Faster directions for second order SMO

  • Authors:
  • Álvaro Barbero;José R. Dorronsoro

  • Affiliations:
  • Universidad Autómoma de Madrid and Instituto de Ingeniería del Conocimiento, Madrid, Spain;Universidad Autómoma de Madrid and Instituto de Ingeniería del Conocimiento, Madrid, Spain

  • Venue:
  • ICANN'10 Proceedings of the 20th international conference on Artificial neural networks: Part II
  • Year:
  • 2010

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Abstract

Second order SMO represents the state-of-the-art in SVM training for moderate size problems. In it, the solution is attained by solving a series of subproblems which are optimized w.r.t just a pair of multipliers. In this paper we will illustrate how SMO works in a two stage fashion, setting first the values of the bounded multipliers to the penalty factor C and proceeding then to adjust the non-bounded multipliers. Furthermore, during this second stage the selected pairs for update often appear repeatedly during the algorithm. Taking advantage of this, we shall propose a procedure to combine previously used descent directions that results in much fewer iterations in this second stage and that may also lead to noticeable savings in kernel operations.