Pegasos Algorithm for One-Class Support Vector Machine

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概要

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• Training one-class support vector machines (one-class SVMs) involves solving a quadratic programming (QP) problem. By increasing the number of training samples, solving this QP problem becomes intractable. In this paper, we describe a modified Pegasos algorithm for fast training of one-class SVMs. We show that this algorithm is much faster than the standard one-class SVM without loss of performance in the case of linear kernel.

著者

• LEE Changki

  Department of Computer Science, Kangwon National University

関連論文

• Pegasos Algorithm for One-Class Support Vector Machine

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