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Distributed and Robust Support Vector Machine

Authors Yangwei Liu, Hu Ding, Ziyun Huang, Jinhui Xu

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  • Distributed Algorithm
  • Communication Complexity
  • Robust Algorithm
  • SVM

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Abstract

In this paper, we consider the distributed version of Support Vector Machine (SVM) under the coordinator model, where all input data (i.e., points in R^d space) of SVM are arbitrarily distributed among k nodes in some network with a coordinator which can communicate with all nodes. We investigate two variants of this problem, with and without outliers. For distributed SVM without outliers, we prove a lower bound on the communication complexity and give a distributed (1-epsilon)-approximation algorithm to reach this lower bound, where epsilon is a user specified small constant. For distributed SVM with outliers, we present a (1-epsilon)-approximation algorithm to explicitly remove the influence of outliers. Our algorithm is based on a deterministic distributed top t selection algorithm with communication complexity of O(k log (t)) in the coordinator model. Experimental results on benchmark datasets confirm the theoretical guarantees of our algorithms.

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Yangwei Liu, Hu Ding, Ziyun Huang, and Jinhui Xu. Distributed and Robust Support Vector Machine. In 27th International Symposium on Algorithms and Computation (ISAAC 2016). Leibniz International Proceedings in Informatics (LIPIcs), Volume 64, pp. 54:1-54:13, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2016) https://doi.org/10.4230/LIPIcs.ISAAC.2016.54

Author Details

Yangwei Liu
Hu Ding
Ziyun Huang
Jinhui Xu

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