In this paper we propose some improvements to a recent decomposition technique for the large quadratic program arising in training Support Vector Machines. As standard decompositionapproaches, the technique we consider is based on the idea to optimize, at each iteration, a subset of the variables through the solution of a quadratic programming subproblem.The innovative features of this approach consist in using a very effective gradient projection method for the inner subproblems and a special rule for selecting the variables to be optimizedat each step. These features allow to obtain promising performance by decomposing the problem into few large subproblems instead of many small subproblems as usually done by other decomposition schemes. We improve this technique by introducing a new inner solver and a simple strategy for reducing the computational cost of each iteration. We evaluate the effectiveness of these improvements by solving large-scale benchmark problems and by comparison with a widely used decomposition package.

An improved gradient projection-based decomposition technique for support vector machines / Zanni, Luca. - In: COMPUTATIONAL MANAGEMENT SCIENCE. - ISSN 1619-697X. - STAMPA. - 3:2(2006), pp. 131-145. [10.1007/s10287-005-0004-6]

An improved gradient projection-based decomposition technique for support vector machines

ZANNI, Luca
2006

Abstract

In this paper we propose some improvements to a recent decomposition technique for the large quadratic program arising in training Support Vector Machines. As standard decompositionapproaches, the technique we consider is based on the idea to optimize, at each iteration, a subset of the variables through the solution of a quadratic programming subproblem.The innovative features of this approach consist in using a very effective gradient projection method for the inner subproblems and a special rule for selecting the variables to be optimizedat each step. These features allow to obtain promising performance by decomposing the problem into few large subproblems instead of many small subproblems as usually done by other decomposition schemes. We improve this technique by introducing a new inner solver and a simple strategy for reducing the computational cost of each iteration. We evaluate the effectiveness of these improvements by solving large-scale benchmark problems and by comparison with a widely used decomposition package.
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An improved gradient projection-based decomposition technique for support vector machines / Zanni, Luca. - In: COMPUTATIONAL MANAGEMENT SCIENCE. - ISSN 1619-697X. - STAMPA. - 3:2(2006), pp. 131-145. [10.1007/s10287-005-0004-6]
Zanni, Luca
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11380/460722
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