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The analysis of decomposition methods for support vector machines

机译:支持向量机的分解方法分析

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摘要

The support vector machine (SVM) is a promising technique for pattern recognition. It requires the solution of a large dense quadratic programming problem. Traditional optimization methods cannot be directly applied due to memory restrictions. Up to now, very few methods can handle the memory problem and an important one is the "decomposition method." However, there is no convergence proof so far. We connect this method to projected gradient methods and provide theoretical proofs for a version of decomposition methods. An extension to bound-constrained formulation of SVM is also provided. We then show that this convergence proof is valid for general decomposition methods if their working set selection meets a simple requirement.
机译:支持向量机(SVM)是一种有前途的模式识别技术。它需要解决大型密集的二次规划问题。由于内存限制,传统的优化方法无法直接应用。到目前为止,很少有方法可以解决内存问题,其中一个重要的方法是“分解方法”。但是,到目前为止,还没有收敛证明。我们将此方法与投影梯度方法联系起来,并为一种分解方法版本提供了理论证明。还提供了对SVM的约束约束公式的扩展。然后,我们证明,如果收敛分解证明的工作集选择满足简单要求,则对于一般分解方法是有效的。

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