Fixed-Size Pegasos for Large Scale Pinball Loss SVM
published: Aug. 26, 2013, recorded: July 2013, views: 3259
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Here we address the problem of learning pinball loss SVM model. We utilize modified Pegasos algorithm for large scale problems. The latter type of problems is leveraged for linearly non-separable cases via Nyström approximation and Fized-Size approach. We present an outline of the improved Pegasos algorithm and a complete learning procedure within the Fixed-Size setting.
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