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Sparse pinball Universum nonparallel support vector machine and its safe screening rule

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Abstract

Nonparallel support vector machine (NPSVM) is an effective and popular classification technique, which introduces the\(\epsilon \)-insensitive loss function instead of the quadratic loss function in twin support vector machine (TSVM), making the model have the same sparsity and kernel strategy as support vector machine (SVM). However, NPSVM is sensitive to noise points and does not utilize the prior knowledge embedded in the unlabeled samples. Therefore, to improve its generalization ability and robustness, a sparse pinball Universum nonparallel support vector machine (SPUNPSVM) is first proposed in this paper. On the one hand, the sparse pinball loss is employed to enhance the robustness. On the other hand, it exploits the Universum data, which do not belong to any class, to embed prior knowledge into the model. Numerical experiments have verified its effectiveness. Furthermore, to further speed up SPUNPSVM, we propose a safe screening rule (SSR-SPUNPSVM) based on its sparsity, which achieves acceleration without sacrificing accuracy. Numerical experiments and statistical tests demonstrate the superiority of our SSR-SPUNPSVM.

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Acknowledgements

The authors would like to thank the reviewers for the helpful comments and suggestions, which have improved the presentation. This work was supported in part by the National Natural Science Foundation of China (No. 12301402, 12071475, 62102236), Youth Innovation Team of Higher Education Institutions in Shandong Province (2024KJG016), and Shandong Provincial Natural Science Foundation, China (No. ZR2022QA003, ZR2023QA042).

Author information

Authors and Affiliations

  1. Business School, Shandong Normal University, Jinan, 250014, China

    Hongmei Wang, Ping Li & Yuyan Zheng

  2. Faculty of Mathematics and Artificial Intelligence, Qilu University of Technology (Shandong Academy of Sciences), Jinan, 250353, China

    Kun Jiang

  3. College of Science, China Agricultural University, Beijing, 100083, China

    Yitian Xu

Authors
  1. Hongmei Wang

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  2. Ping Li

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  3. Yuyan Zheng

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  4. Kun Jiang

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  5. Yitian Xu

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Correspondence toYitian Xu.

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Appendices

Appendix A The proof of Theorem1

Obviously, the objective function\(\frac{1}{2}\lambda ^{T}ZZ^{T}\lambda -\lambda ^{T}\nu \) of problem (27) is a Gateaux differentiable function on\(\lambda \in [0,P]\). It is noted that the ranges of the optimal solutions\(\lambda _{0}^{*}\) and\(\lambda _{1}^{*}\) are not the same, so we transform them as

$$\begin{aligned}&P_{0}\odot \lambda _{1}^{*}\oslash P_{1}\in [0,P_{0}],\end{aligned}$$
(A.1)
$$\begin{aligned}&P_{1}\odot \lambda _{0}^{*}\oslash P_{0}\in [0,P_{1}]. \end{aligned}$$
(A.2)

According to (A.1), (A.2), and Lemma1, the following two inequalities can be obtained:

$$\begin{aligned}&\langle ZZ^{T}\lambda _{0}^{*} - \nu ,~P_{0}\odot \lambda _{1}^{*}\oslash P_{1}-\lambda _{0}^{*} \rangle \ge 0, \\&\langle ZZ^{T}\lambda _{1}^{*} - \nu ,~P_{1}\odot \lambda _{0}^{*}\oslash P_{0}-\lambda _{1}^{*} \rangle \ge 0. \end{aligned}$$

