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The Relaxed Online Maximum Margin Algorithm
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A new approximate maximal margin classification algorithm
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Core Vector Machines: Fast SVM Training on Very Large Data Sets
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Coresets, sparse greedy approximation, and the Frank-Wolfe algorithm
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The Journal of Machine Learning Research
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We study the problem of learning largemargin half-spaces in various settings using coresets and show that coresets are a widely applicable tool for large margin learning. A large margin coreset is a subset of the input data sufficient for approximating the true maximum margin solution. In this work, we provide a direct algorithm and analysis for constructing large margin coresets. We show various applications including a novel coreset based analysis of large margin active learning and a polynomial time (in the number of input data and the amount of noise) algorithm for agnostic learning in the presence of outlier noise. We also highlight a simple extension to multi-class classification problems and structured output learning.