Using Sequential Unconstrained Minimization Techniques to simplify SVM solvers
DSpace at IIT Bombay
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Title |
Using Sequential Unconstrained Minimization Techniques to simplify SVM solvers
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Creator |
JOSHI, S
JAYADEVA RAMAKRISHNAN, G CHANDRA, S |
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Subject |
Support vector machines
SVM SMO SUPPORT VECTOR MACHINES SMO ALGORITHM IMPROVEMENTS |
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Description |
In this paper, we apply Sequential Unconstrained Minimization Techniques (SUMTs) to the classical formulations of both the classical L1 norm SVM and the least squares SVM. We show that each can be solved as a sequence of unconstrained optimization problems with only box constraints. We propose relaxed SVM and relaxed LSSVM formulations that correspond to a single problem in the corresponding SUMT sequence. We also propose a SMO like algorithm to solve the relaxed formulations that works by updating individual Lagrange multipliers. The methods yield comparable or better results on large benchmark datasets than classical SVM and LSSVM formulations, at substantially higher speeds. (C) 2011 Elsevier B.V. All rights reserved.
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Publisher |
ELSEVIER SCIENCE BV
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Date |
2014-10-16T12:22:05Z
2014-10-16T12:22:05Z 2012 |
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Type |
Article
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Identifier |
NEUROCOMPUTING, 77(1)253-260
http://dx.doi.org/10.1016/j.neucom.2011.07.010 http://dspace.library.iitb.ac.in/jspui/handle/100/15534 |
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Language |
en
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