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arXiv 0810.1648cs.LGcs.ITmath.IT
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大规模支持向量机的高斯置信传播求解器

A Gaussian Belief Propagation Solver for Large Scale Support Vector Machines

The Hebrew University of Jerusalem(耶路撒冷希伯来大学);IBM Haifa Research Lab(IBM海法研究实验室)

Danny Bickson, Elad Yom-Tov, Danny Dolev

摘要:

支持向量机(SVM)是一种非常成功的分类和回归算法。构建SVM需要解决一个约束凸二次规划问题,该问题在训练样本的数量上是二次的。我们介绍了一个有效的并行实现的支持向量回归求解器,基于高斯置信传播算法(GaBP)。在本文中,我们证明了复杂系统域的方法可以用于执行高效的分布式计算。我们比较所提出的算法,以前提出的分布式和单节点SVM求解器。我们的比较表明,该算法与这些求解器一样准确,同时速度明显更快,特别是对于大型数据集。我们证明了所提出的算法的可扩展性高达1,024个计算节点和数十万个数据点使用IBM蓝色基因超级计算机。据我们所知,我们的工作是有史以来最大的并行实现的信念传播,证明了该算法的适用性,大规模的分布式计算系统。

英文摘要:

Support vector machines (SVMs) are an extremely successful type of classification and regression algorithms. Building an SVM entails solving a constrained convex quadratic programming problem, which is quadratic in the number of training samples. We introduce an efficient parallel implementation of an support vector regression solver, based on the Gaussian Belief Propagation algorithm (GaBP). In this paper, we demonstrate that methods from the complex system domain could be utilized for performing efficient distributed computation. We compare the proposed algorithm to previously proposed distributed and single-node SVM solvers. Our comparison shows that the proposed algorithm is just as accurate as these solvers, while being significantly faster, especially for large datasets. We demonstrate scalability of the proposed algorithm to up to 1,024 computing nodes and hundreds of thousands of data points using an IBM Blue Gene supercomputer. As far as we know, our work is the largest parallel implementation of belief propagation ever done, demonstrating the applicability of this algorithm for large scale distributed computing systems.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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