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An exact solver for the Weston-Watkins SVM subproblem
Yutong Wang · Clay Scott

Wed Jul 21 07:35 AM -- 07:40 AM (PDT) @

Recent empirical evidence suggests that the Weston-Watkins support vector machine is among the best performing multiclass extensions of the binary SVM. Current state-of-the-art solvers repeatedly solve a particular subproblem approximately using an iterative strategy. In this work, we propose an algorithm that solves the subproblem exactly using a novel reparametrization of the Weston-Watkins dual problem. For linear WW-SVMs, our solver shows significant speed-up over the state-of-the-art solver when the number of classes is large. Our exact subproblem solver also allows us to prove linear convergence of the overall solver.

Author Information

Yutong Wang (University of Michigan)
Clay Scott (University of Michigan)

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