Sublinear Optimization for Machine Learning

  • Authors:
  • Kenneth L. Clarkson;Elad Hazan;David P. Woodruff

  • Affiliations:
  • -;-;-

  • Venue:
  • FOCS '10 Proceedings of the 2010 IEEE 51st Annual Symposium on Foundations of Computer Science
  • Year:
  • 2010

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Abstract

We give sub linear-time approximation algorithms for some optimization problems arising in machine learning, such as training linear classifiers and finding minimum enclosing balls. Our algorithms can be extended to some kernelized versions of these problems, such as SVDD, hard margin SVM, and $L_2$-SVM, for which sub linear-time algorithms were not known before. These new algorithms use a combination of a novel sampling techniques and a new multiplicative update algorithm. We give lower bounds which show the running times of many of our algorithms to be nearly best possible in the unit-cost RAM model. We also give implementations of our algorithms in the semi-streaming setting, obtaining the first low pass polylogarithmic space and sub linear time algorithms achieving arbitrary approximation factor.