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Support Vector Machine Solvers

Abstract:Considerable efforts have been devoted to the implementation of efficient optimization method for solving the Support Vector Machine dual problem. This document proposes an historical perspective and an in depth review of the algorithmic and computational issues associated with this problem.

Léon Bottou and Chih-Jen Lin: Support Vector Machine Solvers, in Large Scale Kernel Machines, Léon Bottou, Olivier Chapelle, Dennis DeCoste, and Jason Weston editors, 1–28, MIT Press, Cambridge, MA., 2007.

Sample chapter: chap1.pdf <html>  </html> Technical report: lin-2006.djvu lin-2006.pdf lin-2006.ps.gz

@incollection{bottou-lin-2006,
  author = {Bottou, L\'{e}on and Lin, Chih-Jen},
  title = {Support Vector Machine Solvers},
  pages = {301-320},
  editor = {Bottou, L\'{e}on and Chapelle, Olivier and {DeCoste}, Dennis and Weston, Jason},
  booktitle = {Large Scale Kernel Machines},
  publisher = {MIT Press},
  address = {Cambridge, MA.},
  year = {2007},
  url = {http://leon.bottou.org/papers/bottou-lin-2006},
}

Erratum

The following errors were present in the book version

Equation (4) should be a minimization $\min_{w,b,\xi} {\cal P}(w,b,\xi)$.
Equation (6) should read $\hat{y}(x)=w^{*\top}x+b^*=\sum_{i=1}^{n} y_i \alpha_i K(x_i,x)+b^*$.

These errors have been corrected in the technical report.

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Table of Contents

Support Vector Machine Solvers

Erratum

See also