Recent years have witnessed the quick progress of the hyperspectral images (HSI) classification. Most of existing studies either heavily rely on the expensive label information using the supervised learning or can hardly exploit the discriminative information borrowed from related domains. To address this issues, in this paper we show a novel framework addressing HSI classification based on the domain adaptation (DA) with active learning (AL). The main idea of our method is to retrain the multi-kernel classifier by utilizing the available labeled samples from source domain, and adding minimum number of the most informative samples with active queries in the target domain. The proposed method adaptively combines multiple kernels, forming a DA classifier that minimizes the bias between the source and target domains. Further equipped with the nested actively updating process, it sequentially expands the training set and gradually converges to a satisfying level of classification performance. We study this active adaptation framework with the Margin Sampling (MS) strategy in the HSI classification task. Our experimental results on two popular HSI datasets demonstrate its effectiveness.
In the literature, support vector machine (SVM) has become one of the most successfully used techniques for hyperspectral image classification @cite_16 , mainly due to the fact that SVM can deal with the high-dimensional and noisy data, with the help of the sparse set of the support vectors @cite_10 and the powerful kernel tricks @cite_25 . This has been proved in many applications like biological problems, which involve high-dimensional, noisy data, for which SVMs are known to behave well compared to other statistical or machine learning methods @cite_8 . Therefore, many kernel-based SVM methods have been studied to capture the complex semantic structure of the hyperspectal images. Basically, these methods first uplift data in the original feature space to a high-dimensional kernel space, and then solve the linear classification problem in the uplifted space. With the supervised information from many labeled samples fed to the model, the kernel-based solutions have demonstrated excellent performance in hyperspectral data classification, in terms of accuracy and robustness @cite_35 @cite_41 @cite_39 @cite_33 @cite_20 .
@cite_35 @cite_33 @cite_8 @cite_41 @cite_39 @cite_16 @cite_10 @cite_25 @cite_20
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This paper addresses the problem of the classification of hyperspectral remote sensing images by support vector machines (SVMs). First, we propose a theoretical discussion and experimental analysis aimed at understanding and assessing the potentialities of SVM classifiers in hyperdimensional feature spaces. Then, we assess the effectiveness of SVMs with respect to conventional feature-reduction-based approaches and their performances in hypersubspaces of various dimensionalities. To sustain such an analysis, the performances of SVMs are compared with those of two other nonparametric classifiers (i.e., radial basis function neural networks and the K-nearest neighbor classifier). Finally, we study the potentially critical issue of applying binary SVMs to multiclass problems in hyperspectral data. In particular, four different multiclass strategies are analyzed and compared: the one-against-all, the one-against-one, and two hierarchical tree-based strategies. Different performance indicators have been used to support our experimental studies in a detailed and accurate way, i.e., the classification accuracy, the computational time, the stability to parameter setting, and the complexity of the multiclass architecture. The results obtained on a real Airborne Visible Infrared Imaging Spectroradiometer hyperspectral dataset allow to conclude that, whatever the multiclass strategy adopted, SVMs are a valid and effective alternative to conventional pattern recognition approaches (feature-reduction procedures combined with a classification method) for the classification of hyperspectral remote sensing data. Linear support vector machines (SVM) are useful for classifying large-scale sparse data. Problems with sparse features are common in applications such as document classification and natural language processing. In this paper, we propose a novel coordinate descent algorithm for training linear SVM with the L2-loss function. At each step, the proposed method minimizes a one-variable sub-problem while fixing other variables. The sub-problem is solved by Newton steps with the line search technique. The procedure globally converges at the linear rate. As each sub-problem involves only values of a corresponding feature, the proposed approach is suitable when accessing a feature is more convenient than accessing an instance. Experiments show that our method is more efficient and stable than state of the art methods such as Pegasos and TRON. Support vector machines (SVM) have been highly successful in many machine learning problems. Recently, it is also used for multi-instance (MI) learning by employing a kernel that is defined directly on the bags. As only the bags (but not the instances) have known labels, this MI kernel implicitly assumes all instances in the bag to be equally important. However, a fundamental property of MI learning is that not all instances in a positive bag necessarily belong to the positive class, and thus different instances in the same bag should have different contributions to the kernel. In this paper, we address this instance label ambiguity by using the method of marginalized kernels. It first assumes that all the instance labels are available and defines a label-dependent kernel on the instances. By integrating out the unknown instance labels, a marginalized kernel defined on the bags can then be obtained. A desirable property is that this kernel weights the instance pairs by the consistencies of their probabilistic instance labels. Experiments on both classification and regression data sets show that this marginalized MI kernel, when used in a standard SVM, performs consistently better than the original MI kernel. It also outperforms a number of traditional MI learning methods. The Support Vector Machine (SVM) of Vapnik (1998) has become widely established as one of the leading approaches to pattern recognition and machine learning. It expresses predictions in terms of a linear combination of kernel functions centred on a subset of the training data, known as support vectors. Despite its widespread success, the SVM suffers from some important limitations, one of the most significant being that it makes point predictions rather than generating predictive distributions. Recently Tipping (1999) has formulated the Relevance Vector Machine (RVM), a probabilistic model whose functional form is equivalent to the SVM. It achieves comparable recognition accuracy to the SVM, yet provides a full predictive distribution, and also requires substantially fewer kernel functions. The original treatment of the RVM relied on the use of type II maximum likelihood (the evidence framework') to provide point estimates of the hyperparameters which govern model sparsity. In this paper we show how the RVM can be formulated and solved within a completely Bayesian paradigm through the use of variational inference, thereby giving a posterior distribution over both parameters and hyperparameters. We demonstrate the practicality and performance of the variational RVM using both synthetic and real world examples.