New Approaches to Support Vector Ordinal Regression
Wei Chu and S.S. Keerthi
In: International Conference on Machine 2005, 07-11 Aug 2005, Bonn Germany.
In this paper, we propose two new support vector approaches for ordinal regression, which optimize multiple thresholds to define parallel discriminant hyperplanes for the ordinal scales.
Both approaches guarantee that the thresholds are properly ordered at the optimal solution. The size of these optimization
problems is linear in the number of training samples. The SMO
algorithm is adapted for the resulting optimization problems; it
is extremely easy to implement and scales efficiently as a quadratic function of the number of examples. The results of
numerical experiments on benchmark datasets verify the usefulness of these approaches.