The analysis of decomposition methods for support vector machines

  • Authors:
  • Chih-Chung Chang;Chih-Wei Hsu;Chih-Jen Lin

  • Affiliations:
  • Dept. of Comput. Sci. & Inf. Eng., Nat. Taiwan Univ., Taipei;-;-

  • Venue:
  • IEEE Transactions on Neural Networks
  • Year:
  • 2000

Quantified Score

Hi-index 0.01

Visualization

Abstract

The support vector machine (SVM) is a promising technique for pattern recognition. It requires the solution of a large dense quadratic programming problem. Traditional optimization methods cannot be directly applied due to memory restrictions. Up to now, very few methods can handle the memory problem and an important one is the “decomposition method.” However, there is no convergence proof so far. We connect this method to projected gradient methods and provide theoretical proofs for a version of decomposition methods. An extension to bound-constrained formulation of SVM is also provided. We then show that this convergence proof is valid for general decomposition methods if their working set selection meets a simple requirement