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  Efficient Training of Graph-Regularized Multitask SVMs

Widmer, C., Kloft, M., Görnitz, N., & Rätsch, G. (2012). Efficient Training of Graph-Regularized Multitask SVMs. In P. Flach, T. De Bie, & N. Cristianini (Eds.), Machine Learning and Knowledge Discovery in Databases European Conference, ECML PKDD 2012 (pp. 633-647). Berlin, Germany: Springer.

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Genre: Konferenzbeitrag

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 Urheber:
Widmer, C1, Autor           
Kloft, M, Autor
Görnitz, N, Autor
Rätsch, G1, Autor           
Affiliations:
1Rätsch Group, Friedrich Miescher Laboratory, Max Planck Society, ou_3378052              

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Schlagwörter: -
 Zusammenfassung: We present an optimization framework for graph-regularized multi-task SVMs based on the primal formulation of the problem. Previous approaches employ a so-called multi-task kernel (MTK) and thus are inapplicable when the numbers of training examples n is large (typically n < 20,000, even for just a few tasks). In this paper, we present a primal optimization criterion, allowing for general loss functions, and derive its dual representation. Building on the work of Hsieh et al. [1,2], we derive an algorithm for optimizing the large-margin objective and prove its convergence. Our computational experiments show a speedup of up to three orders of magnitude over LibSVM and SVMLight for several standard benchmarks as well as challenging data sets from the application domain of computational biology. Combining our optimization methodology with the COFFIN large-scale learning framework [3], we are able to train a multi-task SVM using over 1,000,000 training points stemming from 4 different tasks. An efficient C++ implementation of our algorithm is being made publicly available as a part of the SHOGUN machine learning toolbox [4].

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 Datum: 2012-09
 Publikationsstatus: Erschienen
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 Ort, Verlag, Ausgabe: -
 Inhaltsverzeichnis: -
 Art der Begutachtung: -
 Identifikatoren: DOI: 10.1007/978-3-642-33460-3_46
 Art des Abschluß: -

Veranstaltung

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Titel: European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML PKDD 2012)
Veranstaltungsort: Bristol, UK
Start-/Enddatum: 2012-09-24 - 2012-09-28

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Quelle 1

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Titel: Machine Learning and Knowledge Discovery in Databases European Conference, ECML PKDD 2012
Genre der Quelle: Konferenzband
 Urheber:
Flach, PA, Herausgeber
De Bie, T, Herausgeber
Cristianini, N, Herausgeber
Affiliations:
-
Ort, Verlag, Ausgabe: Berlin, Germany : Springer
Seiten: - Band / Heft: - Artikelnummer: - Start- / Endseite: 633 - 647 Identifikator: ISBN: 978-3-642-33459-7

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Titel: Lecture Notes in Computer Science
Genre der Quelle: Reihe
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Ort, Verlag, Ausgabe: -
Seiten: - Band / Heft: 7523 Artikelnummer: - Start- / Endseite: - Identifikator: -