报告题目:Nonlinear Smooth Support Vector Machines I,II
报告人:林文伟 教授
报告人单位:台湾交通大学
报告时间:2019年6月27日,下午14:00-16:00
报告地点:九龙湖第一报告厅
报告摘要:
(1) Review of optimization problems with constraints
----Primal form, dual form, Karush-Kuhn-Tuker (KKT) conditions.
----Tangent vectors to feasible set and linearized feasible directions.
(2) Binary classification problems/Supervised learning problems
----Linearly separable case: Maximizing the margin between boundary planes, primal and dualforms.
----Nonseparable case: primal/dual maximization problems for 1-norm/2-norm soft margin SVM.
(3) Nonlinear support vector machine
----Two spiral data set.
----Learning linear machine in feature space.
----Kernel: represent inner product in feature space.
----Kernel Techniques: monomials of degree d, polynomial kernel, Guassian (radial basis function) kernel.
----Dual representation of SVM classifier.
(4) Smooth support vector machine
----SVM as an unconstrained minimization problem.
----Smooth with plus function.
----Newton-Armijo Algorithm.
(5) Nonlinear smooth support vector machine
----Nonlinear SSVM motivation.
----Kernel trick: Gaussian kernel, monomials, polynomials.
----Nonlinear classifier.
(6) Reduced support vector machine
----Reduced SVM: A compressed model.
----A nonlinear kernel application: checkerboard training set.
----Using 50 randomly selected points out of 1000 points.
----Compressed model vs full model.
报告人介绍:
林文伟教授于1987年获得德国Bielefeld大学应用数学博士。现任台湾交通大学应用数学系讲座 教授,曾任台湾大学、台湾清华大学特聘讲座 教授,其研究专长领域是科学计算、数值分析、动力系统、最佳控制等。林教授在SIAM系列刊物,J. Comp. Physics等国际知名学术期刊已发布学术论文140多篇,在矩阵方程的加倍保结构算法、大规模矩阵方程的求解方面做出了巨大的成绩。林教授曾担任台湾科学委员会数学学部评委主席、台湾理论科学研究中心数学组副主任、中心科学家、学术委员等,曾担任《台湾数学杂志》主编,2000-2009年担任Num. Lin. Alg. Appl.杂志编委,目前担任SIAM J. Matrix Analysis and Applications杂志编委。目前为东南大学客座教授,东南大学丘成桐中心“计算几何及其应用”研究方向负责人。