Shirish Shevade

Bio: Shirish Shevade is an academic researcher from Indian Institute of Science. The author has contributed to research in topics: Support vector machine & Sequential minimal optimization. The author has an hindex of 19, co-authored 85 publications receiving 4689 citations. Previous affiliations of Shirish Shevade include Genome Institute of Singapore & National University of Singapore.

Improvements to Platt's SMO Algorithm for SVM Classifier Design

Abstract: This article points out an important source of inefficiency in Platt's sequential minimal optimization (SMO) algorithm that is caused by the use of a single threshold value. Using clues from the KKT conditions for the dual problem, two threshold parameters are employed to derive modifications of SMO. These modified algorithms perform significantly faster than the original SMO on all benchmark data sets tried.

Improvements to the SMO algorithm for SVM regression

Abstract: This paper points out an important source of inefficiency in Smola and Scholkopf's (1998) sequential minimal optimization (SMO) algorithm for support vector machine regression that is caused by the use of a single threshold value. Using clues from the Karush-Kuhn-Tucker conditions for the dual problem, two threshold parameters are employed to derive modifications of SMO for regression. These modified algorithms perform significantly faster than the original SMO on the datasets tried.

A simple and efficient algorithm for gene selection using sparse logistic regression.

Abstract: Motivation: This paper gives a new and efficient algorithm for the sparse logistic regression problem. The proposed algorithm is based on the Gauss–Seidel method and is asymptotically convergent. It is simple and extremely easy to implement; it neither uses any sophisticated mathematical programming software nor needs any matrix operations. It can be applied to a variety of real-world problems like identifying marker genes and building a classifier in the context of cancer diagnosis using microarray data. Results: The gene selection method suggested in this paper is demonstrated on two real- world data sets and the results were found to be consistent with the literature. Availability: The implementation of this algorithm is available at the site http://guppy.mpe.nus.edu.sg/~mpessk/SparseLOGREG.shtml Contact: mpessk@nus.edu.sg Supplementary Information: Supplementary material is available at the site http://guppy.mpe.nus.edu.sg/~mpessk/SparseLOGREG.shtml

DeepFix: Fixing Common C Language Errors by Deep Learning

Abstract: The problem of automatically fixing programming errors is a very active research topic in software engineering. This is a challenging problem as fixing even a single error may require analysis of the entire program. In practice, a number of errors arise due to programmer's inexperience with the programming language or lack of attention to detail. We call these common programming errors. These are analogous to grammatical errors in natural languages. Compilers detect such errors, but their error messages are usually inaccurate. In this work, we present an end-to-end solution, called DeepFix, that can fix multiple such errors in a program without relying on any external tool to locate or fix them. At the heart of DeepFix is a multi-layered sequence-to-sequence neural network with attention which is trained to predict erroneous program locations along with the required correct statements. On a set of 6971 erroneous C programs written by students for 93 programming tasks, DeepFix could fix 1881 (27%) programs completely and 1338 (19%) programs partially.

A fast iterative nearest point algorithm for support vector machine classifier design

Abstract: In this paper we give a new fast iterative algorithm for support vector machine (SVM) classifier design. The basic problem treated is one that does not allow classification violations. The problem is converted to a problem of computing the nearest point between two convex polytopes. The suitability of two classical nearest point algorithms, due to Gilbert, and Mitchell et al., is studied. Ideas from both these algorithms are combined and modified to derive our fast algorithm. For problems which require classification violations to be allowed, the violations are quadratically penalized and an idea due to Cortes and Vapnik and Friess is used to convert it to a problem in which there are no classification violations. Comparative computational evaluation of our algorithm against powerful SVM methods such as Platt's sequential minimal optimization shows that our algorithm is very competitive.

LIBSVM: A library for support vector machines

Abstract: LIBSVM is a library for Support Vector Machines (SVMs). We have been actively developing this package since the year 2000. The goal is to help users to easily apply SVM to their applications. LIBSVM has gained wide popularity in machine learning and many other areas. In this article, we present all implementation details of LIBSVM. Issues such as solving SVM optimization problems theoretical convergence multiclass classification probability estimates and parameter selection are discussed in detail.

Regularization Paths for Generalized Linear Models via Coordinate Descent

Abstract: We develop fast algorithms for estimation of generalized linear models with convex penalties. The models include linear regression, two-class logistic regression, and multinomial regression problems while the penalties include l(1) (the lasso), l(2) (ridge regression) and mixtures of the two (the elastic net). The algorithms use cyclical coordinate descent, computed along a regularization path. The methods can handle large problems and can also deal efficiently with sparse features. In comparative timings we find that the new algorithms are considerably faster than competing methods.

A tutorial on support vector regression

Abstract: In this tutorial we give an overview of the basic ideas underlying Support Vector (SV) machines for function estimation. Furthermore, we include a summary of currently used algorithms for training SV machines, covering both the quadratic (or convex) programming part and advanced methods for dealing with large datasets. Finally, we mention some modifications and extensions that have been applied to the standard SV algorithm, and discuss the aspect of regularization from a SV perspective.

Williamson, estimating the support of a high-dimensional distribution

Abstract: Suppose you are given some data set drawn from an underlying probability distribution P and you want to estimate a simple subset S of input space such that the probability that a test point drawn from P lies outside of S equals some a priori specified value between 0 and 1. We propose a method to approach this problem by trying to estimate a function f that is positive on S and negative on the complement. The functional form of f is given by a kernel expansion in terms of a potentially small subset of the training data; it is regularized by controlling the length of the weight vector in an associated feature space. The expansion coefficients are found by solving a quadratic programming problem, which we do by carrying out sequential optimization over pairs of input patterns. We also provide a theoretical analysis of the statistical performance of our algorithm. The algorithm is a natural extension of the support vector algorithm to the case of unlabeled data.

Estimating the Support of a High-Dimensional Distribution

Abstract: Suppose you are given some data set drawn from an underlying probability distribution P and you want to estimate a "simple" subset S of input space such that the probability that a test point drawn from P lies outside of S equals some a priori specified value between 0 and 1. We propose a method to approach this problem by trying to estimate a function f that is positive on S and negative on the complement. The functional form of f is given by a kernel expansion in terms of a potentially small subset of the training data; it is regularized by controlling the length of the weight vector in an associated feature space. The expansion coefficients are found by solving a quadratic programming problem, which we do by carrying out sequential optimization over pairs of input patterns. We also provide a theoretical analysis of the statistical performance of our algorithm. The algorithm is a natural extension of the support vector algorithm to the case of unlabeled data.