Training Support Vector Machines with Multiple Equality Constraints
Abstract
In this paper we present a primal-dual decomposition algorithm for support vector machine training. As with existing methods that use very small working sets (such as Sequential Minimal Optimization (SMO), Successive Over-Relaxation (SOR) or the Kernel Adatron (KA)), our method scales well, is straightforward to implement, and does not require an external QP solver. Unlike SMO, SOR and KA, the method is applicable to a large number of SVM formulations regardless of the number of equality constraints involved. The effectiveness of our algorithm is demonstrated on a more difficult SVM variant in this respect, namely semi-parametric support vector regression.
Cite
Text
Kienzle and Schölkopf. "Training Support Vector Machines with Multiple Equality Constraints." European Conference on Machine Learning, 2005. doi:10.1007/11564096_21Markdown
[Kienzle and Schölkopf. "Training Support Vector Machines with Multiple Equality Constraints." European Conference on Machine Learning, 2005.](https://mlanthology.org/ecmlpkdd/2005/kienzle2005ecml-training/) doi:10.1007/11564096_21BibTeX
@inproceedings{kienzle2005ecml-training,
title = {{Training Support Vector Machines with Multiple Equality Constraints}},
author = {Kienzle, Wolf and Schölkopf, Bernhard},
booktitle = {European Conference on Machine Learning},
year = {2005},
pages = {182-193},
doi = {10.1007/11564096_21},
url = {https://mlanthology.org/ecmlpkdd/2005/kienzle2005ecml-training/}
}