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Hauptverfasser: Tanji, Sofiane, Della Vecchia, Andrea, Glineur, François, Villa, Silvia
Format: Preprint
Veröffentlicht: 2023
Schlagworte:
Online-Zugang:https://arxiv.org/abs/2304.07983
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author Tanji, Sofiane
Della Vecchia, Andrea
Glineur, François
Villa, Silvia
author_facet Tanji, Sofiane
Della Vecchia, Andrea
Glineur, François
Villa, Silvia
contents Kernel methods provide a powerful framework for non parametric learning. They are based on kernel functions and allow learning in a rich functional space while applying linear statistical learning tools, such as Ridge Regression or Support Vector Machines. However, standard kernel methods suffer from a quadratic time and memory complexity in the number of data points and thus have limited applications in large-scale learning. In this paper, we propose Snacks, a new large-scale solver for Kernel Support Vector Machines. Specifically, Snacks relies on a Nyström approximation of the kernel matrix and an accelerated variant of the stochastic subgradient method. We demonstrate formally through a detailed empirical evaluation, that it competes with other SVM solvers on a variety of benchmark datasets.
format Preprint
id arxiv_https___arxiv_org_abs_2304_07983
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Snacks: a fast large-scale kernel SVM solver
Tanji, Sofiane
Della Vecchia, Andrea
Glineur, François
Villa, Silvia
Machine Learning
Optimization and Control
Kernel methods provide a powerful framework for non parametric learning. They are based on kernel functions and allow learning in a rich functional space while applying linear statistical learning tools, such as Ridge Regression or Support Vector Machines. However, standard kernel methods suffer from a quadratic time and memory complexity in the number of data points and thus have limited applications in large-scale learning. In this paper, we propose Snacks, a new large-scale solver for Kernel Support Vector Machines. Specifically, Snacks relies on a Nyström approximation of the kernel matrix and an accelerated variant of the stochastic subgradient method. We demonstrate formally through a detailed empirical evaluation, that it competes with other SVM solvers on a variety of benchmark datasets.
title Snacks: a fast large-scale kernel SVM solver
topic Machine Learning
Optimization and Control
url https://arxiv.org/abs/2304.07983