Large Margin Classification with the Progressive Hedging Algorithm
نویسندگان
چکیده
Several learning algorithms in classification and structured prediction are formulated as large scale optimization problems. We show that a generic iterative reformulation and resolving strategy based on the progressive hedging algorithm from stochastic programming results in a highly parallel algorithm when applied to the large margin classification problem with nonlinear kernels. We also underline promising aspects of the available analysis of progressive hedging strategies.
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تاریخ انتشار 2009