Some improvements to a parallel decomposition technique for training support vector machines

Authors:
Thomas Serafini;Luca Zanni;Gaetano Zanghirati
Affiliations:
Department of Mathematics, University of Modena and Reggio Emilia;Department of Mathematics, University of Modena and Reggio Emilia;Department of Mathematics, University of Ferrara
Venue:
PVM/MPI'05 Proceedings of the 12th European PVM/MPI users' group conference on Recent Advances in Parallel Virtual Machine and Message Passing Interface
Year:
2005

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Abstract

We consider a parallel decomposition technique for solving the large quadratic programs arising in training the learning methodology Support Vector Machine. At each iteration of the technique a subset of the variables is optimized through the solution of a quadratic programming subproblem. This inner subproblem is solved in parallel by a special gradient projection method. In this paper we consider some improvements to the inner solver: a new algorithm for the projection onto the feasible region of the optimization subproblem and new linesearch and steplength selection strategies for the gradient projection scheme. The effectiveness of the proposed improvements is evaluated, both in terms of execution time and relative speedup, by solving large-scale benchmark problems on a parallel architecture.