A new Bayesian formulation is developed for nonlinear support vector machines (SVMs), based on a Gaussian process and with the SVM hinge loss expressed as a scaled mixture of normals. We then integrate the Bayesian SVM into a factor model, in which feature learning and nonlinear classifier design are performed jointly; almost all previous work on such discriminative feature learning has assumed a linear classifier. Inference is performed with expectation conditional maximization (ECM) and Markov Chain Monte Carlo (MCMC). An extensive set of experiments demonstrate the utility of using a nonlinear Bayesian SVM within discriminative feature learning and factor modeling, from the standpoints of accuracy and interpretability.
|Original language||English (US)|
|Title of host publication||Advances in Neural Information Processing Systems|
|Publisher||Neural information processing systems foundation|
|Number of pages||9|
|State||Published - Jan 1 2014|