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Functional-bandwidth kernel for Support Vector Machine with Functional Data: An alternating optimization algorithm

Author

Listed:
  • Blanquero, R.
  • Carrizosa, E.
  • Jiménez-Cordero, A.
  • Martín-Barragán, B.

Abstract

Functional Data Analysis (FDA) is devoted to the study of data which are functions. Support Vector Machine (SVM) is a benchmark tool for classification, in particular, of functional data. SVM is frequently used with a kernel (e.g.: Gaussian) which involves a scalar bandwidth parameter. In this paper, we propose to use kernels with functional bandwidths. In this way, accuracy may be improved, and the time intervals critical for classification are identified. Tuning the functional parameters of the new kernel is a challenging task expressed as a continuous optimization problem, solved by means of a heuristic. Our experiments with benchmark data sets show the advantages of using functional parameters and the effectiveness of our approach.

Suggested Citation

  • Blanquero, R. & Carrizosa, E. & Jiménez-Cordero, A. & Martín-Barragán, B., 2019. "Functional-bandwidth kernel for Support Vector Machine with Functional Data: An alternating optimization algorithm," European Journal of Operational Research, Elsevier, vol. 275(1), pages 195-207.
    • Handle: RePEc:eee:ejores:v:275:y:2019:i:1:p:195-207
    DOI: 10.1016/j.ejor.2018.11.024
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    4. Jiménez-Cordero, Asunción & Morales, Juan Miguel & Pineda, Salvador, 2021. "A novel embedded min-max approach for feature selection in nonlinear Support Vector Machine classification," European Journal of Operational Research, Elsevier, vol. 293(1), pages 24-35.
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    6. Emilio Carrizosa & Jasone Ramírez-Ayerbe & Dolores Romero Morales, 2024. "A new model for counterfactual analysis for functional data," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 18(4), pages 981-1000, December.

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