Results 1 - 10
of
270
Pegasos: Primal Estimated sub-gradient solver for SVM
"... We describe and analyze a simple and effective stochastic sub-gradient descent algorithm for solving the optimization problem cast by Support Vector Machines (SVM). We prove that the number of iterations required to obtain a solution of accuracy ɛ is Õ(1/ɛ), where each iteration operates on a singl ..."
Abstract
-
Cited by 542 (20 self)
- Add to MetaCart
We describe and analyze a simple and effective stochastic sub-gradient descent algorithm for solving the optimization problem cast by Support Vector Machines (SVM). We prove that the number of iterations required to obtain a solution of accuracy ɛ is Õ(1/ɛ), where each iteration operates on a single training example. In contrast, previous analyses of stochastic gradient descent methods for SVMs require Ω(1/ɛ2) iterations. As in previously devised SVM solvers, the number of iterations also scales linearly with 1/λ, where λ is the regularization parameter of SVM. For a linear kernel, the total run-time of our method is Õ(d/(λɛ)), where d is a bound on the number of non-zero features in each example. Since the run-time does not depend directly on the size of the training set, the resulting algorithm is especially suited for learning from large datasets. Our approach also extends to non-linear kernels while working solely on the primal objective function, though in this case the runtime does depend linearly on the training set size. Our algorithm is particularly well suited for large text classification problems, where we demonstrate an order-of-magnitude speedup over previous SVM learning methods.
Online learning for matrix factorization and sparse coding
, 2010
"... Sparse coding—that is, modelling data vectors as sparse linear combinations of basis elements—is widely used in machine learning, neuroscience, signal processing, and statistics. This paper focuses on the large-scale matrix factorization problem that consists of learning the basis set in order to ad ..."
Abstract
-
Cited by 330 (31 self)
- Add to MetaCart
(Show Context)
Sparse coding—that is, modelling data vectors as sparse linear combinations of basis elements—is widely used in machine learning, neuroscience, signal processing, and statistics. This paper focuses on the large-scale matrix factorization problem that consists of learning the basis set in order to adapt it to specific data. Variations of this problem include dictionary learning in signal processing, non-negative matrix factorization and sparse principal component analysis. In this paper, we propose to address these tasks with a new online optimization algorithm, based on stochastic approximations, which scales up gracefully to large data sets with millions of training samples, and extends naturally to various matrix factorization formulations, making it suitable for a wide range of learning problems. A proof of convergence is presented, along with experiments with natural images and genomic data demonstrating that it leads to state-of-the-art performance in terms of speed and optimization for both small and large data sets.
Efficient Additive Kernels via Explicit Feature Maps
"... Maji and Berg [13] have recently introduced an explicit feature map approximating the intersection kernel. This enables efficient learning methods for linear kernels to be applied to the non-linear intersection kernel, expanding the applicability of this model to much larger problems. In this paper ..."
Abstract
-
Cited by 245 (9 self)
- Add to MetaCart
(Show Context)
Maji and Berg [13] have recently introduced an explicit feature map approximating the intersection kernel. This enables efficient learning methods for linear kernels to be applied to the non-linear intersection kernel, expanding the applicability of this model to much larger problems. In this paper we generalize this idea, and analyse a large family of additive kernels, called homogeneous, in a unified framework. The family includes the intersection, Hellinger’s, and χ2 kernels commonly employed in computer vision. Using the framework we are able to: (i) provide explicit feature maps for all homogeneous additive kernels along with closed form expression for all common kernels; (ii) derive corresponding approximate finitedimensional feature maps based on the Fourier sampling theorem; and (iii) quantify the extent of the approximation. We demonstrate that the approximations have indistinguishable performance from the full kernel on a number of standard datasets, yet greatly reduce the train/test times of SVM implementations. We show that the χ2 kernel, which has been found to yield the best performance in most applications, also has the most compact feature representation. Given these train/test advantages we are able to obtain a significant performance improvement over current state of the art results based on the intersection kernel. 1.
Online Learning for Latent Dirichlet Allocation
"... We develop an online variational Bayes (VB) algorithm for Latent Dirichlet Allocation (LDA). Online LDA is based on online stochastic optimization with a natural gradient step, which we show converges to a local optimum of the VB objective function. It can handily analyze massive document collection ..."
