ICCOPT 2013 Talk, Room 2.2, Monday, July 29, 11:30-13:00

 Speaker: Peter Richtarik, University of Edinburgh, UK
 Title: Mini-batch primal and dual methods for support vector machines
 Co-authors: Martin Takac, Avleen Bijral, Nathan Srebro

 Abstract:
Scientific Program

We address the issue of using mini-batches in Stochastic optimization of support vector machines. We show that the same quantity, the spectral norm of the data, controls the parallelization speedup obtained for both primal stochastic subgradient descent (SGD) and stochastic dual coordinate ascent (SCDA) methods and use it to derive novel variants of mini-batched SDCA. Our guarantees for both methods are expressed in terms of the original nonsmooth primal problem based on the hinge-loss.


 Talk in: Organized Session Mon.A.22 Stochastic methods and applications
 Cluster: Convex and nonsmooth optimization


 Go to: Mon.A
 Go to: unframed Scientific Program

 Go to: ICCOPT 2013 Main Webpage