We consider a parallel decomposition technique for solving the large quadratic programs arising in training the learning methodology Support Vector Machine. At each iteration of the technique a subset of the variables is optimized through the solution of a quadratic programming subproblem. This inner subproblem is solved in parallel by a special gradient projection method. In this paper we consider some improvements to the inner solver: a new algorithm for the projection onto the feasible region of the optimization subproblem and new linesearch and steplength selection strategies for the gradient projection scheme. The effectiveness of the proposed improvements is evaluated, both in terms of execution time and relative speedup, by solving large-scale benchmark problems on a parallel architecture.

Some improvements to a parallel decomposition technique for training support vector machines

ZANGHIRATI, Gaetano
2005

Abstract

We consider a parallel decomposition technique for solving the large quadratic programs arising in training the learning methodology Support Vector Machine. At each iteration of the technique a subset of the variables is optimized through the solution of a quadratic programming subproblem. This inner subproblem is solved in parallel by a special gradient projection method. In this paper we consider some improvements to the inner solver: a new algorithm for the projection onto the feasible region of the optimization subproblem and new linesearch and steplength selection strategies for the gradient projection scheme. The effectiveness of the proposed improvements is evaluated, both in terms of execution time and relative speedup, by solving large-scale benchmark problems on a parallel architecture.
2005
9783540290094
9783540319436
Support vector machines; quadratic programs; decomposition techniques; gradient projection methods; parallel computation.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11392/1211204
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