Fast Training of Linear Programming Support Vector Machines Using Decomposition Techniques

Decomposition techniques are used to speed up training support vector machines but for linear programming support vector machines (LP-SVMs) direct implementation of decomposition techniques leads to infinite loops. To solve this problem and to further speed up training, in this paper, we propose an improved decomposition techniques for training LP-SVMs. If an infinite loop is detected, we include in the next working set all the data in the working sets that form the infinite loop. To further accelerate training, we improve a working set selection strategy: at each iteration step, we check the number of violations of complementarity conditions and constraints. If the number of violations increases, we conclude that the important data are removed from the working set and restore the data into the working set. The computer experiments demonstrate that training by the proposed decomposition technique with improved working set selection is drastically faster than that without using the decomposition technique. Furthermore, it is always faster than that without improving the working set selection for all the cases tested.