Nonlinear Classification via Linear SVMs and Multi-Task Learning.

Kernel SVM is prohibitively expensive when dealing with large nonlinear data. While ensembles of linear classifiers have been proposed to address this inefficiency, these methods are time-consuming or lack robustness. We propose an efficient classifier for nonlinear data using a new iterative learning algorithm, which partitions the data into clusters, and then trains a linear SVM for each cluster. These two steps are combined into a graphical model, with the parameters estimated efficiently using the EM algorithm. During training, clustered multi-task learning is used to capture the relatedness among the multiple linear SVMs and avoid overfitting. Experimental results on benchmark datasets show that our method outperforms state-of-the-art methods. During prediction, it also obtains comparable classification performance to kernel SVM, with much higher efficiency.