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Support vector machines with two support vectors

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Author Info

  • Marcin Owczarczuk

    ()
    (Department of Applied Econometrics, Warsaw School of Economics)

Abstract

In this article we present a new class of support vector machines for binary classification task. Our support vector machines are constructed using only two support vectors and have very low Vapnik-Chervonenkis dimension, so they generalize well. Geometrically, our approach is based on searching of a proper pair of observations from different classes of explained variable. Once this pair is found the discriminant hyperplane becomes orthogonal to the line connecting these observations. This method deals well with data sets with large number of features and small number of observations like gene expression data. We illustrate the performance of our classification method using gene expression data and show that it is superior to other classifiers especially to diagonal linear discriminant analysis and k-nearest neighbor which achieved the lowest error rate in the previous studies of tumor classification.

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File URL: http://kolegia.sgh.waw.pl/pl/KAE/struktura/IE/struktura/ZES/Documents/Working_Papers/aewp02-09.pdf
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Bibliographic Info

Paper provided by Department of Applied Econometrics, Warsaw School of Economics in its series Working Papers with number 35.

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Length: 9 pages
Date of creation: 01 May 2009
Date of revision:
Handle: RePEc:wse:wpaper:35

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Related research

Keywords: support vector machines; Vapnik-Chervonenkis dimension; microarray experiment; tumor classification.;

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