Abstract
Semi-supervised support vector machines arise in machine learning as a model of mixed integer programming problem for classification. In this paper, we propose two convex conic relaxations for the original mixed integer programming problem. The first one is a new semi-definite relaxation, and its possibly maximal ratio of the optimal value is estimated approximately. The second one is a doubly nonnegative relaxation, which is relaxed from a well-known conic programming problem called completely positive programming problem that is equivalent to the original problem. Furthermore, we prove that the doubly nonnegative relaxation is tighter than the semi-definite relaxation. Finally, the numerical results show that two proposed relaxations not only generate proper classifiers but also outperform some existing methods in classification accuracy.
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Acknowledgments
We thank two anonymous reviewers for their valuable comments. This research was supported by a grant from National Natural Science Foundation of China (No.11371242).
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Bai, Y., Yan, X. Conic Relaxations for Semi-supervised Support Vector Machines. J Optim Theory Appl 169, 299–313 (2016). https://doi.org/10.1007/s10957-015-0843-4
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DOI: https://doi.org/10.1007/s10957-015-0843-4
Keywords
- Semi-supervised support vector machines
- Convex conic relaxation
- Semi-definite relaxation
- Completely positive programming
- Doubly nonnegative relaxation