ADMM-based unbalanced big data distributed classification method
A classification method and big data technology, applied in the optimization field of convex problems, can solve problems such as high time overhead and slow convergence speed, and achieve the effect of improving classification accuracy, speeding up calculation time, and alleviating class imbalance problems.
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[0106] Our method can solve a problem if it can be written as:
[0107] min x,y f(x)+g(y),
[0108] s.t.Ax+By=C,
[0109] Here f(x) and g(y) are both convex functions, and x and y are variables that satisfy a series of linear constraints. This way the dual of this problem can be solved. Its dual problem can be written in the following form:
[0110]
[0111] Here λ is the dual variable and ρ is the penalty coefficient. In particular, if the local variable x is partitionable, then f(x) can be partitioned into small problems stored on multiple machines. So the problem can be rewritten as follows:
[0112]
[0113] s.t.Ax i +By=C,i=1,2,...,n.
[0114] here x i is the model variable of the small problem on machine i, x=(x 1 ,...,x n ), y is a global variable.
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