Revisited Support Vector Machines: A Unified Joint Optimization Framework with Nyström Approximation for Scalable Adaptive Learning
The theoretical elegance of Support Vector Machines (SVMs), grounded in statistical learning theory, establishes them as a reference for robust classification. However, in the era of Big Data, classical SVMs face two major bottlenecks: the prohibitive cubic complexity $\mathcal{O}(N^3)$ of training and the rigidity of static kernels. Traditional methodologies treat kernel selection as a discrete, "brute-force" GridSearch problem, effectively decoupling the learning of data representation from the optimization of the decision boundary. This paper proposes a paradigm shift with a so-called "Revisited SVM", a unified framework that recasts the learning process as a continuous %bi-level joint optimization problem. We derive a novel objective function $J(α, θ)$ that allows for the simultaneous optimization of dual Lagrange multipliers and kernel hyper-parameters. To solve this challenging non-convex problem efficiently, we introduce a hybrid Block Coordinate Ascent (BCA) algorithm, tightly integrated with Nyström-based low-rank approximation, which drastically reduces computational complexity to $\mathcal{O}(Nm)$. Extensive experiments conducted across four heterogeneous domains…
- arXiv
- 2610.15498
- Authors
- Nassou Gongon Benjamin, Noulapeu Ngaffo, Patrick Njionou Sadjang
- Categories
- cs.LG