A distributed constrained-form support vector machine

Abstract

Despite the importance of distributed learning, few fully distributed support vector machines exist. In this paper, not only do we provide a fully distributed nonlinear SVM; we propose the first distributed constrained-form SVM. In the fully distributed context, a dataset is distributed among networked agents that cannot divulge their data, let alone centralize the data, and can only communicate with their neighbors in the network. Our strategy is based on two algorithms: the Douglas-Rachford algorithm and the projection-gradient method. We validate our approach by demonstrating through simulations that it can train a classifier that agrees closely with the centralized solution.