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Averaging Support Vector Machines for Processing Large Data Sets

author: Jochen Garcke, Australian National University - ANU

Description

The handling of large data sets by support vector machines (SVMs)(Vapnik, 1998) employing a nonlinear kernel suffers from the non-linear scaling of the numerical solution techniques for the underlying optimisation problem. This is in particular valid if the kernel matrix cannot be stored in the main memory anymore and therefore the evaluation of the kernel on given data points needs to be recomputed again and again. We investigate a simple approach to allow the processing of larger data sets: We separate the large data set into a number of smaller ones, each small enough to allow the caching of the kernel matrix, and learn a support vector machine for each of these data sets. For the evaluation on data points we then just simply average the results of the different SVMs.

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Slides
0:00 Averaging of Support Vector Machines for Large Scale Learning Giving the constants a beating
0:53 Outline
1:13 Usual Problem Setup
1:52 Usual Solution
2:48 Averaging of SVMs for Large Scale Data
4:24 Some formal observations
6:00 Other computational advantages
7:05 Results in the challenge, alpha (1)
9:16 Results in the challenge, alpha (2)
9:48 Results in the challenge, beta, gamma
10:33 Some comparisons on the alpha data set
14:14 Do we really make use of all subsets ?
15:05 Efficient kernel evaluation
15:53 Can we achieve more improvement ?
16:32 Can we do more ?
17:00 What do we gain ?
19:48 Further possible improvements
20:35 Conclusions

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