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大规模半参数支持向量机训练的分解算法

Decomposition Algorithms for Training Large-scale Semiparametric Support Vector Machines
课程网址: http://videolectures.net/ecmlpkdd09_lee_datlsssvm/  
主讲教师: Sangkyun Lee
开课单位: 威斯康星大学
开课时间: 2009-10-20
课程语种: 英语
中文简介:
我们描述了一种求解回归问题的大规模半参数支持向量机(SVM)的方法。迄今为止针对大规模SVM提出的大多数方法都不能适应半参数问题中出现的多重等式约束。我们的方法使用分解框架,使用原始对偶算法找到每个子问题的最小最大公式的近似鞍点。我们将我们的方法与先前为半参数SVM提出的算法进行了比较,并表明随着训练样本数量的增加,它可以很好地扩展。
课程简介: We describe a method for solving large-scale semiparametric support vector machines (SVMs) for regression problems. Most of the approaches proposed to date for large-scale SVMs cannot accommodate the multiple equality constraints that appear in semiparametric problems. Our approach uses a decomposition framework, with a primal-dual algorithm to find an approximate saddle point for the min-max formulation of each subproblem. We compare our method with algorithms previously proposed for semiparametric SVMs, and show that it scales well as the number of training examples grows.
关 键 词: 求解回归; 半参数; 对偶算法
课程来源: 视频讲座网
最后编审: 2020-07-14:yumf
阅读次数: 67