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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) @
in Kernel Methods »

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.

Keywords: Kernel Methods · Algorithms

Author Information

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

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