1 research outputs found
Suboptimal Solution Path Algorithm for Support Vector Machine
We consider a suboptimal solution path algorithm for the Support Vector
Machine. The solution path algorithm is an effective tool for solving a
sequence of a parametrized optimization problems in machine learning. The path
of the solutions provided by this algorithm are very accurate and they satisfy
the optimality conditions more strictly than other SVM optimization algorithms.
In many machine learning application, however, this strict optimality is often
unnecessary, and it adversely affects the computational efficiency. Our
algorithm can generate the path of suboptimal solutions within an arbitrary
user-specified tolerance level. It allows us to control the trade-off between
the accuracy of the solution and the computational cost. Moreover, We also show
that our suboptimal solutions can be interpreted as the solution of a
\emph{perturbed optimization problem} from the original one. We provide some
theoretical analyses of our algorithm based on this novel interpretation. The
experimental results also demonstrate the effectiveness of our algorithm.Comment: A shorter version of this paper is submitted to ICML 201