Lagrangean-based Combinatorial Optimization for Large Scale S3VMs

The process of manually labeling instances, essential to a supervised classifier, can be expensive and time-consuming. In such a scenario the semi-supervised approach, which makes use of the un-labeled patterns when building the decision function, is a more appealing choice. Indeed, large amounts of unlabeled samples often can be easily obtained. Many optimization techniques have been developed in the last decade to include the unlabeled patterns in the Support Vector Machines formulation. Two broad strategies are followed: continuous and combinatorial. The approach presented in this paper belongs to the latter family and is especially suitable when a fair estimation of the proportion of positive and negative samples is available. Our method is very simple and requires a very light parameter selection. Several medium and large scale experiments on both artificial and real-world datasets have been carried out, proving the effectiveness and the efficiency of the proposed algorithm