Stochastic subgradient descent method for large-scale robust chance-constrained support vector machines

DOI10.1007/s11590-016-1026-4zbMath1373.90090OpenAlexW2307596050MaRDI QIDQ2359408

Ximing Wang, Panos M. Pardalos, Neng Fan

Publication date: 28 June 2017

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-016-1026-4

zbMATH Keywords

support vector machineslarge-scale datarobust chance constraintsprimal-dual interior methodstochastic subgradient descent method

Mathematics Subject Classification ID

Stochastic programming (90C15) Interior-point methods (90C51)

Related Items

Proximal operator and optimality conditions for ramp loss SVM, Robust and distributionally robust optimization models for linear support vector machine, Distributionally robust joint chance-constrained support vector machines, Combining stochastic adaptive cubic regularization with negative curvature for nonconvex optimization, Unnamed Item

Uses Software

• SeDuMi
• LIBSVM
• Pegasos
• SGD-QN

Cites Work

• Chance constrained uncertain classification via robust optimization
• Pegasos: primal estimated sub-gradient solver for SVM
• Symmetric primal-dual path-following algorithms for semidefinite programming
• Robust chance-constrained support vector machines with second-order moment information
• Support-vector networks
• Large-Scale Machine Learning with Stochastic Gradient Descent
• Implementation of interior point methods for mixed semidefinite and second order cone optimization problems
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
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