Efficient wavelet adaptation for hybrid wavelet–large margin classifiers

Hybrid wavelet–large margin classifiers have recently proven to solve difficult signal classification problems in cases where solely using a large margin classifier like, e.g., the Support Vector Machine may fail. In this paper, we evaluate several criteria rating feature sets obtained from various orthogonal filter banks for the classification by a Support Vector Machine. Appropriate criteria may then be used for adapting the wavelet filter with respect to the subsequent support vector classification. Our results show that criteria which are computationally more efficient than the radius-margin Support Vector Machine error bound are sufficient for our filter adaptation and, hence, feature selection. Further, we propose an adaptive search algorithm that, once the criterion is fixed, efficiently finds the optimal wavelet filter. As an interesting byproduct we prove a theorem which allows the computation of the radius of a set of vectors by a standard Support Vector Machine.