TY - GEN
T1 - Step size-adapted online support vector learning
AU - Karatzoglou, Alexandros
AU - Vishwanathan, S. V.N.
AU - Schraudolph, Nicol N.
AU - Smola, Alex J.
PY - 2005
Y1 - 2005
N2 - We present an online Support Vector Machine (SVM) that uses Stochastic Meta-Descent (SMD) to adapt its step size automatically. We formulate the online learning problem as a stochastic gradient descent in Reproducing Kernel Hubert Space (RKHS) and translate SMD to the nonparametric setting, where its gradient trace parameter is no longer a coefficient vector but an element of the RKHS. We derive efficient updates that allow us to perform the step size adaptation in linear time. We apply the online SVM framework to a variety of loss functions and in particular show how to achieve efficient online multiclass classification. Experimental evidence suggests that our algorithm outperforms existing methods.
AB - We present an online Support Vector Machine (SVM) that uses Stochastic Meta-Descent (SMD) to adapt its step size automatically. We formulate the online learning problem as a stochastic gradient descent in Reproducing Kernel Hubert Space (RKHS) and translate SMD to the nonparametric setting, where its gradient trace parameter is no longer a coefficient vector but an element of the RKHS. We derive efficient updates that allow us to perform the step size adaptation in linear time. We apply the online SVM framework to a variety of loss functions and in particular show how to achieve efficient online multiclass classification. Experimental evidence suggests that our algorithm outperforms existing methods.
UR - http://www.scopus.com/inward/record.url?scp=33847145394&partnerID=8YFLogxK
U2 - 10.1109/ISSPA.2005.1581065
DO - 10.1109/ISSPA.2005.1581065
M3 - Conference contribution
SN - 0780392434
SN - 9780780392434
T3 - Proceedings - 8th International Symposium on Signal Processing and its Applications, ISSPA 2005
SP - 823
EP - 826
BT - Proceedings - 8th International Symposium on Signal Processing and its Applications, ISSPA 2005
T2 - 8th International Symposium on Signal Processing and its Applications, ISSPA 2005
Y2 - 28 August 2005 through 31 August 2005
ER -