Sublinear Optimization for Machine Learning

被引:55
作者
Clarkson, Kenneth L. [2 ]
Hazan, Elad [1 ]
Woodruff, David P. [2 ]
机构
[1] Technion Israel Inst Technol, IL-32000 Haifa, Israel
[2] IBM Almaden Res Ctr, San Jose, CA USA
基金
以色列科学基金会;
关键词
Algorithms; ALGORITHM;
D O I
10.1145/2371656.2371658
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
In this article we describe and analyze sublinear-time approximation algorithms for some optimization problems arising in machine learning, such as training linear classifiers and finding minimum enclosing balls. Our algorithms can be extended to some kernelized versions of these problems, such as SVDD, hard margin SVM, and L-2-SVM, for which sublinear-time algorithms were not known before. These new algorithms use a combination of a novel sampling techniques and a new multiplicative update algorithm. We give lower bounds which show the running times of many of our algorithms to be nearly best possible in the unit-cost RAM model.
引用
收藏
页数:49
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