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A Multi-Class Support Vector Machine Based on Scatter Criteria

Jenssen, Robert; Kloft, Marius; Zien, Alexander; Sonnenburg, Sören; Müller, Klaus-Robert

Fak. 4 Elektrotechnik und Informatik

We re-visit Support Vector Machines (SVMs) and provide a novel interpretation thereof in terms of weighted class means and scatter theory. The gained theoretical insight can be translated into a highly efficient extension to multi-class SVMs: mScatter-SVMs. Numerical simulations reveal that more than an order of magnitude speed-up can be gained while the classification performance remains largely unchanged at the level of the classical one vs. rest and one vs. one implementation of multi-class SVMs.