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Improvements to Platt's SMO Algorithm for SVM Classifier Design
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14
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2001
Year
Mathematical ProgrammingLarge-scale Global OptimizationEngineeringMachine LearningSequential Minimal OptimizationComputational ComplexityUnconstrained OptimizationOperations ResearchSupport Vector MachineData MiningPattern RecognitionHybrid Optimization TechniqueSingle Threshold ValueThreshold ParametersParallel ComputingContinuous OptimizationKnowledge DiscoveryComputer EngineeringComputer ScienceSvm Classifier DesignData ClassificationOptimization ProblemClassifier System
This article points out an important source of inefficiency in Platt's sequential minimal optimization (SMO) algorithm that is caused by the use of a single threshold value. Using clues from the KKT conditions for the dual problem, two threshold parameters are employed to derive modifications of SMO. These modified algorithms perform significantly faster than the original SMO on all benchmark data sets tried.
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