Coordinate Descent Method for Large-scale L2-loss Linear Support Vector Machines

Linear support vector machines (SVM) are useful for classifying large-scale sparse data. Problems with sparse features are common in applications such as document classification and natural language processing. In this paper, we propose a novel coordinate descent algorithm for training linear SVM with the L2-loss function. At each step, the proposed method minimizes a one-variable sub-problem while fixing other variables. The sub-problem is solved by Newton steps with the line search technique. The procedure globally converges at the linear rate. As each sub-problem involves only values of a corresponding feature, the proposed approach is suitable when accessing a feature is more convenient than accessing an instance. Experiments show that our method is more efficient and stable than state of the art methods such as Pegasos and TRON.

• Type: Journal
• Year: 2008
• Where: JMLR
• Authors: Kai-Wei Chang, Cho-Jui Hsieh, Chih-Jen Lin
• Keywords: JMLR 2008, Large-scale Sparse Data, Linear Support Vector, Natural Language Processing