Primal-Dual Gradient Flow Algorithm for Distributed Support Vector Machines
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Abstract: In this paper, a primal-dual gradient flow algorithm for distributed support vector machines (DSVM) is proposed. A network of computing nodes, each carrying a subset of horizontally partitioned large dataset is considered. The nodes are represented as dynamical systems with Arrow-Hurwicz-Uzawa gradient flow dynamics, derived from the Lagrangian function of the DSVM problem. It is first proved that the nodes are passive dynamical systems. Then, by employing the Krasovskii type candidate Lyapunov functions, it is proved that the computing nodes asymptotically converge to the optimal primal-dual solution.
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