Approximate Stochastic Subgradient Estimation Training for Support Vector Machines

نویسندگان

  • Sangkyun Lee
  • Stephen J. Wright
چکیده

Subgradient algorithms for training support vector machines have been quite successful for solving largescale and online learning problems. However, they have been restricted to linear kernels and strongly convex formulations. This paper describes efficient subgradient approaches without such limitations. Our approaches make use of randomized low-dimensional approximations to nonlinear kernels, and minimization of a reduced primal formulation using an algorithm based on robust stochastic approximation, which do not require strong convexity. Experiments illustrate that our approaches produce solutions of comparable prediction accuracy with the solutions acquired from existing SVM solvers, but often in much shorter time. We also suggest efficient prediction schemes that depend only on the dimension of kernel approximation, not on the number of support vectors.

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عنوان ژورنال:
  • CoRR

دوره abs/1111.0432  شماره 

صفحات  -

تاریخ انتشار 2011