ASSET: APPROXIMATE STOCHASTIC SUBGRADIENT ESTIMATION TRAINING FOR SUPPORT VECTOR MACHINES

Sangkyun Lee; Stephen Wright

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Paper

ASSET: APPROXIMATE STOCHASTIC SUBGRADIENT ESTIMATION TRAINING FOR SUPPORT VECTOR MACHINES

Topics: Convex Optimization; Kernel Methods; Large Margin Methods; On-Line Learning; Stochastic Methods

In Proceedings of the 1st International Conference on Pattern Recognition Applications and Methods - Volume 2: ICPRAM, 223-228, 2012 , Vilamoura, Algarve, Portugal

Authors: Sangkyun Lee ¹ and Stephen Wright ²

Affiliations: ¹ University of Technology, Germany ; ² University of Wisconsin, United States

Keyword(s): Stochastic approximation, Large-scale, Online learning, Support vector machines, Nonlinear kernels.

Related Ontology Subjects/Areas/Topics: Convex Optimization ; Kernel Methods ; Large Margin Methods ; On-Line Learning ; Pattern Recognition ; Stochastic Methods ; Theory and Methods

Abstract: Subgradient methods for training support vector machines have been quite successful for solving large-scale and online learning problems. However, they have been restricted to linear kernels and strongly convex formulations. This paper describes efficient subgradient approaches without such limitations, making use of randomized low-dimensional approximations to nonlinear kernels, and minimization of a reduced primal formulation using an algorithm based on robust stochastic approximation, which do not require strong convexity.

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Paper citation in several formats:

Lee, S. and Wright, S. (2012). ASSET: APPROXIMATE STOCHASTIC SUBGRADIENT ESTIMATION TRAINING FOR SUPPORT VECTOR MACHINES. In Proceedings of the 1st International Conference on Pattern Recognition Applications and Methods - Volume 2: ICPRAM; ISBN 978-989-8425-98-0; ISSN 2184-4313, SciTePress, pages 223-228. DOI: 10.5220/0003786202230228

@conference{icpram12,
author={Sangkyun Lee. and Stephen Wright.},
title={ASSET: APPROXIMATE STOCHASTIC SUBGRADIENT ESTIMATION TRAINING FOR SUPPORT VECTOR MACHINES},
booktitle={Proceedings of the 1st International Conference on Pattern Recognition Applications and Methods - Volume 2: ICPRAM},
year={2012},
pages={223-228},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0003786202230228},
isbn={978-989-8425-98-0},
issn={2184-4313},
}

TY - CONF

JO - Proceedings of the 1st International Conference on Pattern Recognition Applications and Methods - Volume 2: ICPRAM
TI - ASSET: APPROXIMATE STOCHASTIC SUBGRADIENT ESTIMATION TRAINING FOR SUPPORT VECTOR MACHINES
SN - 978-989-8425-98-0
IS - 2184-4313
AU - Lee, S.
AU - Wright, S.
PY - 2012
SP - 223
EP - 228
DO - 10.5220/0003786202230228
PB - SciTePress