US2007005538A1PendingUtilityA1

Lagrangian support vector machine

Assignee: WISCONSIN ALUMNI RES FOUNDPriority: Jun 18, 2001Filed: Mar 9, 2006Published: Jan 4, 2007
Est. expiryJun 18, 2021(expired)· nominal 20-yr term from priority
G06F 18/2411
37
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Cited by
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Claims

Abstract

A Lagrangian support vector machine solves problems having massive data sets (e.g., millions of sample points) by defining an input matrix representing a set of data having an input space with a dimension of n that corresponds to a number of features associated with the data set, generating a support vector machine to solve a system of linear equations corresponding to the input matrix with the system of linear equations defined by a positive definite matrix, and calculating a separating surface with the support vector machine to divide the set of data into two subsets of data

Claims

exact text as granted — not AI-modified
1 . A method of classifying numerical data sets comprising the steps of: 
 defining an input matrix representing a set of numerical data having an input space with a dimension of n, wherein n corresponds to a number of features associated with the data set;    generating a support vector machine to solve a system of linear equations corresponding to the input matrix, wherein the system of linear equations is defined by a positive definite matrix; and    calculating a separating surface with the support vector machine to divide the set of numerical data into at least two subsets of data.    
   
   
       2 . A method according to  claim 1 , wherein a dimension of the positive definite matrix is equal to the dimension of (n+1).  
   
   
       3 . A method according to  claim 2 , wherein the separating surface is a linear surface.  
   
   
       4 . A method according to  claim 2 , wherein the separating surface is a nonlinear surface.  
   
   
       5 . A method according to  claim 3 , wherein the separating surface is midway between a pair of parallel bounding planes.  
   
   
       6 . A method according to  claim 5 , wherein the positive definite matrix is defined as:  
     
       
         
           
             Q 
             = 
             
               
                 
                   I 
                   v 
                 
                 + 
                 
                   H 
                   ⁢ 
                   
                       
                   
                   ⁢ 
                   
                     H 
                     ′ 
                   
                   ⁢ 
                   
                       
                   
                   ⁢ 
                   wherein 
                   ⁢ 
                   
                       
                   
                   ⁢ 
                   H 
                 
               
               = 
               
                 
                   D 
                   ⁡ 
                   
                     [ 
                     
                       A 
                       - 
                       e 
                     
                     ] 
                   
                 
                 . 
               
             
           
         
       
     
     and v is a parameter associated with the distance between the pair of parallel bounding planes, A is a matrix representing the set of data, e is a vector of ones, and D is a diagonal matrix wherein a value on a diagonal of the D matrix is equal to a value of the corresponding row of the A matrix.  
   
   
       7 . A method according to  claim 6 , further comprising the step of minimizing a function defined by:  
     
       
         
           
             
               
                 min 
                 
                   
                     0 
                     ≤ 
                     u 
                   
                   ∈ 
                   
                     R 
                     m 
                   
                 
               
               ⁢ 
               
                 
                   f 
                   ⁡ 
                   
                     ( 
                     u 
                     ) 
                   
                 
                 ⁢ 
                 
                   : 
                 
                 = 
                 
                   1 
                   2 
                 
                 ⁢ 
                 
                   u 
                   ′ 
                 
                 ⁢ 
                 Q 
                 ⁢ 
                 
                     
                 
                 ⁢ 
                 u 
               
             
             - 
             
               
                 e 
                 ′ 
               
               ⁢ 
               
                 u 
                 . 
               
             
           
         
       
     
   
   
       8 . A method according to  claim 7 , wherein the separating plane is generated by iteratively calculating a value u defined by:  
         u   i+1   =Q   −1 ( e +(( Qu   i   −e )−α u   i ) + ), i= 0,1, . . . ,.  
   
   
       9 . A method according to  claim 8 , wherein global linear convergence is achieved by satisfying a condition defined by:  
     
       
         
           
             0 
             ⁢ 
             
               〈 
             
             ⁢ 
             α 
             ⁢ 
             
               〈 
             
             ⁢ 
             
               
                 2 
                 v 
               
               . 
             
           
         
       
     
   
   
       10 . A method according to  claim 9 , wherein the separating surface is defined by a vector that is orthogonal to the pair of parallel bounding planes, and a coordinate that represents the location of the separating surface relative to an origin.  
   
   
       11 . A method according to  claim 10 , wherein the vector is represented by:  
       w=A′Du.  
   
   
       12 . A method according to  claim 10 , wherein the coordinate is represented by:  
       γ=−e′Du.  
   
   
       13 . A method according to  claim 4 , wherein the positive definite matrix is defined as:  
     
       
         
           
             
               Q 
               = 
               
                 
                   I 
                   v 
                 
                 + 
                 
                   D 
                   ⁢ 
                   
                       
                   
                   ⁢ 
                   
                     K 
                     ⁡ 
                     
                       ( 
                       
                         G 
                         , 
                         
                           G 
                           ′ 
                         
                       
                       ) 
                     
                   
                   ⁢ 
                   D 
                 
               
             
             , 
             
               
                 wherein 
                 ⁢ 
                 
                     
                 
                 ⁢ 
                 G 
               
               = 
               
                 [ 
                 
                   A 
                   - 
                   e 
                 
                 ] 
               
             
           
         
       
     
     and v is a parameter, I is an identity matrix, A is a matrix representing the set of data, e is a vector of ones, D is a matrix wherein a value on a diagonal of the D matrix is equal to the classification of the corresponding row of the A matrix, and K is a mathematical kernel.  
   
