The time complexity of support vector machines (SVMs) prohibits training on huge data sets with millions of samples. Recently, multilevel approaches to train SVMs have been developed to allow for time efficient training on huge data sets. While regular SVMs perform the entire training in one - time consuming - optimization step, multilevel SVMs first build a hierarchy of problems decreasing in size that resemble the original problem and then train an SVM model for each hierarchy level benefiting from the solved models of previous levels. We present a faster multilevel support vector machine that uses a label propagation algorithm to construct the problem hierarchy. Extensive experiments show that our new algorithm achieves speed-ups up to two orders of magnitude while having similar or better classification quality over state-of-the-art algorithms.
DC-SVM @cite_43 is a multilevel divide-and-conquer SVM that uses adaptive clustering. It is one of the fastest SVMs, however, the approach by Sadrfaridpour al @cite_4 @cite_41 demonstrates significantly better computation time than DC-SVM on almost all data sets @cite_10 .
@cite_41 @cite_43 @cite_4 @cite_10
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The kernel support vector machine (SVM) is one of the most widely used classification methods; however, the amount of computation required becomes the bottleneck when facing millions of samples. In this paper, we propose and analyze a novel divide-and-conquer solver for kernel SVMs (DC-SVM). In the division step, we partition the kernel SVM problem into smaller subproblems by clustering the data, so that each subproblem can be solved independently and efficiently. We show theoretically that the support vectors identified by the subproblem solution are likely to be support vectors of the entire kernel SVM problem, provided that the problem is partitioned appropriately by kernel clustering. In the conquer step, the local solutions from the subproblems are used to initialize a global coordinate descent solver, which converges quickly as suggested by our analysis. By extending this idea, we develop a multilevel Divide-and-Conquer SVM algorithm with adaptive clustering and early prediction strategy, which outperforms state-of-the-art methods in terms of training speed, testing accuracy, and memory usage. As an example, on the covtype dataset with half-a-million samples, DC-SVM is 7 times faster than LIBSVM in obtaining the exact SVM solution (to within @math relative error) which achieves 96.15 prediction accuracy. Moreover, with our proposed early prediction strategy, DC-SVM achieves about 96 accuracy in only 12 minutes, which is more than 100 times faster than LIBSVM. We present an algorithm and implementation for distributed parallel training of single-machine multiclass SVMs. While there is ongoing and healthy debate about the best strategy for multiclass classification, there are some features of the single-machine approach that are not available when training alternatives such as one-vs-all, and that are quite complex for tree based methods. One obstacle to exploring single-machine approaches on large datasets is that they are usually limited to running on a single machine! We build on a framework borrowed from parallel convex optimization — the alternating direction method of multipliers (ADMM) — to develop a new consensus based algorithm for distributed training of single-machine approaches. This is demonstrated with an implementation of our novel sequential dual algorithm (DCMSVM) which allows distributed parallel training with small communication requirements. Benchmark results show significant reduction in wall clock time compared to current state of the art multiclass SVM implementation (Liblinear) on a single node. Experiments are performed on large scale image classification including results with modern high-dimensional features. a b s t r a c t Linear Proximal Support Vector Machines (LPSVMs), like decision trees, classic SVM, etc. are originally not equipped to handle drifting data streams that exhibit high and varying degrees of class imbalance. For online classification of data streams with imbalanced class distribution, we propose a dynamic class imbalance learning (DCIL) approach to incremental LPSVM (IncLPSVM) modeling. In doing so, we simplify a computationally non-renewable weighted LPSVM to several core matrices multiplying two simple weight coefficients. When data addition and or retirement occurs, the proposed DCIL-IncLPSVM 1 accommodates newly presented class imbalance by a simple matrix and coefficient updating, meanwhile ensures no discriminative information lost throughout the learning process. Experiments on benchmark datasets indicate that the proposed DCIL-IncLPSVM outperforms classic IncSVM and IncLPSVM in terms of F -measure and G-mean metrics. Moreover, our application to online face membership authentication shows that the proposed DCIL-IncLPSVM remains effective in the presence of highly dynamic class imbalance, which usually poses serious problems to previous approaches. We fundamentally reconsider implementation of the Fast Multipole Method (FMM) on a computing node with a heterogeneous CPU-GPU architecture with multicore CPU(s) and one or more GPU accelerators, as well as on an interconnected cluster of such nodes. The FMM is a divide-and-conquer algorithm that performs a fast N-body sum using a spatial decomposition and is often used in a time-stepping or iterative loop. Using the observation that the local summation and the analysis-based translation parts of the FMM are independent, we map these respectively to the GPUs and CPUs. Careful analysis of the FMM is performed to distribute work optimally between the multicore CPUs and the GPU accelerators. We first develop a single node version where the CPU part is parallelized using OpenMP and the GPU version via CUDA. New parallel algorithms for creating FMM data structures are presented together with load balancing strategies for the single node and distributed multiple-node versions. Our implementation can perform the N-body sum for 128M particles on 16 nodes in 4.23 seconds, a performance not achieved by others in the literature on such clusters.