Abstract:In the era of rapid development of artificial intelligence, its applications span across diverse fields, relying heavily on effective data processing and model optimization. Combined Regularized Support Vector Machines (CR-SVMs) can effectively handle the structural information among data features, but there is a lack of efficient algorithms in distributed-stored big data. To address this issue, we propose a unified optimization framework based on consensus structure. This framework is not only applicable to various loss functions and combined regularization terms but can also be effectively extended to non-convex regularization terms, showing strong scalability. Based on this framework, we develop a distributed parallel alternating direction method of multipliers (ADMM) algorithm to efficiently compute CR-SVMs when data is stored in a distributed manner. To ensure the convergence of the algorithm, we also introduce the Gaussian back-substitution method. Meanwhile, for the integrity of the paper, we introduce a new model, the sparse group lasso support vector machine (SGL-SVM), and apply it to music information retrieval. Theoretical analysis confirms that the computational complexity of the proposed algorithm is not affected by different regularization terms and loss functions, highlighting the universality of the parallel algorithm. Experiments on synthetic and free music archiv datasets demonstrate the reliability, stability, and efficiency of the algorithm.
Abstract:In large-scale supervised learning, penalized logistic regression (PLR) effectively addresses the overfitting problem by introducing regularization terms yet its performance still depends on efficient variable selection strategies. This paper theoretically demonstrates that label noise stemming from manual labeling, which is solely related to classification difficulty, represents a type of beneficial noise for variable selection in PLR. This benefit is reflected in a more accurate estimation of the selected non-zero coefficients when compared with the case where only truth labels are used. Under large-scale settings, the sample size for PLR can become very large, making it infeasible to store on a single machine. In such cases, distributed computing methods are required to handle PLR model with manual labeling. This paper presents a partition-insensitive parallel algorithm founded on the ADMM (alternating direction method of multipliers) algorithm to address PLR by incorporating manual labeling. The partition insensitivity of the proposed algorithm refers to the fact that the solutions obtained by the algorithm will not change with the distributed storage of data. In addition, the algorithm has global convergence and a sublinear convergence rate. Experimental results indicate that, as compared with traditional variable selection classification techniques, the PLR with manually-labeled noisy data achieves higher estimation and classification accuracy across multiple large-scale datasets.