Training linear ranking SVMs in linearithmic time using red-black trees

Authors:
Antti Airola;Tapio Pahikkala;Tapio Salakoski
Affiliations:
Department of Information Technology, University of Turku, 20014 Turku, Finland and Turku Centre for Computer Science (TUCS), Joukahaisenkatu 3-5 B, 20520 Turku, Finland;Department of Information Technology, University of Turku, 20014 Turku, Finland and Turku Centre for Computer Science (TUCS), Joukahaisenkatu 3-5 B, 20520 Turku, Finland;Department of Information Technology, University of Turku, 20014 Turku, Finland and Turku Centre for Computer Science (TUCS), Joukahaisenkatu 3-5 B, 20520 Turku, Finland
Venue:
Pattern Recognition Letters
Year:
2011

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Abstract

We introduce an efficient method for training the linear ranking support vector machine. The method combines cutting plane optimization with red-black tree based approach to subgradient calculations, and has O(ms+mlog (m)) time complexity, where m is the number of training examples, and s the average number of non-zero features per example. Best previously known training algorithms achieve the same efficiency only for restricted special cases, whereas the proposed approach allows any real valued utility scores in the training data. Experiments demonstrate the superior scalability of the proposed approach, when compared to the fastest existing RankSVM implementations.