Training support vector machines via SMO-type decomposition methods. (English)
Jain, Sanjay (ed.) et al., Algorithmic learning theory. 16th international conference, ALT 2005, Singapore, October 8‒11, 2005. Proceedings. Berlin: Springer (ISBN 3-540-29242-X/pbk). Lecture Notes in Computer Science 3734. Lecture Notes in Artificial Intelligence, 45-62 (2005).
Summary: This article gives a comprehensive study on SMO-type (Sequential Minimal Optimization) decomposition methods for training support vector machines. We propose a general and flexible selection of the two-element working set. Main theoretical results include 1) a simple asymptotic convergence proof, 2) a useful explanation of the shrinking and caching techniques, and 3) the linear convergence of this method. This analysis applies to any SMO-type implementation whose selection falls into the proposed framework.