Sparse adaptive multi-hyperplane machine

The Adaptive Multiple-hyperplane Machine (AMM) was recently proposed to deal with large-scale datasets. However, it has no principle to tune the complexity and sparsity levels of the solution. Addressing the sparsity is important to improve learning generalization, prediction accuracy and computational speedup. In this paper, we employ the max-margin principle and sparse approach to propose a new Sparse AMM (SAMM). We solve the new optimization objective function with stochastic gradient descent (SGD). Besides inheriting the good features of SGD-based learning method and the original AMM, our proposed Sparse AMM provides machinery and flexibility to tune the complexity and sparsity of the solution, making it possible to avoid overfitting and underfitting. We validate our approach on several large benchmark datasets. We show that with the ability to control sparsity, the proposed Sparse AMM yields superior classification accuracy to the original AMM while simultaneously achieving computational speedup.