Multiview Privileged Support Vector Machines.

Abstract

Multiview learning (MVL), by exploiting the complementary information among multiple feature sets, can improve the performance of many existing learning tasks. Support vector machine (SVM)-based models have been frequently used for MVL. A typical SVM-based MVL model is SVM-2K, which extends SVM for MVL by using the distance minimization version of kernel canonical correlation analysis. However, SVM-2K cannot fully unleash the power of the complementary information among different feature views. Recently, a framework of learning using privileged information (LUPI) has been proposed to model data with complementary information. Motivated by LUPI, we propose a new multiview privileged SVM model, multi-view privileged SVM model (PSVM-2V), for MVL. This brings a new perspective that extends LUPI to MVL. The optimization of PSVM-2V can be solved by the classical quadratic programming solver. We theoretically analyze the performance of PSVM-2V from the viewpoints of the consensus principle, the generalization error bound, and the SVM-2K learning model. Experimental results on 95 binary data sets demonstrate the effectiveness of the proposed method.