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Papers

Algebraic multigrid support vector machines

2016-11-16 · Ehsan Sadrfaridpour, Sandeep Jeereddy, Ken Kennedy, Andre Luckow, Talayeh Razzaghi, Ilya Safro

The support vector machine is a flexible optimization-based technique widely used for classification problems. In practice, its training part becomes computationally expensive on large-scale data sets because of such reasons as the complexity and number of iterations in parameter fitting methods, underlying optimization solvers, and nonlinearity of kernels. We introduce a fast multilevel framework for solving support vector machine models that is inspired by the algebraic multigrid. Significant improvement in the running has been achieved without any loss in the quality. The proposed technique is highly beneficial on imbalanced sets. We demonstrate computational results on publicly available and industrial data sets.

📄 PDF Abstract BibTeX arXiv:1611.05487

Code (1)

esadr/mlsvm 공식 구현

Tasks

General Classification

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