Adaptive Learning Rate SGD AlgorithmforSVM
Journal Title: Scholars Journal of Physics, Mathematics and Statistics - Year 2017, Vol 4, Issue 4
Abstract
Stochastic gradient descent (SGD) is a simple and effective algorithm for solving the optimization problem of support vector machine, where each iteration operates on a single training example. The run-time of SGD does not depend directly on the size of the training set, the resulting algorithm is especially suited for learning from large datasets. However, the problem of stochastic gradient descent algorithm is that it is difficult to choose the proper learning rate. A learning rate is too small, which leads to slow convergence, while a learning rate that is too large can hinder convergence and cause fluctuate. In order to improve the efficiency and classification ability of SVM based on stochastic gradient descent algorithm, three algorithms of adaptive learning rate SGD are used to solve support vector machine, which are Adagrad, Adadelta and Adam. The experimental results show that the algorithm based on Adagrad, Adadelta and Adam for solving the linear support vector machine has faster convergence speed and higher testing precision.
Authors and Affiliations
Shuxia Lu, Zhao Jin
Keywords
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