Training support vector machines via SMO-type decomposition methods

  • Authors:
  • Pai-Hsuen Chen;Rong-En Fan;Chih-Jen Lin

  • Affiliations:
  • Department of Computer Science, National Taiwan University;Department of Computer Science, National Taiwan University;Department of Computer Science, National Taiwan University

  • Venue:
  • ALT'05 Proceedings of the 16th international conference on Algorithmic Learning Theory
  • Year:
  • 2005

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Abstract

This article gives a comprehensive study on SMO-type (Sequential Minimal Optimization) decomposition methods for training support vector machines. We propose a general and flexible selection of the two-element working set. Main theoretical results include 1) a simple asymptotic convergence proof, 2) a useful explanation of the shrinking and caching techniques, and 3) the linear convergence of this method. This analysis applies to any SMO-type implementation whose selection falls into the proposed framework.