Coordinate Descent Method for Large-scale L2-loss Linear Support Vector Machines
Date Issued
2009
Date
2009
Author(s)
Hsieh, Cho-Jui
Abstract
Linear support vector machines (SVM) are useful for classifying large-scale sparse data. Problems with sparse features are common in applications such as document classi cation and natural language processing. In this thesis, we propose a novel coordinate descent algorithm for training linear SVM with the L2-loss function. At each step, the proposed method minimizes a one-variable sub-problem while fixing other variables. The sub-problem is solved by Newton steps with the line search technique. The procedure globally converges at the linear rate. As each sub-problem involves only values of a corresponding feature, the proposed approach is suitable when accessing a feature is more convenient than accessing an instance. Experiments show that our method is more e cient and stable than state of the art methods such as Pegasos and TRON.
Subjects
Linear support vector machine
Document classification
Coordinate descent
Type
thesis
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