Optimized cutting plane algorithm for support vector machines

@inproceedings{Franc2008OptimizedCP,
  title={Optimized cutting plane algorithm for support vector machines},
  author={Vojtech Franc and S{\"o}ren Sonnenburg},
  booktitle={ICML},
  year={2008}
}
We have developed a new Linear Support Vector Machine (SVM) training algorithm called OCAS. Its computational effort scales linearly with the sample size. In an extensive empirical evaluation OCAS significantly outperforms current state of the art SVM solvers, like SVMlight, SVMperf and BMRM, achieving speedups of over 1,000 on some datasets over SVMlight and 20 over SVMperf, while obtaining the same precise Support Vector solution. OCAS even in the early optimization steps shows often faster… CONTINUE READING
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