Quadratic optimization fine tuning for the Support Vector Machines learning phase

  • Authors:
  • Miguel González-Mendoza;Rodolfo E. Ibarra Orozco;Ariel L. García Gamboa;Neil Hernández-Gress;Jaime Mora-Vargas;Juan Carlos López-Pimentel

  • Affiliations:
  • -;-;-;-;-;-

  • Venue:
  • Expert Systems with Applications: An International Journal
  • Year:
  • 2014

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Abstract

This work presents a comparative analysis of specific, rather than general, mathematical programming implementation techniques of the quadratic optimization problem (QP) based on Support Vector Machines (SVM) learning process. Considering the Karush-Kuhn-Tucker (KKT) optimality conditions, we present a strategy of implementation of the SVM-QP following three classical approaches: (i) active set, also divided in primal and dual spaces, methods, (ii) interior point methods and (iii) linearization strategies. We also present the general extension to treat large-scale applications consisting in a general decomposition of the QP problem into smaller ones, conserving the exact solution approach. In the same manner, we propose a set of heuristics to take into account for a better than a random selection process for the initialization of the decomposition strategy. We compare the performances of the optimization strategies using some well-known benchmark databases.