SVMTorch: Support vector machines for large-scale regression problems. Support Vector Machines (SVMs) for regression problems are trained by solving a quadratic optimization problem which needs on the order of l2 memory and time resources to solve, where l is the number of training examples. In this paper, we propose a decomposition algorithm, SVMTorch, which is similar to SVM-Light proposed by T. Joachims [“Making large-scale support vector machine learning practical”, in: B. Schölkopf, C. Burges, and A. Smola (eds.), Advances in kernel methods. London: MIT Press (1998; Zbl 0935.68084)] for classification problems, but adapted to regression problems. With this algorithm, one can now efficiently solve large-scale regression problems (more than 20000 examples). Comparisons with Nodelib, another publicly available SVM algorithm for large-scale regression problems from G. Flake and S. Lawrence [Mach. Learn. 46, 271–290 (2002; Zbl 0998.68107)] yielded significant time improvements. Finally, based on a recent paper from C. Lin [On the convergence of the decomposition method for support vector machines (Tech. Rep.). National Taiwan University (2000)], we show that a convergence proof exists for our algorithm.

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  1. Joki, Kaisa; Bagirov, Adil M.; Karmitsa, Napsu; Mäkelä, Marko M.; Taheri, Sona: Clusterwise support vector linear regression (2020)
  2. Ning, Hanwen; Zhang, Jiaming; Feng, Ting-Ting; Chu, Eric King-wah; Tian, Tianhai: Control-based algorithms for high dimensional online learning (2020)
  3. Bagirov, Adil; Taheri, Sona; Asadi, Soodabeh: A difference of convex optimization algorithm for piecewise linear regression (2019)
  4. Bhattacharyya, Biswarup: A critical appraisal of design of experiments for uncertainty quantification (2018)
  5. Bacciu, Davide; Carta, Antonio; Gnesi, Stefania; Semini, Laura: An experience in using machine learning for short-term predictions in smart transportation systems (2017)
  6. Kuang, Wei; Brown, Laura E.; Wang, Zhenlin: Selective switching mechanism in virtual machines via support vector machines and transfer learning (2015) ioport
  7. Bettebghor, Dimitri; Leroy, François-Henri: Overlapping radial basis function interpolants for spectrally accurate approximation of functions of eigenvalues with application to buckling of composite plates (2014)
  8. Chen, Xiaobo; Yang, Jian; Chen, Long: An improved robust and sparse twin support vector regression via linear programming (2014)
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  10. Dong, Yuan; Gao, Shan; Tao, Kun; Liu, Jiqing; Wang, Haila: Performance evaluation of early and late fusion methods for generic semantics indexing (2014) ioport
  11. Martínez, J.; Iglesias, C.; Matías, J. M.; Taboada, J.; Araújo, M.: Solving the slate tile classification problem using a DAGSVM multiclassification algorithm based on SVM binary classifiers with a one-versus-all approach (2014)
  12. Carrizosa, Emilio; Romero Morales, Dolores: Supervised classification and mathematical optimization (2013)
  13. Chau, Asdrúbal López; Li, Xiaoou; Yu, Wen: Large data sets classification using convex-concave hull and support vector machine (2013) ioport
  14. Srivastava, Ashok N.: Greener aviation with virtual sensors: a case study (2012) ioport
  15. Vuppala, Anil Kumar; Rao, K. Sreenivasa; Chakrabarti, Saswat: Spotting and recognition of consonant-vowel units from continuous speech using accurate detection of vowel onset points (2012) ioport
  16. Chen, Xiaobo; Yang, Jian; Ye, Qiaolin; Liang, Jun: Recursive projection twin support vector machine via within-class variance minimization (2011)
  17. Lughofer, Edwin; Trawiński, Bogdan; Trawiński, Krzysztof; Kempa, Olgierd; Lasota, Tadeusz: On employing fuzzy modeling algorithms for the valuation of residential premises (2011) ioport
  18. Niu, Lingfeng: Parallel algorithm for training multiclass proximal support vector machines (2011)
  19. Niu, Lingfeng; Yuan, Ya-Xiang: A parallel decomposition algorithm for training multiclass kernel-based vector machines (2011)
  20. Woodsend, Kristian; Gondzio, Jacek: Exploiting separability in large-scale linear support vector machine training (2011)

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