Parallel proximal support vector machine for high-dimensional pattern classification

Authors:
Zhenfeng Zhu;Xingquan Zhu;Yangdong Ye;Yue-Fei Guo;Xiangyang Xue
Affiliations:
Zhengzhou University, Zhengzhou , China;University of Technology Sydney, Sydney, Australia;Zhengzhou University, Zhengzhou, China;Fudan University, Shanghai, China;Fudan University, Shanghai, China
Venue:
Proceedings of the 21st ACM international conference on Information and knowledge management
Year:
2012

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Abstract

Proximal support vector machine (PSVM) is a simple but effective classifier, especially for solving large-scale data classification problems. An inherent deficiency of PSVM lies on its inefficiency for dealing with high-dimensional data. In this paper, we propose a parallel version of PSVM (PPSVM). Based on random dimensionality partitioning, PPSVM can obtain partitioned local model parameters in parallel, with combined parameters to form the final global solution. In fact, PPSVM enjoys two properties: 1) It can calculate model parameters in parallel and is therefore a fast learning method with theoretically proved convergence; and 2) It can avoid the inversion of large matrix, which makes it suitable for high-dimensional data. In the paper, we also propose a random PPSVM with randomly partitioned data in each iteration to improve the performance of PSVM. Experimental results on real-world data demonstrate that the proposed methods can obtain similar or even better prediction accuracy than PSVM with much better runtime efficiency.