Parallel decomposition methods for linearly constrained problems subject to simple bound with application to the SVMs training

We consider the convex quadratic linearly constrained problem with bounded variables and with huge and dense Hessian matrix that arises in many applications such as the training problem of bias support vector machines. We propose a decomposition algorithmic scheme suitable to parallel implementations and we prove global convergence under suitable conditions. Focusing on support vector machines training, we outline how these assumptions can be satisfied in practice and we suggest various specific implementations. Extensions of the theoretical results to general linearly constrained problem are provided. We included numerical results on support vector machines with the aim of showing the viability and the effectiveness of the proposed scheme

A Novel Model of Working Set Selection for SMO Decomposition Methods

In the process of training Support Vector Machines (SVMs) by decomposition methods, working set selection is an important technique, and some exciting schemes were employed into this field. To improve working set selection, we propose a new model for working set selection in sequential minimal optimization (SMO) decomposition methods. In this model, it selects B as working set without reselection. Some properties are given by simple proof, and experiments demonstrate that the proposed method is in general faster than existing methods.Comment: 8 pages, 12 figures, it was submitted to IEEE International conference of Tools on Artificial Intelligenc

Training Support Vector Machines Using Frank-Wolfe Optimization Methods

Training a Support Vector Machine (SVM) requires the solution of a quadratic programming problem (QP) whose computational complexity becomes prohibitively expensive for large scale datasets. Traditional optimization methods cannot be directly applied in these cases, mainly due to memory restrictions. By adopting a slightly different objective function and under mild conditions on the kernel used within the model, efficient algorithms to train SVMs have been devised under the name of Core Vector Machines (CVMs). This framework exploits the equivalence of the resulting learning problem with the task of building a Minimal Enclosing Ball (MEB) problem in a feature space, where data is implicitly embedded by a kernel function. In this paper, we improve on the CVM approach by proposing two novel methods to build SVMs based on the Frank-Wolfe algorithm, recently revisited as a fast method to approximate the solution of a MEB problem. In contrast to CVMs, our algorithms do not require to compute the solutions of a sequence of increasingly complex QPs and are defined by using only analytic optimization steps. Experiments on a large collection of datasets show that our methods scale better than CVMs in most cases, sometimes at the price of a slightly lower accuracy. As CVMs, the proposed methods can be easily extended to machine learning problems other than binary classification. However, effective classifiers are also obtained using kernels which do not satisfy the condition required by CVMs and can thus be used for a wider set of problems

Classification of sporting activities using smartphone accelerometers

In this paper we present a framework that allows for the automatic identification of sporting activities using commonly available smartphones. We extract discriminative informational features from smartphone accelerometers using the Discrete Wavelet Transform (DWT). Despite the poor quality of their accelerometers, smartphones were used as capture devices due to their prevalence in today’s society. Successful classification on this basis potentially makes the technology accessible to both elite and non-elite athletes. Extracted features are used to train different categories of classifiers. No one classifier family has a reportable direct advantage in activity classification problems to date; thus we examine classifiers from each of the most widely used classifier families. We investigate three classification approaches; a commonly used SVM-based approach, an optimized classification model and a fusion of classifiers. We also investigate the effect of changing several of the DWT input parameters, including mother wavelets, window lengths and DWT decomposition levels. During the course of this work we created a challenging sports activity analysis dataset, comprised of soccer and field-hockey activities. The average maximum F-measure accuracy of 87% was achieved using a fusion of classifiers, which was 6% better than a single classifier model and 23% better than a standard SVM approach