Safe screening rules for multi-view support vector machines.

Multi-view learning aims to make use of the advantages of different views to complement each other and fully mines the potential information in the data. However, the complexity of multi-view learning algorithm is much higher than that of single view learning algorithm. Based on the optimality conditions of two classical multi-view models: SVM-2K and multi-view twin support vector machine (MvTwSVM), this paper analyzes the corresponding relationship between dual variables and samples, and derives their safe screening rules for the first time, termed as SSR-SVM-2K and SSR-MvTwSVM. It can assign or delete four groups of different dual variables in advance before solving the optimization problem, so as to greatly reduce the scale of the optimization problem and improve the solution speed. More importantly, the safe screening criterion is "safe", that is, the solution of the reduced optimization problem is the same as that of the original problem before screening. In addition, we further give a sequence screening rule to speed up the parameter optimization process, and analyze its properties, including the similarities and differences of safe screening rules between multi-view SVMs and single-view SVMs, the computational complexity, and the relationship between the parameter interval and screening rate. Numerical experiments verify the effectiveness of the proposed methods.