A computationally efficient SUPANOVA: Spline kernel based machine learning tool

Abstract

Many machine learning methods just consider the quality of prediction results as their final purpose. To make the prediction process transparent (reversible), spline kernel based methods were proposed by Gunn. However, the original solution method, termed SUpport vector Parsimonious ANOVA (SUPANOVA) was computationally very complex and demanding. In this paper, we propose a new heuristic to compute the optimal sparse vector in SUPANOVA that replaces the original solver for the convex quadratic problem of very high dimensionality. The resulting system is much faster without the loss of precision, as demonstrated in this paper on two benchmarks: the iris data set and the Boston housing market data benchmark. © 2007 Springer-Verlag Berlin Heidelberg.