An Exact Solver for the Weston-Watkins SVM Subproblem
Machine Learning
2021-06-08 v2 Machine Learning
Abstract
Recent empirical evidence suggests that the Weston-Watkins support vector machine is among the best performing multiclass extensions of the binary SVM. Current state-of-the-art solvers repeatedly solve a particular subproblem approximately using an iterative strategy. In this work, we propose an algorithm that solves the subproblem exactly using a novel reparametrization of the Weston-Watkins dual problem. For linear WW-SVMs, our solver shows significant speed-up over the state-of-the-art solver when the number of classes is large. Our exact subproblem solver also allows us to prove linear convergence of the overall solver.
Cite
@article{arxiv.2102.05640,
title = {An Exact Solver for the Weston-Watkins SVM Subproblem},
author = {Yutong Wang and Clayton D. Scott},
journal= {arXiv preprint arXiv:2102.05640},
year = {2021}
}
Comments
ICML 2021