Generalized SMO Algorithm for SVM-Based Multitask Learning

Exploiting additional information to improve traditional inductive learning is an active research area in machine learning. In many supervised-learning applications, training data can be naturally separated into several groups, and incorporating this group information into learning may improve gener...

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Bibliographic Details
Published in:IEEE transaction on neural networks and learning systems Vol. 23; no. 6; pp. 997 - 1003
Main Authors: Feng Cai, Cherkassky, V.
Format: Journal Article
Language:English
Published: New York, NY IEEE 01.06.2012
Institute of Electrical and Electronics Engineers
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
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ISSN:2162-237X, 2162-2388
Online Access:Get full text
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Summary:Exploiting additional information to improve traditional inductive learning is an active research area in machine learning. In many supervised-learning applications, training data can be naturally separated into several groups, and incorporating this group information into learning may improve generalization. Recently, Vapnik proposed a general approach to formalizing such problems, known as "learning with structured data" and its support vector machine (SVM) based optimization formulation called SVM+. Liang and Cherkassky showed the connection between SVM+ and multitask learning (MTL) approaches in machine learning, and proposed an SVM-based formulation for MTL called SVM+MTL for classification. Training the SVM+MTL classifier requires the solution of a large quadratic programming optimization problem which scales as O(n 3 ) with sample size n. So there is a need to develop computationally efficient algorithms for implementing SVM+MTL. This brief generalizes Platt's sequential minimal optimization (SMO) algorithm to the SVM+MTL setting. Empirical results show that, for typical SVM+MTL problems, the proposed generalized SMO achieves over 100 times speed-up, in comparison with general-purpose optimization routines.
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ISSN:2162-237X
2162-2388
DOI:10.1109/TNNLS.2012.2187307