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研究生: 蔡旻原
Tsai, Min-Yuan
論文名稱: 對於支撐向量機中Truncated Pinball損失的平滑化函數
Smoothing Functions of the Truncated Pinball Loss for Support Vector Machines
指導教授: 陳界山
Chen, Jein-Shan
口試委員: 杜威仕
Du, Wei-Shih
柯春旭
Ko, Chun-Hsu
張毓麟
Chang, Yu-Lin
朱亮儒
Chu, Liang-Ju
陳界山
Chen, Jein-Shan
口試日期: 2021/06/22
學位類別: 碩士
Master
系所名稱: 數學系
Department of Mathematics
論文出版年: 2021
畢業學年度: 109
語文別: 英文
論文頁數: 40
中文關鍵詞: Truncated Pinball 損失函數平滑化函數可微分的最佳化問題
英文關鍵詞: The truncated pinball loss function, Smoothing function, Differentiable optimization problem
DOI URL: http://doi.org/10.6345/NTNU202100786
論文種類: 學術論文
相關次數: 點閱:62下載:21
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  • 我們的研究目的是探討truncated pinball 損失函數P_(τ,s) (x)以及它的平滑化函數φ_(τ,s) (x,μ)。我們推導了P_(τ,s) (x)可以被寫為絕對值函數跟仿射函數的和: -τ/2 |x+s|+(1+τ)/2 |x|+(τs+x)/2。再者,我們使用了來自於多篇參考文獻中的絕對值函數|x|的平滑化函數φ_abs^k (x,μ) (k=1,2,...,10)來產出我們關於truncated pinball損失函數的平滑化函數φ_(τ,s)^k (x,μ) (k=1,2,...,10)性質的主要結果。因此,我們可以把原先的最佳化問題min_(w,b)⁡〖1/2 ‖w‖^2+C∑_(i=1)^l〖P_(τ,s) (1-y_i (w^T Φ(x_i )+b))〗〗中的P_(τ,s) (x)替換成φ_(τ,s)^k (x,μ)來得到可微分的最佳化問題。我們得出的結論是當μ趨近於0^+的時候我們的可微分的最佳化問題min_(w,b)⁡〖1/2 ‖w‖^2+C∑_(i=1)^l〖φ_(τ,s)^k (1-y_i (w^T Φ(x_i )+b),μ)〗〗就變回原問題。更進一步地說,尋找可微分的最佳化問題的解將引出原問題的解。

    The objective of our research was to investigate the truncated pinball loss function P_(τ,s) (x) and its smoothing function φ_(τ,s) (x,μ). We derived P_(τ,s) (x) can be rewritten as the sum of absolute value functions and an affine function: -τ/2 |x+s|+(1+τ)/2 |x|+(τs+x)/2. Moreover, we used the results of smoothing functions φ_abs^k (x,μ) (k=1,2,...,10) of absolute value function |x| from many references to produce our main results about properties of smoothing functions φ_(τ,s)^k (x,μ) (k=1,2,...,10) of the truncated pinball loss function P_(τ,s) (x). Hence, we can replace P_(τ,s) (x) with φ_(τ,s)^k (x,μ) for the original minimization problem min_(w,b)⁡〖1/2 ‖w‖^2+C∑_(i=1)^l〖P_(τ,s) (1-y_i (w^T Φ(x_i )+b))〗〗 to obtain a differentiable minimization problem. We concluded that as μ approaches 0^+ our differentiable minimization problem, min_(w,b)⁡〖1/2 ‖w‖^2+C∑_(i=1)^l〖φ_(τ,s)^k (1-y_i (w^T Φ(x_i )+b),μ)〗〗, becomes the original one. Furthermore, finding solutions to the differentiable minimization problem will lead to solution to the original one.

    1 Introduction 1 2 Preliminaries 11 3 Main Results 24 4 Conclusion 38 References 38

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