New Incremental Learning Algorithm for Semi-Supervised Support Vector Machine
Bin Gu (University of Pittsburgh); Xiao-Tong Yuan (Nanjing University of Information Science & Technology); Songcan Chen (Nanjing University of Aeronautics and Astronautics); Heng Huang (University of Pittsburgh)
Semi-supervised learning is especially important in data mining applications because it can make use of plentiful unlabeled data to train the high-quality learning models. Semi-Supervised Support Vector Machine (S3VM) is a powerful semi-supervised learning model. However, the high computational cost and non-convexity severely impede the S3VM method in large-scale applications. Although several learning algorithms were proposed for S3VM, scaling up S3VM is still an open problem. To address this challenging problem, in this paper, we propose a new incremental learning algorithm to scale up S3VM (IL-S3VM) based on the path following technique in the framework of Difference of Convex (DC) programming. The traditional DC programming based algorithms need multiple outer loops and are not suitable for incremental learning, and traditional path following algorithms are limited to convex problems. Our new IL-S3VM algorithm based on the path-following technique can directly update the solution of S3VM to converge to a local minimum within one outer loop so that the efficient incremental learning can be achieved. More importantly, we provide the finite convergence analysis for our new algorithm. To the best of our knowledge, our new IL-S3VM algorithm is the first efficient path following algorithm for a non-convex problem (i.e., S3VM) with local minimum convergence guarantee. Experimental results on a variety of benchmark datasets not only confirm the finite convergence of IL-S3VM, but also show a huge reduction of computational time compared with existing batch and incremental learning algorithms, while retaining the similar generalization performance.