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On The Optimal Working Set Size in Serial and Parallel Support Vector Machine Learning With The Decomposition Algorithm

Eitrich, T. and Lang, B.

    The support vector machine (SVM) is a well established and accurate supervised learning method for the classification of data in various application fields. The statistical learning task - the so-called training - can be formulated as a quadratic optimization problem. During the last years the decomposition algorithm for solving this optimization problem became the most frequently used method for support vector machine learning and is the basis of many SVM implementations today. It is characterized by an internal parameter called working set size. Usually small working sets have been assigned. The increasing amount of data used for classification led to new parallel implementations of the decomposition method with efficient inner solvers. With these solvers larger working sets can be assigned. It was shown, that for parallel training with the decomposition algorithm large working sets achieve good speedup values. However, the choice of the optimal working set size for parallel training is not clear. In this paper, we show how the working set size influences the number of decomposition steps, the number of kernel function evaluations and the overall training time in serial and parallel computation.
Cite as: Eitrich, T. and Lang, B. (2006). On The Optimal Working Set Size in Serial and Parallel Support Vector Machine Learning With The Decomposition Algorithm. In Proc. Fifth Australasian Data Mining Conference (AusDM2006), Sydney, Australia. CRPIT, 61. Peter, C., Kennedy, P. J., Li, J., Simoff, S. J. and Williams, G. J., Eds. ACS. 121-128.
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