Practical Large Scale Classification with Additive Kernels

For classification problems with millions of training examples or dimensions, accuracy, training and testing speed and memory usage are the main concerns. Recent advances have allowed linear SVM to tackle problems with moderate time and space cost, but for many tasks in computer vision, additive kernels would have higher accuracies. In this pa-per, we propose the PmSVM-LUT algorithm that employs Look-Up Tables to boost the training and testing speed and save memory usage of additive kernel SVM classification, in order to meet the needs of large scale problems. The PmSVM-LUT algorithm is based on PmSVM (Wu, 2012), which employed polynomial approximation for the gradient function to speedup the dual coordinate descent method. We also analyze the polynomial approx-imation numerically to demonstrate its validity. Empirically, our algorithm is faster than PmSVM and feature mapping in many datasets with higher classification accuracies and can save up to 60 % memory usage as well