A parallel decomposition algorithm for training multiclass kernel-based vector machines

• Published in: Optimization methods & software Vol. 26; no. 3; pp. 431 - 454
• Main Authors: Niu, Lingfeng, Yuan, Ya-Xiang
• Format: Journal Article
• Language: English
• Published: Abingdon Taylor & Francis 01.06.2011; Taylor & Francis Ltd
• Subjects: Algorithms; decomposition method; Kernel-based vector machines; parallel algorithm; projected gradient; Studies

We present a decomposition method for training Crammer and Singer's multiclass kernel-based vector machine model. A new working set selection rule is proposed. Global convergence of the algorithm based on this selection rule is established. Projected gradient method is chosen to solve the resul...