Xu W, Liu J, Lian H. Distributed Estimation of Support Vector Machines for Matrix Data.
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS 2024;
35:6643-6653. [PMID:
36269928 DOI:
10.1109/tnnls.2022.3212390]
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Abstract
Discrimination problems are of significant interest in the machine learning literature. There has been growing interest in extending traditional vector-based machine learning techniques to their matrix forms. In this article, we investigate the statistical properties of the nuclear-norm-based regularized linear support vector machines (SVMs), in particular establishing the convergence rate of the estimator in the high-dimensional setting. Furthermore, within the distributed estimation paradigm, we propose a communication-efficient estimator that can achieve the same convergence rate. We illustrate the performances of the estimators via some simulation examples and an empirical data analysis.
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