Abstract
Linear support vector machine training can be represented as a large quadratic program. We present an efficient and numerically stable algorithm for this problem using interior point methods, which requires only \(\mathcal{O}(n)\) operations per iteration. Through exploiting the separability of the Hessian, we provide a unified approach, from an optimization perspective, to 1-norm classification, 2-norm classification, universum classification, ordinal regression and ε-insensitive regression. Our approach has the added advantage of obtaining the hyperplane weights and bias directly from the solver. Numerical experiments indicate that, in contrast to existing methods, the algorithm is largely unaffected by noisy data, and they show training times for our implementation are consistent and highly competitive. We discuss the effect of using multiple correctors, and monitoring the angle of the normal to the hyperplane to determine termination.
Similar content being viewed by others
References
Altman, A., Gondzio, J.: Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization. Optim. Methods Softw. 11, 275–302 (1999)
Chang, C.C., Lin, C.J.: LIBSVM: a library for support vector machines (2001). Software available at http://www.csie.ntu.edu.tw/~cjlin/libsvm
Chu, W., Keerthi, S.S.: New approaches to support vector ordinal regression. In: ICML ’05: Proceedings of the 22nd International Conference on Machine Learning, pp. 145–152. ACM, New York (2005)
Collobert, R., Bengio, S.: SVMTorch: support vector machines for large-scale regression problems. J. Mach. Learn. Res. 1, 143–160 (2001)
Cristianini, N., Shawe-Taylor, J.: An Introduction to Support Vector Machines. Cambridge University Press, Cambridge (2000)
Dolan, E., Moré, J.: Benchmarking optimization software with performance profiles. Math. Program. 91(2), 201–213 (2002)
Ferris, M., Munson, T.: Interior point methods for massive support vector machines. SIAM J. Optim. 13(3), 783–804 (2003)
Fine, S., Scheinberg, K.: Efficient SVM training using low-rank kernel representations. J. Mach. Learn. Res. 2, 243–264 (2002)
Fine, S., Scheinberg, K.: INCAS: An incremental active set method for SVM. Tech. Rep., IBM Research Labs, Haifa (2002)
Gertz, E.M., Griffin, J.D.: Support vector machine classifiers for large data sets. Technical memo, Argonne National Lab ANL/MCS-TM-289 (2005)
Gertz, E.M., Wright, S.J.: Object-oriented software for quadratic programming. ACM Trans. Math. Softw. 29(1), 58–81 (2003)
Goldfarb, D., Scheinberg, K.: A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming. Math. Program. 99(1), 1–34 (2004)
Goldfarb, D., Scheinberg, K.: Solving structured convex quadratic programs by interior point methods with application to support vector machines and portfolio optimization. Submitted for publication (2005)
Gondzio, J.: HOPDM: a fast LP solver based on a primal-dual interior point method. Eur. J. Oper. Res. 85, 221–225 (1995)
Gondzio, J.: Multiple centrality corrections in a primal-dual method for linear programming. Comput. Optim. Appl. 6, 137–156 (1996)
Herbrich, R., Graepel, T., Obermayer, K.: Large margin rank boundaries for ordinal regression. In: Advances in Large Margin Classifiers. MIT Press, Cambridge (2000)
Hsieh, C.J., Chang, K.W., Lin, C.J., Keerthi, S.S., Sundararajan, S.: A dual coordinate descent method for large-scale linear SVM. In: ICML ’08: Proceedings of the 25th International Conference on Machine Learning (2008)
Joachims, T.: Making large-scale support vector machine learning practical. In: Schölkopf, B., Burges, C.J.C., Smola, A.J. (eds.) Advances in Kernel Methods: Support Vector Learning, pp. 169–184. MIT Press, Cambridge (1999)
Joachims, T.: Training linear SVMs in linear time. In: KDD ’06: Proceedings of the 12th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, pp. 217–226. ACM, New York (2006)
Keerthi, S.S., Chapelle, O., DeCoste, D.: Building support vector machines with reduced classifier complexity. J. Mach. Learn. Res. 7, 1493–1515 (2006)
Lawson, C.L., Hanson, R.J., Kincaid, D.R., Krogh, F.T.: Algorithm 539: basic linear algebra subprograms for Fortran usage [F1]. ACM Trans. Math. Softw. 5(3), 324–325 (1979)
Lee, Y.J., Mangasarian, O.L.: RSVM: Reduced support vector machines. In: Proceedings of the SIAM International Conference on Data Mining. SIAM, Philadelphia (2001)
Lucidi, S., Palagi, L., Risi, A., Sciandrone, M.: A convergent decomposition algorithm for support vector machines. Comput. Optim. Appl. 38, 217–234 (2007)
Mangasarian, O.L., Musicant, D.R.: Successive overrelaxation for support vector machines. IEEE Trans. Neural Networks 10(5), 1032–1037 (1999)
Mészáros, C.: The separable and non-separable formulations of convex quadratic problems in interior point methods. Tech. Rep. WP 98-3, Computer and Automation Research Institute, Hungarian Academy of Sciences, Budapest (1998)
Osuna, E., Freund, R., Girosi, F.: An improved training algorithm for support vector machines. In: Principe, J., Gile, L., Morgan, N., Wilson, E. (eds.) Neural Networks for Signal Processing VII—Proceedings of the 1997 IEEE Workshop, pp. 276–285. IEEE Press, New York (1997)
Platt, J.: Fast training of support vector machines using sequential minimal optimization. In: Schölkopf, B., Burges, C.J.C., Smola, A.J. (eds.) Advances in Kernel Methods: Support Vector Learning, pp. 185–208. MIT Press, Cambridge (1999)
Vanderbei, R.J.: Linear Programming Foundations and Extensions. Kluwer Academic, Boston (1997)
Vapnik, V.: Statistical Learning Theory. Wiley, New York (1998)
Vapnik, V.: The Nature of Statistical Learning Theory, 2nd edn. Springer, Berlin (1999)
Vapnik, V.: Transductive inference and semi-supervised learning. In: Chapelle, O., Schölkopf, B., Zien, A. (eds.) Semi-supervised Learning, pp. 454–472. MIT Press, Cambridge (2006), Chap. 24
Weston, J., Collobert, R., Sinz, F., Bottou, L., Vapnik, V.: Inference with the Universum. In: ICML ’06: Proceedings of the 23rd International Conference on Machine Learning, pp. 1009–1016. ACM, New York (2006)
Woodsend, K., Gondzio, J.: Hybrid MPI/OpenMP parallel support vector machine training. J. Mach. Learn. Res. 10, 1937–1953 (2009)
Wright, S.J.: Primal-dual Interior-point Methods. SIAM, Philadelphia (1997)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Woodsend, K., Gondzio, J. Exploiting separability in large-scale linear support vector machine training. Comput Optim Appl 49, 241–269 (2011). https://doi.org/10.1007/s10589-009-9296-8
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10589-009-9296-8