## A novel Frank-Wolfe algorithm. Analysis and applications to large-scale SVM training

- Ricardo Ã‘anculef, Emanuele Frandi, Claudio Sartori, HÃ©ctor Allende
- Inf. Sci.
- 2014

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@inproceedings{Ouyang2010FastSF, title={Fast Stochastic Frank-Wolfe Algorithms for Nonlinear SVMs}, author={Hua Ouyang and Alexander G. Gray}, booktitle={SDM}, year={2010} }

- Published 2010 in SDM
DOI:10.1137/1.9781611972801.22

The high computational cost of nonlinear support vector machines has limited their usability for large-scale problems. We propose two novel stochastic algorithms to tackle this problem. These algorithms are based on a simple and classic optimization method: the Frank-Wolfe method, which is known to be fast for problems with a large number of linear constraints. Formulating the nonlinear SVM problem to take advantage of this method, we achieve a provable time complexity of O(dQ/2). The proposedâ€¦Â CONTINUE READING