Trading Convexity for Scalability
Abstract
Convex learning algorithms, such as Support Vector Machines (SVMs), are often seen as highly desirable because they offer strong practical properties and are amenable to theoretical analysis. However, in this work we show how non-convexity can provide scalability advantages over convexity. We show how concave-convex programming can be applied to produce (i) faster SVMs where training errors are no longer support vectors, and (ii) much faster Transductive SVMs.
Cite
Text
Collobert et al. "Trading Convexity for Scalability." International Conference on Machine Learning, 2006. doi:10.1145/1143844.1143870Markdown
[Collobert et al. "Trading Convexity for Scalability." International Conference on Machine Learning, 2006.](https://mlanthology.org/icml/2006/collobert2006icml-trading/) doi:10.1145/1143844.1143870BibTeX
@inproceedings{collobert2006icml-trading,
title = {{Trading Convexity for Scalability}},
author = {Collobert, Ronan and Sinz, Fabian H. and Weston, Jason and Bottou, Léon},
booktitle = {International Conference on Machine Learning},
year = {2006},
pages = {201-208},
doi = {10.1145/1143844.1143870},
url = {https://mlanthology.org/icml/2006/collobert2006icml-trading/}
}