Bayes Point Machines

Ralf Herbrich, Thore Graepel, and Colin Campbell

Abstract

Kernel-classifiers comprise a powerful class of non-linear decision functions for binary classification. The support vector machine is an example of a learning algorithm for kernel classifiers that singles out the consistent classifier with the largest margin, i.e. minimal real-valued output on the training sample, within the set of consistent hypotheses, the so-called version space. We suggest the Bayes point machine as a well-founded improvement which approximates the Bayes-optimal decision by the centre of mass of version space. We present two algorithms to stochastically approximate the centre of mass of version space: a billiard sampling algorithm and a sampling algorithm based on the well known perceptron algorithm. It is shown how both algorithms can be extended to allow for soft-boundaries in order to admit training errors. Experimentally, we find that — for the zero training error case — Bayes point machines consistently outperform support vector machines on both surrogate data and real-world benchmark data sets. In the soft-boundary/soft-margin case, the improvement over support vector machines is shown to be reduced. Finally, we demonstrate that the real-valued output of single Bayes points on novel test points is a valid confidence measure and leads to a steady decrease in generalisation error when used as a rejection criterion.

Details

Publication typeArticle
Published inJournal of Machine Learning Research
Pages245-279
Volume1
PublisherMIT Press
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