Exact Unsupervised Regularized Least-Squares Classification
An exact approach to the unsupervised regularized least-squares classification problem, implemented in Python using the Numpy and the Scipy packages. The learning problem considered is a variant of the maximum margin clustering, task which can be regarded as the direct extension of support vector machines to unsupervised learning scenarios. The goal is to partition unlabeled data into two classes such that a subsequent application of a support vector machine would yield the overall best result (with respect to the optimization problem associated with support vector machines).
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While being very appealing from a conceptual point of view, the combinatorial nature of the induced optimization problem renders a direct application of this concept difficult. The prototype implementation provided below exhibits a polynomial runtime w.r.t. the patterns and can be applied to arbitrary (linear and non-linear) kernel matrices with fixed rank 2.
Source Code
The code is published under the MIT license. If you use the code for scientific work, please use the reference(s) below to cite us. The source code can be downloaded here.
History
Version 0.1 (November 2013)
References
Fabian Gieseke, Tapio Pahikkala, and Christian Igel. Polynomial Runtime Bounds for Fixed-Rank Unsupervised Least-Squares Classification. In Proceedings of the 5th Asian Conference on Machine Learning (ACML). 2013, 62-71.