Random projections for linear SVM ensembles

摘要

This paper presents an experimental study using different projection strategies and techniques to improve the performance of Support Vector Machine (SVM) ensembles. The study has been made over 62 UCI datasets using Principal Component Analysis (PCA) and three types of Random Projections (RP), taking into account the size of the projected space and using linear SVMs as base classifiers. Random Projections are also combined with the sparse matrix strategy used by Rotation Forests, which is a method based in projections too. Experiments show that for SVMs ensembles (i) sparse matrix strategy leads to the best results, (ii) results improve when projected space dimension is bigger than the original one, and (iii) Random Projections also contribute to the results enhancement when used instead of PCA. Finally, random projected SVMs are tested as base classifiers of some state of the art ensembles, improving their performance.