Alternating Direction Method of Multipliers for L 1 - and L 2 -norm Best Fitting Hyperplane Classifier
Author(s) -
Chen Wang,
ChunNa Li,
Huaxin Pei,
Yanru Guo,
YuanHai Shao
Publication year - 2017
Publication title -
procedia computer science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.334
H-Index - 76
ISSN - 1877-0509
DOI - 10.1016/j.procs.2017.05.049
Subject(s) - hyperplane , computer science , classifier (uml) , outlier , regular polygon , norm (philosophy) , mathematical optimization , algorithm , artificial intelligence , mathematics , combinatorics , geometry , political science , law
Recently, two-sided best fitting hyperplane classifier (2S-BFHC) is proposed, which has several significant advantages over previous proximal hyperplane classifiers. Moreover, Concave-Convex Procedure (CCCP) has already been provided to solve the dual problem of 2S-BFHC. In this paper, we solve the primal problem of 2S-BFHC by the alternating direction method of multipliers (ADMM) which is well suited to solve the distributed optimization problem, and we also propose a robust L 1 -norm two-sided best fitting hyperplane classifier ( L 1 -2S-BFHC) with ADMM, which aims at giving a robust performance for the problem with outliers. Priliminary numerical results demonstrate the effectiveness of proposed methods.
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