资源论文Scalable Semi-Supervised SVM via Triply Stochastic Gradients

Scalable Semi-Supervised SVM via Triply Stochastic Gradients

2019-09-30 | |  85 |   52 |   0

Abstract Semi-supervised learning (SSL) plays an increasingly important role in the big data era because a large number of unlabeled samples can be used effectively to improve the performance of the classififier. Semi-supervised support vector machine (S3VM) is one of the most appealing methods for SSL, but scaling up S3VM for kernel learning is still an open problem. Recently, a doubly stochastic gradient (DSG) algorithm has been proposed to achieve effificient and scalable training for kernel methods. However, the algorithm and theoretical analysis of DSG are developed based on the convexity assumption which makes them incompetent for non-convex problems such as S3VM. To address this problem, in this paper, we propose a triply stochastic gradient algorithm for S3VM, called TSGS3VM. Specififically, to handle two types of data instances involved in S3VM, TSGS3VM samples a labeled instance and an unlabeled instance as well with the random features in each iteration to compute a triply stochastic gradient. We use the approximated gradient to update the solution. More importantly, we establish new theoretic analysis for TSGS3VM which guarantees that TSGS3VM can converge to a stationary point. Extensive experimental results on a variety of datasets demonstrate that TSGS3VM is much more effificient and scalable than existing S3VM algorithms

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