NDLI: DrSVM: Distributed random projection algorithms for SVMs

Content Provider	IEEE Xplore Digital Library
Author	Soomin Lee Nedic, A.
Copyright Year	2012
Description	Author affiliation: Industrial and Enterprise Systems Engineering, University of Illinois, Urbana, 61801, USA (Nedic, A.) \|\| Electrical and Computer Engineering, University of Illinois, Urbana, 61801, USA (Soomin Lee)
Abstract	We present distributed random projected gradient algorithms for Support Vector Machines (SVMs) that can be used by multiple agents connected over a time-varying network. The goal is for the agents to cooperatively find the same maximum margin hyperplane. In the primal SVM formulation, the objective function can be represented as a sum of convex functions and the constraint set is an intersection of multiple halfspaces. Each agent minimizes a local objective subject to a local constraint set. It maintains its own estimate sequence and communicates with its neighbors. More specifically, each agent calculates weighted averages of the received estimates and its own estimate, adjust the estimate by using gradient information of its local objective function and project onto a subset of its local constraint set. At each iteration, an agent considers only one halfspace since projection onto a single halfspace is easy. We also consider the convergence behavior of the algorithms and prove that all the estimates of agents converge to the same limit point in the optimal set.
Starting Page	5286
Ending Page	5291
File Size	153308
Page Count	6
File Format	PDF
ISBN	9781467320658
ISSN	07431546
e-ISBN	9781467320665
e-ISBN	9781467320641
DOI	10.1109/CDC.2012.6425875
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2012-12-10
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Support vector machines Convergence Optimization Linear programming Vectors Random variables Projection algorithms
Content Type	Text
Resource Type	Article
Subject	Control and Optimization Control and Systems Engineering Modeling and Simulation

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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