Reference : Large Margin Classification with the Progressive Hedging Algorithm
Scientific congresses and symposiums : Unpublished conference
Engineering, computing & technology : Computer science
http://hdl.handle.net/2268/80247
Large Margin Classification with the Progressive Hedging Algorithm
English
Defourny, Boris [Université de Liège - ULg > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Dép. d'électric., électron. et informat. (Inst.Montefiore) >]
Wehenkel, Louis mailto [Université de Liège - ULg > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation >]
Dec-2009
Yes
No
International
Second NIPS Workshop on Optimization for Machine Learning
December 12, 2009
Sebastian Nowozin; Suvrit Sra; SVN Vishwanathan; Stephen Wright
Whistler
Canada
[en] SVM ; parallel algorithms ; stochastic programming
[en] Several learning algorithms in classification and structured prediction are formulated as large scale optimization problems. We show that a generic iterative reformulation and resolving strategy based on the progressive hedging algorithm from stochastic programming results in a highly parallel algorithm when applied to the large margin classification problem with nonlinear kernels. We also underline promising aspects of the available analysis of progressive hedging strategies.
Systems and Modeling Research Unit
DYSCO (Dynamical Systems, Control, and Optimization); PASCAL2 Network of Excellence
Researchers ; Professionals ; Students
http://hdl.handle.net/2268/80247

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