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A dual coordinate descent method for large-scale linear SVM

Published: 05 July 2008 Publication History

Abstract

In many applications, data appear with a huge number of instances as well as features. Linear Support Vector Machines (SVM) is one of the most popular tools to deal with such large-scale sparse data. This paper presents a novel dual coordinate descent method for linear SVM with L1-and L2-loss functions. The proposed method is simple and reaches an ε-accurate solution in O(log(1/ε)) iterations. Experiments indicate that our method is much faster than state of the art solvers such as Pegasos, TRON, SVMperf, and a recent primal coordinate descent implementation.

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cover image ACM Other conferences
ICML '08: Proceedings of the 25th international conference on Machine learning
July 2008
1310 pages
ISBN:9781605582054
DOI:10.1145/1390156
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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  • Pascal
  • University of Helsinki
  • Xerox
  • Federation of Finnish Learned Societies
  • Google Inc.
  • NSF
  • Machine Learning Journal/Springer
  • Microsoft Research: Microsoft Research
  • Intel: Intel
  • Yahoo!
  • Helsinki Institute for Information Technology
  • IBM: IBM

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 05 July 2008

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Overall Acceptance Rate 140 of 548 submissions, 26%

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  • (2024)Wavy Signals and Striped Constellations for Backscatter Communications: Origins and SolutionsIEEE Transactions on Wireless Communications10.1109/TWC.2024.339633823:10(12815-12829)Online publication date: Oct-2024
  • (2024)Large-Scale Structured Output Classification via Multiple Structured Support Vector Machine by SplittingIEEE Transactions on Emerging Topics in Computational Intelligence10.1109/TETCI.2024.33603398:2(2112-2124)Online publication date: Apr-2024
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