Parallel randomized support vector machine

  • Authors:
  • Yumao Lu;Vwani Roychowdhury

  • Affiliations:
  • University of California, Los Angeles, CA;University of California, Los Angeles, CA

  • Venue:
  • PAKDD'06 Proceedings of the 10th Pacific-Asia conference on Advances in Knowledge Discovery and Data Mining
  • Year:
  • 2006

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Abstract

A parallel support vector machine based on randomized sampling technique is proposed in this paper. We modeled a new LP-type problem so that it works for general linear-nonseparable SVM training problems unlike the previous work [2]. A unique priority based sampling mechanism is used so that we can prove an average convergence rate that is so far the fastest bounded convergence rate to the best of our knowledge. The numerical results on synthesized data and a real geometric database show that our algorithm has good scalability.