A dual coordinate descent method for large-scale linear SVM

  • Authors:
  • Cho-Jui Hsieh;Kai-Wei Chang;Chih-Jen Lin;S. Sathiya Keerthi;S. Sundararajan

  • Affiliations:
  • National Taiwan University, Taipei, Taiwan;National Taiwan University, Taipei, Taiwan;National Taiwan University, Taipei, Taiwan;Yahoo! Research, Santa Clara;Yahoo! Labs, Bangalore, India

  • Venue:
  • Proceedings of the 25th international conference on Machine learning
  • Year:
  • 2008

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Abstract

In many applications, data appear with a huge number of instances as well as features. Linear Support Vector Machines (SVM) is one of the most popular tools to deal with such large-scale sparse data. This paper presents a novel dual coordinate descent method for linear SVM with L1-and L2-loss functions. The proposed method is simple and reaches an ε-accurate solution in O(log(1/ε)) iterations. Experiments indicate that our method is much faster than state of the art solvers such as Pegasos, TRON, SVMperf, and a recent primal coordinate descent implementation.