Faster Support Vector Machines

DOI10.1137/1.9781611975499.16MaRDI QIDQ5232767zbMATH OpenOpenAlexFDO

Authors Sebastian Schlag, Matthias Schmitt, Christian Schulz

Publication date 13 September 2019

Published in 2019 Proceedings of the Twenty-First Workshop on Algorithm Engineering and Experiments (ALENEX) (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1808.06394

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Analysis of algorithms (68W40)

Abstract: The time complexity of support vector machines (SVMs) prohibits training on huge data sets with millions of data points. Recently, multilevel approaches to train SVMs have been developed to allow for time-efficient training on huge data sets. While regular SVMs perform the entire training in one -- time consuming -- optimization step, multilevel SVMs first build a hierarchy of problems decreasing in size that resemble the original problem and then train an SVM model for each hierarchy level, benefiting from the solved models of previous levels. We present a faster multilevel support vector machine that uses a label propagation algorithm to construct the problem hierarchy. Extensive experiments indicate that our approach is up to orders of magnitude faster than the previous fastest algorithm while having comparable classification quality. For example, already one of our sequential solvers is on average a factor 15 faster than the parallel ThunderSVM algorithm, while having similar classification quality.

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