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Fixed-Size Pegasos for Large Scale Pinball Loss SVM

Fixed-Size Pegasos for Large Scale Pinball Loss SVM

This video was recorded at International Workshop on Advances in Regularization, Optimization, Kernel Methods and Support Vector Machines (ROKS): theory and applications, Leuven 2013. Here we address the problem of learning pinball loss SVM model. We utilize modified Pegasos algorithm for large scale problems. The latter type of problems is leveraged for linearly non-separable cases via Nyström approximation and Fized-Size approach. We present an outline of the improved Pegasos algorithm and a complete learning procedure within the Fixed-Size setting.
Keywords:
videolectures, ocwc, oec
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More about this material

Material Type:
Presentation
Date Added to MERLOT:
February 10, 2015
Date Modified in MERLOT:
February 10, 2015
Author:
Submitter:
The Open Education Consortium
Primary Audience:
College General Ed, College Lower Division, College Upper Division
Technical Format:
Video
Mobile Compatibility:
Not specified at this time
Language:
English
Cost Involved:
No
Source Code Available:
No
Accessibility Information Available:
Unknown
Creative Commons:
Creative Commons License
This work is licensed under a Attribution-NonCommercial-NoDerivs 3.0 United States

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