Beating SGD: Learning SVMs in sublinear time

Elad Hazan, Tomer Koren, Nathan Srebro

Research output: Chapter in Book/Report/Conference proceedingConference contribution

40 Scopus citations

Abstract

We present an optimization approach for linear SVMs based on a stochastic primal-dual approach, where the primal step is akin to an importance-weighted SGD, and the dual step is a stochastic update on the importance weights. This yields an optimization method with a sublinear dependence on the training set size, and the first method for learning linear SVMs with runtime less then the size of the training set required for learning!

Original languageEnglish (US)
Title of host publicationAdvances in Neural Information Processing Systems 24
Subtitle of host publication25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011
PublisherNeural Information Processing Systems
ISBN (Print)9781618395993
StatePublished - 2011
Externally publishedYes
Event25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011 - Granada, Spain
Duration: Dec 12 2011Dec 14 2011

Publication series

NameAdvances in Neural Information Processing Systems 24: 25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011

Other

Other25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011
Country/TerritorySpain
CityGranada
Period12/12/1112/14/11

All Science Journal Classification (ASJC) codes

  • Information Systems

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