Time-Adaptive Support Vector Machines

• Autores: Guillermo L Grinblat, P.M. Granitto, Alejandro Ceccatto
• Localización: Inteligencia artificial: Revista Iberoamericana de Inteligencia Artificial, ISSN-e 1988-3064, ISSN 1137-3601, Vol. 12, Nº. 40, 2008, págs. 39-50
• Idioma: inglés
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• Resumen

  • In this work we propose an adaptive classification method able both to learn and to follow the temporal evolution of a drifting concept. With that purpose we introduce a modified SVM classifier, created using multiple hyperplanes valid only at small temporal intervals (windows). In contrast to other strategies proposed in the literature, our method learns all hyperplanes in a global way, minimizing a cost function that evaluates the error committed by this family of local classifiers plus a measure associated to the VC dimension of the family. We also show how the idea of slowly changing classifiers can be applied to non-linear stationary concepts with results similar to those obtained with normal SVMs using gaussian kernels.