Solving multiclass support vector machines with LaRank

Abstract

International audienceOptimization algorithms for large margin multiclass recognizers are often too costly to handle ambitious problems with structured outputs and exponential numbers of classes. Optimization algorithms that rely on the full gradient are not effective because, unlike the solution, the gradient is not sparse and is very large. The LaRank algorithm sidesteps this difficulty by relying on a randomized exploration inspired by the perceptron algorithm. We show that this approach is competitive with gradient based optimizers on simple multiclass ..