Kernel machines often yield superior predictive performance on various tasks; however, they suffer from severe computational challenges. In this paper, we show how to overcome the important challenge of speeding up kernel machines. In particular, we develop a parallel block minimization framework for solving kernel machines, including kernel SVM and kernel logistic regression. Our framework proceeds by dividing the problem into smaller subproblems by forming a block-diagonal approximation of the Hessian matrix. The subproblems are then solved approximately in parallel. After that, a communication efficient line search procedure is developed to ensure sufficient reduction of the objective function value at each iteration. We prove global linear convergence rate of the proposed method with a wide class of subproblem solvers, and our analysis covers strongly convex and some non-strongly convex functions. We apply our algorithm to solve large-scale kernel SVM problems on distributed systems, and show a significant improvement over existing parallel solvers. As an example, on the covtype dataset with half-a-million samples, our algorithm can obtain an approximate solution with 96 accuracy in 20 seconds using 32 machines, while all the other parallel kernel SVM solvers require more than 2000 seconds to achieve a solution with 95 accuracy. Moreover, our algorithm can scale to very large data sets, such as the kdd algebra dataset with 8 million samples and 20 million features.
Kernel approximation approaches. Another line of approach aims to approximate the kernel matrix and then solve the reduced size problem. Nystr " o m approximation @cite_27 and random Fourier features @cite_16 can be used to form low-rank approximation of kernel matrices, and then the problem can be reduced to a linear SVM or logistic regression problem. To parallelize these algorithms, a distributed linear SVM or logistic regression solver is needed. The comparisons are in Figure . Using random Fourier features in kernel machine is also applied in @cite_20 and @cite_13 . Comparing with our proposed method, (1) they only consider solving linear systems, and it is nontrivial for them to solve kernel SVM and logistic regression problems; (2) they cannot obtain the exact solution of kernel machines, since they only use the approximate kernel.
@cite_27 @cite_16 @cite_13 @cite_20
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We consider supervised learning problems within the positive-definite kernel framework, such as kernel ridge regression, kernel logistic regression or the support vector machine. With kernels leading to infinite-dimensional feature spaces, a common practical limiting difficulty is the necessity of computing the kernel matrix, which most frequently leads to algorithms with running time at least quadratic in the number of observations n, i.e., O(n^2). Low-rank approximations of the kernel matrix are often considered as they allow the reduction of running time complexities to O(p^2 n), where p is the rank of the approximation. The practicality of such methods thus depends on the required rank p. In this paper, we show that in the context of kernel ridge regression, for approximations based on a random subset of columns of the original kernel matrix, the rank p may be chosen to be linear in the degrees of freedom associated with the problem, a quantity which is classically used in the statistical analysis of such methods, and is often seen as the implicit number of parameters of non-parametric estimators. This result enables simple algorithms that have sub-quadratic running time complexity, but provably exhibit the same predictive performance than existing algorithms, for any given problem instance, and not only for worst-case situations. We consider supervised learning problems within the positive-definite kernel framework, such as kernel ridge regression, kernel logistic regression or the support vector machine. With kernels leading to infinite-dimensional feature spaces, a common practi cal limiting difficulty is the necessity of computing the kernel matrix, which most frequently leads to algorithms with running time at least quadratic in the number of observations n, i.e., O(n 2 ). Low-rank approximations of the kernel matrix are often considered as they allow the reduction of running time complexities to O(p 2 n), where p is the rank of the approximation. The practicality of such methods thus depends on the required rank p. In this paper, we show that in the context of kernel ridge regression, for approximations based on a random subset of columns of the original kernel matrix, the rank p may be chosen to be linear in the degrees of freedom associated with the problem, a quantity which is classically used in the statistical analysis of such method s, and is often seen as the implicit number of parameters of non-parametric estimators. This result enables simple algorithms that have sub-quadratic running time complexity, but provably exhibit the same predictive performancethan existing algorithms, for any given problem instance, and not only for worst-case situations. Large scale nonlinear support vector machines (SVMs) can be approximated by linear ones using a suitable feature map. The linear SVMs are in general much faster to learn and evaluate (test) than the original nonlinear SVMs. This work introduces explicit feature maps for the additive class of kernels, such as the intersection, Hellinger's, and χ2 kernels, commonly used in computer vision, and enables their use in large scale problems. In particular, we: 1) provide explicit feature maps for all additive homogeneous kernels along with closed form expression for all common kernels; 2) derive corresponding approximate finite-dimensional feature maps based on a spectral analysis; and 3) quantify the error of the approximation, showing that the error is independent of the data dimension and decays exponentially fast with the approximation order for selected kernels such as χ2. We demonstrate that the approximations have indistinguishable performance from the full kernels yet greatly reduce the train test times of SVMs. We also compare with two other approximation methods: Nystrom's approximation of [1], which is data dependent, and the explicit map of Maji and Berg [2] for the intersection kernel, which, as in the case of our approximations, is data independent. The approximations are evaluated on a number of standard data sets, including Caltech-101 [3], Daimler-Chrysler pedestrians [4], and INRIA pedestrians [5]. Approximations based on random Fourier features have recently emerged as an efficient and elegant methodology for designing large-scale kernel machines [4]. By expressing the kernel as a Fourier expansion, features are generated based on a finite set of random basis projections with inner products that are Monte Carlo approximations to the original kernel. However, the original Fourier features are only applicable to translation-invariant kernels and are not suitable for histograms that are always non-negative. This paper extends the concept of translation-invariance and the random Fourier feature methodology to arbitrary, locally compact Abelian groups. Based on empirical observations drawn from the exponentiated χ2 kernel, the state-of-the-art for histogram descriptors, we propose a new group called the skewed-multiplicative group and design translation-invariant kernels on it. Experiments show that the proposed kernels outperform other kernels that can be similarly approximated. In a semantic segmentation experiment on the PASCAL VOC 2009 dataset, the approximation allows us to train large-scale learning machines more than two orders of magnitude faster than previous nonlinear SVMs.