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arXiv 1509.09030cs.LG
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Distributed Weighted Parameter Averaging for SVM Training on Big Data

IIT Kharagpur(印度理工学院卡拉格普尔分校)

Ayan Das, Sourangshu Bhattacharya

英文摘要:

Two popular approaches for distributed training of SVMs on big data are parameter averaging and ADMM. Parameter averaging is efficient but suffers from loss of accuracy with increase in number of partitions, while ADMM in the feature space is accurate but suffers from slow convergence. In this paper, we report a hybrid approach called weighted parameter averaging (WPA), which optimizes the regularized hinge loss with respect to weights on parameters. The problem is shown to be same as solving SVM in a projected space. We also demonstrate an $O(\frac{1}{N})$ stability bound on final hypothesis given by WPA, using novel proof techniques. Experimental results on a variety of toy and real world datasets show that our approach is significantly more accurate than parameter averaging for high number of partitions. It is also seen the proposed method enjoys much faster convergence compared to ADMM in features space.

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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