xSVM: Scalable distributed kernel support vector machine training
2019 IEEE International Conference on Big Data (Big Data), 2019•ieeexplore.ieee.org
Kernel Support Vector Machine (SVM) is a popular machine learning model for classification
and regression. A significant challenge of large scale Kernel SVM is the size of the Gram
matrix (n× n), which cannot be stored or processed efficiently when training data-set is large
(eg n in the millions). This paper proposes a novel SVM training algorithm and its
parallelization strategy that can efficiently train on data-sets with millions of samples on
thousands of processors. It consists of an accurate, fast, and scalable low rank matrix …
and regression. A significant challenge of large scale Kernel SVM is the size of the Gram
matrix (n× n), which cannot be stored or processed efficiently when training data-set is large
(eg n in the millions). This paper proposes a novel SVM training algorithm and its
parallelization strategy that can efficiently train on data-sets with millions of samples on
thousands of processors. It consists of an accurate, fast, and scalable low rank matrix …
Kernel Support Vector Machine (SVM) is a popular machine learning model for classification and regression. A significant challenge of large scale Kernel SVM is the size of the Gram matrix (n × n), which cannot be stored or processed efficiently when training data-set is large (e.g. n in the millions). This paper proposes a novel SVM training algorithm and its parallelization strategy that can efficiently train on data-sets with millions of samples on thousands of processors. It consists of an accurate, fast, and scalable low rank matrix approximation based on random projection, and a primal-dual interior point method to solve the approximated optimization problem. We demonstrate that xSVM is fast, scalable, and accurate on large scale data-sets and computing nodes. Compared to state-of-the-art distributed Kernel L1-SVM system xSVM is consistently several times faster, with comparable accuracy to the exact model trained by LIBSVM.
ieeexplore.ieee.org