Distributed Box-Constrained Quadratic Optimization for Dual Linear SVM
published: Dec. 5, 2015, recorded: October 2015, views: 2247
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Training machine learning models sometimes needs to be done on large amounts of data that exceed the capacity of a single machine, motivating recent works on developing algorithms that train in a distributed fashion. This paper proposes an efficient box-constrained quadratic optimization algorithm for distributedly training linear support vector machines (SVMs) with large data. Our key technical contribution is an analytical solution to the problem of computing the optimal step size at each iteration, using an efficient method that requires only O(1) communication cost to ensure fast convergence. With this optimal step size, our approach is superior to other methods by possessing global linear convergence, or, equivalently, O(log(1/ϵ)) iteration complexity for an epsilon-accurate solution, for distributedly solving the non-strongly-convex linear SVM dual problem. Experiments also show that our method is significantly faster than state-of- the-art distributed linear SVM algorithms including DSVM-AVE, DisDCA and TRON.
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