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Si-level stochastic gradient for large scale support vector machine

delete2015-04-01
delete12
PRE
AI
N
Nicolas Couëllan *
W
Wenjuan Wang
DOI:10.1016/j.neucom.2014.11.025delete
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摘要

摘要

En 中文
We propose a new bi-level stochastic optimization algorithm for training large scale support vector machine (SVM) with automatic selection of the C hyperparameter. We show that in the proposed bi-level formulation, the variation of the inner objective with respect to the outer variable can be nicely expressed. Gradient estimates are computed for both inner and outer objectives in order to perform stochastic moves with low complexity. Extension to nonlinear SVM is also proposed. We further discuss the possibility to integrate the technique within an automatic k-fold cross validation framework. Preliminary results on several datasets show that the method is finding the optimum hyperplane while adjusting the penalty parameter with significant computational time savings when compared to the classic cross validation procedure. (C) 2014 Elsevier B.V. All rights reserved.
Keyword:
Support vector machine
Model selection
Stochastic gradient
Multi-level optimization
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期刊

Neurocomputing 封面图
Neurocomputing
IF:
6.5
论文数:
2.5W
被引数:
6.5W

机构

U
universite de toulouse
学者数:
3.5W
论文数: 2.7W
被引数: 37
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