Abstract
-
Cited by 209 (21 self)
- Add to MetaCart
(Show Context)
We develop an online variational Bayes (VB) algorithm for Latent Dirichlet Allocation (LDA). Online LDA is based on online stochastic optimization with a natural gradient step, which we show converges to a local optimum of the VB objective function. It can handily analyze massive document collections, including those arriving in a stream. We study the performance of online LDA in several ways, including by fitting a 100-topic topic model to 3.3M articles from Wikipedia in a single pass. We demonstrate that online LDA finds topic models as good or better than those found with batch VB, and in a fraction of the time. 1
Hogwild!: A lock-free approach to parallelizing stochastic gradient descent
, 2011
"... Stochastic Gradient Descent (SGD) is a popular algorithm that can achieve state-of-the-art performance on a variety of machine learning tasks. Several researchers have recently proposed schemes to parallelize SGD, but all require performance-destroying memory locking and synchronization. This work a ..."
Abstract
-
Cited by 161 (9 self)
- Add to MetaCart
(Show Context)
Stochastic Gradient Descent (SGD) is a popular algorithm that can achieve state-of-the-art performance on a variety of machine learning tasks. Several researchers have recently proposed schemes to parallelize SGD, but all require performance-destroying memory locking and synchronization. This work aims to show using novel theoretical analysis, algorithms, and implementation that SGD can be im-plemented without any locking. We present an update scheme called HOGWILD! which allows processors access to shared memory with the possibility of overwrit-ing each other’s work. We show that when the associated optimization problem is sparse, meaning most gradient updates only modify small parts of the deci-sion variable, then HOGWILD! achieves a nearly optimal rate of convergence. We demonstrate experimentally that HOGWILD! outperforms alternative schemes that use locking by an order of magnitude. 1
Dual averaging methods for regularized stochastic learning and online optimization
- In Advances in Neural Information Processing Systems 23
, 2009
"... We consider regularized stochastic learning and online optimization problems, where the objective function is the sum of two convex terms: one is the loss function of the learning task, and the other is a simple regularization term such as ℓ1-norm for promoting sparsity. We develop extensions of Nes ..."
Abstract
-
Cited by 133 (7 self)
- Add to MetaCart
(Show Context)
We consider regularized stochastic learning and online optimization problems, where the objective function is the sum of two convex terms: one is the loss function of the learning task, and the other is a simple regularization term such as ℓ1-norm for promoting sparsity. We develop extensions of Nesterov’s dual averaging method, that can exploit the regularization structure in an online setting. At each iteration of these methods, the learning variables are adjusted by solving a simple minimization problem that involves the running average of all past subgradients of the loss function and the whole regularization term, not just its subgradient. In the case of ℓ1-regularization, our method is particularly effective in obtaining sparse solutions. We show that these methods achieve the optimal convergence rates or regret bounds that are standard in the literature on stochastic and online convex optimization. For stochastic learning problems in which the loss functions have Lipschitz continuous gradients, we also present an accelerated version of the dual averaging method.
Stochastic Dual Coordinate Ascent Methods
, 2013
"... Stochastic Gradient Descent (SGD) has become popular for solving large scale supervised machine learning optimization problems such as SVM, due to their strong theoretical guarantees. While the closely related Dual Coordinate Ascent (DCA) method has been implemented in various software packages, it ..."
Abstract
-
Cited by 103 (13 self)
- Add to MetaCart
(Show Context)
Stochastic Gradient Descent (SGD) has become popular for solving large scale supervised machine learning optimization problems such as SVM, due to their strong theoretical guarantees. While the closely related Dual Coordinate Ascent (DCA) method has been implemented in various software packages, it has so far lacked good convergence analysis. This paper presents a new analysis of Stochastic Dual Coordinate Ascent (SDCA) showing that this class of methods enjoy strong theoretical guarantees that are comparable or better than SGD. This analysis justifies the effectiveness of SDCA for practical applications.
Parallelized stochastic gradient descent
- Advances in Neural Information Processing Systems 23
, 2010
"... Abstract With the increase in available data parallel machine learning has become an increasingly pressing problem. In this paper we present the first parallel stochastic gradient descent algorithm including a detailed analysis and experimental evidence. Unlike prior work on parallel optimization a ..."
Abstract
-
Cited by 97 (4 self)
- Add to MetaCart
(Show Context)
Abstract With the increase in available data parallel machine learning has become an increasingly pressing problem. In this paper we present the first parallel stochastic gradient descent algorithm including a detailed analysis and experimental evidence. Unlike prior work on parallel optimization algorithms