   
       14 . A method according to  claim 13 , wherein the kernel K is a positive semidefinite kernel function.  
   
   
       15 . A method according to  claim 14 , wherein the kernel K(A,B) maps R m×n ×R n×l  into R m×l  for AεR m×n  and BεR n×l .  
   
   
       16 . A method according to  claim 15 , wherein the kernel K(A,B) is a Gaussian kernel.  
   
   
       17 . A method according to  claim 16 , further comprising the step of minimizing a function defined by:  
     
       
         
           
             
               
                 min 
                 
                   
                     0 
                     ≤ 
                     u 
                   
                   ∈ 
                   
                     R 
                     m 
                   
                 
               
               ⁢ 
               
                 
                   f 
                   ⁡ 
                   
                     ( 
                     u 
                     ) 
                   
                 
                 ⁢ 
                 
                   : 
                 
                 = 
                 
                   1 
                   2 
                 
                 ⁢ 
                 
                   u 
                   ′ 
                 
                 ⁢ 
                 Q 
                 ⁢ 
                 
                     
                 
                 ⁢ 
                 u 
               
             
             - 
             
               
                 e 
                 ′ 
               
               ⁢ 
               
                 u 
                 . 
               
             
           
         
       
     
   
   
       18 . A method according to  claim 17 , wherein the nonlinear separating surface is generated by iteratively calculating a value u defined by:  
         u   i+1   =Q   −1 ( e +(( Qu   i   −e )−α u   i ) + ), i= 0,1, . . . ,  
   
   
       19 . A method according to  claim 18 , wherein the nonlinear separating surface is defined by:  
     
       
         
           
             
               
                 K 
                 ⁡ 
                 
                   ( 
                   
                     
                       [ 
                       
                         
                           
                             
                               x 
                               ′ 
                             
                           
                           
                             
                               - 
                               1 
                             
                           
                         
                       
                       ] 
                     
                     , 
                     
                       [ 
                       
                         
                           
                             
                               A 
                               ′ 
                             
                           
                         
                         
                           
                             
                               - 
                               
                                 e 
                                 ′ 
                               
                             
                           
                         
                       
                       ] 
                     
                   
                   ) 
                 
               
               ⁢ 
               D 
               ⁢ 
               
                   
               
               ⁢ 
               u 
             
             = 
             0. 
           
         
       
     
   
   
       20 - 41 . (canceled)  
   
   
       42 . A support vector computing machine to classify numerical data sets comprising: 
 an input module that generates an input matrix representing a set of numerical data having an input space with a dimension of n, wherein n corresponds to a number of features associated with the numerical data set;    a processor that receives an input signal from the input module representing the numerical data, wherein the processor calculates an output signal representing a solution to a system of linear equations corresponding to the input signal, and the system of linear equations is defined by a positive definite matrix; and    an output module that divides the set of numerical data into a plurality of subsets of numerical data based on the output signal from the processor that corresponds to a separating surface between the plurality of subsets of data.    
   
   
       43 . A machine according to  claim 42 , wherein a dimension of the positive definite matrix is equal to the dimension of (n+1).  
   
   
       44 . A machine according to  claim 42 , wherein the separating surface is a nonlinear surface.  
   
   
       45 . A method of classifying patients comprising the steps of: 
 defining an input matrix representing a set of patient data having an input space with a dimension of n, wherein n corresponds to a number of features associated with each patient in the set of patient data;    generating a support vector machine to solve a system of linear equations corresponding to the input matrix, wherein the system of linear equations is defined by a positive definite matrix; and    calculating a separating surface with the support vector machine to divide the set of patient data into a plurality of subsets of data.    
   
   
       46 . A method according to  claim 45 , wherein a dimension of the positive definite matrix is equal to the dimension of (n+1).  
   
   
       47 . A method according to  claim 45 , wherein the separating surface is a linear surface.  
   
   
       48 . A method according to  claim 45 , wherein the separating surface is a nonlinear surface.  
   
   
       49 . (canceled)  
   
   
       50 . (canceled)  
   
   
       51 . A machine according to  claim 42 , wherein the separating surface is a linear surface.  
   
   
       52 . A method according to  claim 1 , wherein the at least two subsets of data include a node-positive set of data and a node-negative set of data.  
   
   
       53 . A method according to  claim 1 , wherein the at least two subsets of data include a good prognostic set of data and a poor prognostic set of data.  
   
   
       54 . A method according to  claim 1 , wherein the set of numerical data comprises a set of data indicating presence of metastasized lymph nodes.  
   
   
       55 . A method according to  claim 45 , wherein the plurality of subsets of data include a node-positive set of data and a node-negative set of data.  
   
   
       56 . A method according to  claim 45 , wherein the plurality of subsets of data include a good prognostic set of data, an intermediate prognostic set of data, and a poor prognostic set of data.  
   
   
       57 . A method according to  claim 45 , wherein the set of patient data comprises a set of data indicating presence of metastasized lymph nodes.

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