Back
Trading Convexity for Scalability
Convex learning algorithms, such as Support Vector Machines (SVMs), are often seen as highly desirable because they offer strong practical properties and are amenable to theoretical analysis. However, in this work we show how nonconvexity can provide scalability advantages over convexity. We show how concave-convex programming can be applied to produce (i) faster SVMs where training errors are no longer support vectors, and (ii) much faster Transductive SVMs.
@inbook{4435, title = {Trading Convexity for Scalability}, booktitle = {Large Scale Kernel Machines}, abstract = {Convex learning algorithms, such as Support Vector Machines (SVMs), are often seen as highly desirable because they offer strong practical properties and are amenable to theoretical analysis. However, in this work we show how nonconvexity can provide scalability advantages over convexity. We show how concave-convex programming can be applied to produce (i) faster SVMs where training errors are no longer support vectors, and (ii) much faster Transductive SVMs.}, pages = {275-300}, series = {Neural Information Processing}, editors = {Bottou, L. , O. Chapelle, D. DeCoste, J. Weston}, publisher = {MIT Press}, organization = {Max-Planck-Gesellschaft}, school = {Biologische Kybernetik}, address = {Cambridge, MA, USA}, month = sep, year = {2007}, slug = {4435}, author = {Collobert, R. and Sinz, F. and Weston, J. and Bottou, L.}, month_numeric = {9} }