Warm Start for Parameter Selection of Linear Classifiers

345 views · Published 28 October 2015 · 20:00 · Indexed 20 September 2026

Channel: Association for Computing Machinery (ACM) · 2015 · Science & Technology

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Authors:  Bo-Yu Chu, Chia-Hua Ho, Cheng-Hao Tsai, Chieh-Yen Lin, Chih-Jen Lin

Abstract:

In linear classification, a regularization term effectively remedies the overfitting problem, but selecting a good regularization parameter is usually time consuming. We consider cross validation for the selection process, so several optimization problems under different parameters must be solved. Our aim is to devise effective warm-start strategies to efficiently solve this sequence of optimization problems. We detailedly investigate the relationship between optimal solutions of logistic regression/linear SVM and regularization parameters. Based on the analysis, we develop an efficient tool to automatically find a suitable parameter for users with no related background knowledge.

ACM DL: http://dl.acm.org/citation.cfm?id=2783332
DOI: http://dx.doi.org/10.1145/2783258.2783332

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