By adding the above two inequalities and rearranging them, we can obtain

$$\begin{aligned}&(\lambda _{1}^{*}-P_{1}\odot \lambda _{0}^{*}\oslash P_{0})^{T}(ZZ^{T}\lambda _{0}^{*}-ZZ^{T}\lambda _{1}^{*})\ge 0 \\ \Rightarrow&\lambda _{1}^{*T}ZZ^{T}\lambda _{1}^{*}+\lambda _{0}^{*T}ZZ^{T}(P_{1}\odot \lambda _{0}^{*}\oslash P_{0})\\&-\lambda _{1}^{*T}ZZ^{T}{[}\lambda _{0}^{*}\odot (P_{0}+P_{1})\oslash P_{0}{]}\le 0 \\ \Rightarrow&\lambda _{1}^{*T}ZZ^{T}\lambda _{1}^{*}+\frac{1}{4}[\lambda _{0}^{*}\odot (P_{1}+P_{0})\oslash P_{0}]^{T}ZZ^{T}[\lambda _{0}^{*}\odot (P_{1}+P_{0})\oslash P_{0}{]}\\&-\lambda _{1}^{*T}ZZ^{T}[\lambda _{0}^{*}(P_{0}+P_{1})\oslash P_{0}{]}\\ ~&~~~\le \frac{1}{4}[\lambda _{0}^{*}\odot (P_{1}+P_{0})\oslash P_{0}]^{T}ZZ^{T}[\lambda _{0}^{*}\odot (P_{1}+P_{0})\oslash P_{0}]\\&-\lambda _{0}^{*T}ZZ^{T}(\lambda _{0}^{*}\odot P_{1}\oslash P_{0})\\ ~\Rightarrow&\parallel Z^{T}\lambda _{1}^{*}-\frac{1}{2}Z^{T}{[}\lambda _{0}^{*}\odot (P_{1}+P_{0})\oslash P_{0}{]}\parallel \\ ~&~~~\le \frac{1}{2}\parallel Z^{T}{[}\lambda _{0}^{*}\odot (P_{1}-P_{0})\oslash P_{0}{]}\parallel . \end{aligned}$$

Then, the final conclusion can be obtained.

Appendix B The proof of Theorem2

According to Theorem1, we know that\(Z^{T}\lambda ^{*}_{1}\) is in the region\(\Omega \)=Ball(c,r), where\(c=\frac{1}{2}Z^{T}[\lambda _{0}^{*}\odot (P_{1}+P_{0})\oslash P_{0}]\) and\(r=\frac{1}{2}\parallel Z^{T}[\lambda _{0}^{*}\odot (P_{1}-P_{0})\oslash P_{0}]\parallel \). Then, the lower bound of\(Z_{i}Z^{T}\lambda _{1}^{*}\) can be obtained:

$$\begin{aligned}&\underset{Z^{T}\lambda ^{*}_{1}\in \Omega }{min}Z_{i}Z^{T}\lambda _{1}^{*} \\ =&\underset{Z^{T}\lambda ^{*}_{1}\in Ball(c,r)}{min}Z_{i}Z^{T}\lambda _{1}^{*} \\ =&\underset{\widetilde{r}:\parallel \widetilde{r}\parallel \le r}{min} Z_{i}(c+\widetilde{r}) \\ =&\frac{1}{2}Z_{i}Z^{T}[\lambda _{0}^{*}\odot (P_{0}+P_{1})\oslash P_{0}]-\frac{1}{2}\parallel Z_{i}\parallel \parallel Z^{T}[\lambda _{0}^{*}\odot (P_{1}-P_{0})\oslash P_{0}]\parallel . \end{aligned}$$

Similarly, the upper bound of\(H_{i}\lambda _{1}^{*}\) is

$$\begin{aligned} \underset{Z^{T}\lambda ^{*}_{1}\in \Omega }{max}Z_{i}Z^{T}\lambda _{1}^{*}&= \frac{1}{2}Z_{i}Z^{T}[\lambda _{0}^{*}\odot (P_{0}+P_{1})\oslash P_{0}]\nonumber \\&+\frac{1}{2}\parallel Z_{i}\parallel \parallel Z^{T}[\lambda _{0}^{*}\odot (P_{1}-P_{0})\oslash P_{0}]\parallel . \end{aligned}$$

Then, according to (40), the final rule can be obtained.

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