A Fast Method for Training Linear SVM in the Primal

  • Authors:
  • Trinh-Minh-Tri Do;Thierry Artières

  • Affiliations:
  • LIP6 - Université Pierre et Marie Curie, Paris, France 75016;LIP6 - Université Pierre et Marie Curie, Paris, France 75016

  • Venue:
  • ECML PKDD '08 Proceedings of the 2008 European Conference on Machine Learning and Knowledge Discovery in Databases - Part I
  • Year:
  • 2008

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Abstract

We propose a new algorithm for training a linear Support Vector Machine in the primal. The algorithm mixes ideas from non smooth optimization, subgradient methods, and cutting planes methods. This yields a fast algorithm that compares well to state of the art algorithms. It is proved to require O(1/茂戮驴茂戮驴) iterations to converge to a solution with accuracy 茂戮驴. Additionally we provide an exact shrinking method in the primal that allows reducing the complexity of an iteration to much less than O(N) where Nis the number of training samples.