (2022-11-16T18:59:54Z) - Learning Graphical Factor Models with Riemannian Optimization [70.13748170371889]
This paper proposes a flexible algorithmic framework for graph learning under low-rank structural constraints.
The problem is expressed as penalized maximum likelihood estimation of an elliptical distribution.
We leverage geometries of positive definite matrices and positive semi-definite matrices of fixed rank that are well suited to elliptical models.
arXiv Detail & Related papers (2022-10-21T13:19:45Z) - Tensor Network Kalman Filtering for Large-Scale LS-SVMs [17.36231167296782]
Least squares support vector machines are used for nonlinear regression and classification.
A framework based on tensor networks and the Kalman filter is presented to alleviate the demanding memory and computational complexities.
Results show that our method can achieve high performance and is particularly useful when alternative methods are computationally infeasible.
arXiv Detail & Related papers (2021-10-26T08:54:03Z) - A Stochastic Composite Augmented Lagrangian Method For Reinforcement
Learning [9.204659134755795]
We consider the linear programming (LP) formulation for deep reinforcement learning.
The augmented Lagrangian method suffers the double-sampling obstacle in solving the LP.
A deep parameterized augment Lagrangian method is proposed.
arXiv Detail & Related papers (2021-05-20T13:08:06Z) - Sparse Universum Quadratic Surface Support Vector Machine Models for
Binary Classification [0.0]
We design kernel-free Universum quadratic surface support vector machine models.
We propose the L1 norm regularized version that is beneficial for detecting potential sparsity patterns in the Hessian of the quadratic surface.
We conduct numerical experiments on both artificial and public benchmark data sets to demonstrate the feasibility and effectiveness of the proposed models.
arXiv Detail & Related papers (2021-04-03T07:40:30Z) - Efficient semidefinite-programming-based inference for binary and
multi-class MRFs [83.09715052229782]
We propose an efficient method for computing the partition function or MAP estimate in a pairwise MRF.
We extend semidefinite relaxations from the typical binary MRF to the full multi-class setting, and develop a compact semidefinite relaxation that can again be solved efficiently using the solver.
arXiv Detail & Related papers (2020-12-04T15:36:29Z) - Memory and Computation-Efficient Kernel SVM via Binary Embedding and
Ternary Model Coefficients [18.52747917850984]
Kernel approximation is widely used to scale up kernel SVM training and prediction.
Memory and computation costs of kernel approximation models are still too high if we want to deploy them on memory-limited devices.
We propose a novel memory and computation-efficient kernel SVM model by using both binary embedding and binary model coefficients.
arXiv Detail & Related papers (2020-10-06T09:41:54Z) - Hybrid Variance-Reduced SGD Algorithms For Nonconvex-Concave Minimax
Problems [26.24895953952318]
We develop an algorithm to solve a class of non-gence minimax problems.
They can also work with both single or two mini-batch derivatives.
arXiv Detail & Related papers (2020-06-27T03:05:18Z) - Provably Convergent Working Set Algorithm for Non-Convex Regularized
Regression [0.0]
This paper proposes a working set algorithm for non-regular regularizers with convergence guarantees.
Our results demonstrate high gain compared to the full problem solver for both block-coordinates or a gradient solver.
arXiv Detail & Related papers (2020-06-24T07:40:31Z) - Effective Dimension Adaptive Sketching Methods for Faster Regularized
Least-Squares Optimization [56.05635751529922]
We propose a new randomized algorithm for solving L2-regularized least-squares problems based on sketching.
We consider two of the most popular random embeddings, namely, Gaussian embeddings and the Subsampled Randomized Hadamard Transform (SRHT)
arXiv Detail & Related papers (2020-06-10T15:00:09Z) - Learnable Subspace Clustering [76.2352740039615]
We develop a learnable subspace clustering paradigm to efficiently solve the large-scale subspace clustering problem.
The key idea is to learn a parametric function to partition the high-dimensional subspaces into their underlying low-dimensional subspaces.
To the best of our knowledge, this paper is the first work to efficiently cluster millions of data points among the subspace clustering methods.
arXiv Detail & Related papers (2020-04-09T12:53:28Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.