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一种改进的序贯最小优化算法 被引量:5

An Improved Sequential Minimal Optimization Algorithm
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摘要 序贯最小优化(SMO)算法是目前解决支持向量机训练问题的一种十分有效的方法,但是当面对大样本数据时,SMO训练速度比较慢。本文分析了SMO迭代过程中目标函数值的变化情况,进而提出以目标函数值的改变量作为算法终止的判定条件。几个著名的数据集的试验结果表明,该方法可以大大缩短SMO的训练时间,特别适用于大样本数据。 At present sequential minimal optimization (SMO) algorithm is a very efficient method for training support vector machines (SVM). However, the training speed of SMO is very slow for the large-scale datasets. Analyzing the varieties of the objective function in SMO iterations, we propose a novel improved SMO algorithm in this paper, where the changed value of the objective function is taken as the termination condition. Experiments on several benchmark datasets have been done and the results show that the training time of the proposed algorithm is reduced greatly, especially for the large-scale problems.
出处 《计算机科学》 CSCD 北大核心 2006年第11期146-148,共3页 Computer Science
关键词 支持向量机 序贯最小优化算法 Support vector machine, Sequential minimal optimization algorithm
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参考文献12

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二级参考文献29

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共引文献68

同被引文献27

  • 1郑志洵,杨建刚.大规模训练数据的支持向量机学习新方法[J].计算机工程与设计,2006,27(13):2425-2426. 被引量:14
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  • 7Lai D,Mani N,Palaniswami M.An extrapolated sequential minimal optimization algorithm for support vector machines[C].Inalia:International Conference on Intelligent Sensing and Information Processing,2004:415 -420.
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  • 9Joachims T, Making.Large-Scale Surpport Vector Maching Learning Practical[C]. In:Schoolkopf B,Burges C J C,Smola A J,eds.Advances in Kernel Methods-Support Vector Learning, MIT Press,Canbridge.MA. 1998.169- 184.
  • 10Platt J C.Sequential Minimal Optimization-A Fast Algorithm for Training Support Machines[C].In: Sholkopf B,Burges C JC, Smola A J,eds.Advances in Kernel Methods-Surpport Vector Leaning,MIT Press,Cambridge,MA, 1998.185-208.

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