Title
An incremental least squares algorithm for large scale linear classification.
Abstract
In this work we consider the problem of training a linear classifier by assuming that the number of data is huge (in particular, data may be larger than the memory capacity). We propose to adopt a linear least-squares formulation of the problem and an incremental recursive algorithm which requires to store a square matrix (whose dimension is equal to the number of features of the data). The algorithm (very simple to implement) converges to the solution using each training data once, so that it effectively handles possible memory issues and is a viable method for linear large scale classification and for real time applications, provided that the number of features of the data is not too large (say of the order of thousands). The extensive computational experiments show that the proposed algorithm is at least competitive with the state-of-the-art algorithms for large scale linear classification. (c) 2012 Elsevier B.V. All rights reserved.
Year
DOI
Venue
2013
10.1016/j.ejor.2012.09.004
European Journal of Operational Research
Keywords
Field
DocType
Large scale optimization,Machine learning,Linear classification,Incremental algorithms
Training set,Mathematical optimization,Recursion (computer science),Computer science,Square matrix,Least mean square algorithm,Linear classifier,Population-based incremental learning
Journal
Volume
Issue
ISSN
224
3
0377-2217
Citations 
PageRank 
References 
6
0.46
20
Authors
4
Name
Order
Citations
PageRank
Andrea Cassioli11127.25
A. Chiavaioli260.46
C. Manes341845.66
Marco Sciandrone416814.06