Most existing classification methods are aimed
at minimization of empirical risk (through some simple
point-based error measured with loss function) with added
regularization. We propose to approach the classification
problem by applying entropy measures as a model objective
function. We focus on quadratic Renyi’s entropy and
connected Cauchy-Schwarz Divergence which leads to the
construction of extreme entropy machines (EEM). The
main contribution of this paper is proposing a model based
on the information theoretic concepts which on the one
hand shows new, entropic perspective on known linear
classifiers and on the other leads to a construction of very
robust method competitive with the state of the art noninformation
theoretic ones (including Support Vector
Machines and Extreme Learning Machines). Evaluation on
numerous problems spanning from small, simple ones from
UCI repository to the large (hundreds of thousands of
samples) extremely unbalanced (up to 100:1 classes’
ratios) datasets shows wide applicability of the EEM in
real-life problems. Furthermore, it scales better than all
considered competitive methods.
keywords in English:
rapid learning, extreme learning machines, random projections, classification, entropy
affiliation:
Wydział Matematyki i Informatyki : Instytut Informatyki i Matematyki Komputerowej