Classification using a sparse combination of basis functions

Abstract

Combinations of basis functions are applied here to generate and solve a convex reformulation of several well-known machine learning algorithms like certain variants of boosting methods and Support Vector Machines. We call such a reformulation a Convex Networks (CN) approach. The nonlinear Gauss-Seidel iteration process for solving the CN problem converges globally and fast as we prove. A major property of CN solution is the sparsity, the number of basis functions with nonzero coefficients. The sparsity of the method can effectively be controlled by heuristics where our techniques are inspired by the methods from linear algebra. Numerical results and comparisons demonstrate the effectiveness of the proposed methods on publicly available datasets. As a consequence, the CN approach can perform learning tasks using far fewer basis functions and generate sparse solutions.