Kristian Woodsend (University of Edinburgh)

SVM optimization as a separable QP
ERGO Optimization day: Wednesday 14 June 2006 at 11.15, JCMB 5327

Abstract

Binary classification using Support Vector Machines (SVMs) has been an important recent advance in the field of machine learning. This talk gives an introduction to SVMs and the highly structured convex quadratic program that forms the training phase. As the Hessian matrix is completely dense, state-of-the-art approaches have used iterative decomposition algorithms, with Interior Point Methods being used only for the smaller sub-problems. This talk will describe a Separable QP formulation which allows IPMs to solve the SVM training phase with large-scale data sets.

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