著者

Kenya TAJIMA Yoshihiro HIROHASHI Esmeraldo ZARA Tsuyoshi KATO

出版者

The Institute of Electronics, Information and Communication Engineers

雑誌

IEICE TRANSACTIONS on Information and Systems (ISSN:09168532)

巻号頁・発行日

vol.E104-D, no.11, pp.1923-1929, 2021-11-01

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The multi-category support vector machine (MC-SVM) is one of the most popular machine learning algorithms. There are numerous MC-SVM variants, although different optimization algorithms were developed for diverse learning machines. In this study, we developed a new optimization algorithm that can be applied to several MC-SVM variants. The algorithm is based on the Frank-Wolfe framework that requires two subproblems, direction-finding and line search, in each iteration. The contribution of this study is the discovery that both subproblems have a closed form solution if the Frank-Wolfe framework is applied to the dual problem. Additionally, the closed form solutions on both the direction-finding and line search exist even for the Moreau envelopes of the loss functions. We used several large datasets to demonstrate that the proposed optimization algorithm rapidly converges and thereby improves the pattern recognition performance.

著者

Hisashi KASHIMA Tsuyoshi IDE Tsuyoshi KATO Masashi SUGIYAMA

出版者

The Institute of Electronics, Information and Communication Engineers

雑誌

IEICE TRANSACTIONS on Information and Systems (ISSN:09168532)

巻号頁・発行日

vol.E92-D, no.7, pp.1338-1353, 2009-07-01

被引用文献数

16

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Kernel methods such as the support vector machine are one of the most successful algorithms in modern machine learning. Their advantage is that linear algorithms are extended to non-linear scenarios in a straightforward way by the use of the kernel trick. However, naive use of kernel methods is computationally expensive since the computational complexity typically scales cubically with respect to the number of training samples. In this article, we review recent advances in the kernel methods, with emphasis on scalability for massive problems.