ASSET: APPROXIMATE STOCHASTIC SUBGRADIENT ESTIMATION TRAINING FOR SUPPORT VECTOR MACHINES

Sangkyun Lee, Stephen Wright

2012

Abstract

Subgradient methods for training support vector machines have been quite successful for solving large-scale 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, making 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.

Paper Citation

in Harvard Style

Lee S. and Wright S. (2012). ASSET: APPROXIMATE STOCHASTIC SUBGRADIENT ESTIMATION TRAINING FOR SUPPORT VECTOR MACHINES . In Proceedings of the 1st International Conference on Pattern Recognition Applications and Methods - Volume 1: ICPRAM, ISBN 978-989-8425-98-0, pages 223-228. DOI: 10.5220/0003786202230228

in Bibtex Style

@conference{icpram12,
author={Sangkyun Lee and Stephen Wright},
title={ASSET: APPROXIMATE STOCHASTIC SUBGRADIENT ESTIMATION TRAINING FOR SUPPORT VECTOR MACHINES},
booktitle={Proceedings of the 1st International Conference on Pattern Recognition Applications and Methods - Volume 1: ICPRAM,},
year={2012},
pages={223-228},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0003786202230228},
isbn={978-989-8425-98-0},
}

in EndNote Style

TY - CONF
JO - Proceedings of the 1st International Conference on Pattern Recognition Applications and Methods - Volume 1: ICPRAM,
TI - ASSET: APPROXIMATE STOCHASTIC SUBGRADIENT ESTIMATION TRAINING FOR SUPPORT VECTOR MACHINES
SN - 978-989-8425-98-0
AU - Lee S.
AU - Wright S.
PY - 2012
SP - 223
EP - 228
DO - 10.5220/0003786202230228