Distributed support vector machine in master-slave mode

Abstract

It is well known that the support vector machine (SVM) is an effective learning algorithm. The alternating direction method of multipliers (ADMM) algorithm has emerged as a powerful technique for solving distributed optimisation models. This paper proposes a distributed SVM algorithm in a master-slave mode (MS-DSVM), which integrates a distributed SVM and ADMM acting in a master-slave configuration where the master node and slave nodes are connected, meaning the results can be broadcasted. The distributed SVM is regarded as a regularised optimisation problem and modelled as a series of convex optimisation sub-problems that are solved by ADMM. Additionally, the over-relaxation technique is utilised to accelerate the convergence rate of the proposed MS-DSVM. Our theoretical analysis demonstrates that the proposed MS-DSVM has linear convergence, meaning it possesses the fastest convergence rate among existing standard distributed ADMM algorithms. Numerical examples demonstrate that the convergence and accuracy of the proposed MS-DSVM are superior to those of existing methods under the ADMM framework.

Keywords: Alternating direction method of multipliers (ADMM); Distributed algorithm; Master–slave mode; Support vector machine (SVM).