Consensus-based distributed support vector machines

Pedro A. Forero, Alfonso Cano, Georgios B. Giannakis

Research output: Contribution to journalArticlepeer-review

249 Scopus citations

Abstract

This paper develops algorithms to train support vector machines when training data are distributed across different nodes, and their communication to a centralized processing unit is prohibited due to, for example, communication complexity, scalability, or privacy reasons. To accomplish this goal, the centralized linear SVM problem is cast as a set of decentralized convex optimization subproblems (one per node) with consensus constraints on the wanted classifier parameters. Using the alternating direction method of multipliers, fully distributed training algorithms are obtained without exchanging training data among nodes. Different from existing incremental approaches, the overhead associated with inter-node communications is fixed and solely dependent on the network topology rather than the size of the training sets available per node. Important generalizations to train nonlinear SVMs in a distributed fashion are also developed along with sequential variants capable of online processing. Simulated tests illustrate the performance of the novel algorithms.1

Original languageEnglish (US)
Pages (from-to)1663-1707
Number of pages45
JournalJournal of Machine Learning Research
Volume11
StatePublished - May 1 2010

Keywords

  • Distributed data mining
  • Distributed learning
  • Distributed optimization
  • Sensor networks
  • Support vector machine

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