A fast algorithm for sparse support vector machines for mobile computing applications

This research presents a fast algorithm for projected support vector machines (PSVM) by selecting a basis vector set (BVS) for the kernel-induced feature space, the training points are projected onto the subspace spanned by the selected BVS. A standard linear support vector machine (SVM) is then produced in the subspace with the projected training points. As the dimension of the subspace is determined by the size of the selected basis vector set, the size of the produced SVM expansion can be specified. A two-stage algorithm is derived which selects and refines the basis vector set achieving a locally optimal model. The model expansion coefficients and bias are updated recursively for increase and decrease in the basis set and support vector set. The condition for a point to be classed as outside the current basis vector and selected as a new basis vector is derived and embedded in the recursive procedure. This guarantees the linear independence of the produced basis set. The proposed algorithm is tested and compared with an existing sparse primal SVM (SpSVM) and a standard SVM (LibSVM) on seven public benchmark classification problems. Our new algorithm is designed for use in the application area of human activity recognition using smart devices and embedded sensors where their sometimes limited memory and processing resources must be exploited to the full and the more robust and accurate the classification the more satisfied the user. Experimental results demonstrate the effectiveness and efficiency of the proposed algorithm. This work builds upon a previously published algorithm specifically created for activity recognition within mobile applications for the EU Haptimap project [1]. The algorithms detailed in this paper are more memory and resource efficient making them suitable for use with bigger data sets and more easily trained SVMs.