We present an efficient coreset construction algorithm for large-scale Support Vector Machine (SVM) training in Big Data and streaming applications. A coreset is a small, representative subset of the original data points such that a models trained on the coreset are provably competitive with those trained on the original data set. Since the size of the coreset is generally much smaller than the original set, our preprocess-then-train scheme has potential to lead to significant speedups when training SVM models. We prove lower and upper bounds on the size of the coreset required to obtain small data summaries for the SVM problem. As a corollary, we show that our algorithm can be used to extend the applicability of any off-the-shelf SVM solver to streaming, distributed, and dynamic data settings. We evaluate the performance of our algorithm on real-world and synthetic data sets. Our experimental results reaffirm the favorable theoretical properties of our algorithm and demonstrate its practical effectiveness in accelerating SVM training.

Coreset is usually a small weighted subset of an input set of items, that provably approximates their loss function for a given set of queries (models, classifiers, hypothesis). That is, the maximum (worst-case) error over all queries is bounded. To obtain smaller coresets, we suggest a natural relaxation: coresets whose average error over the given set of queries is bounded. We provide both deterministic and randomized (generic) algorithms for computing such a coreset for any finite set of queries. Unlike most corresponding coresets for the worst-case error, the size of the coreset in this work is independent of both the input size and its Vapnik–Chervonenkis (VC) dimension. The main technique is to reduce the average-case coreset into the vector summarization problem, where the goal is to compute a weighted subset of the n input vectors which approximates their sum. We then suggest the first algorithm for computing this weighted subset in time that is linear in the input size, for n≫1/ε, where ε is the approximation error, improving, e.g., both [ICML’17] and applications for principal component analysis (PCA) [NIPS’16]. Experimental results show significant and consistent improvement also in practice. Open source code is provided.

A common technique for compressing a neural network is to compute the k-rank ℓ2 approximation Ak of the matrix A∈Rn×d via SVD that corresponds to a fully connected layer (or embedding layer). Here, d is the number of input neurons in the layer, n is the number in the next one, and Ak is stored in O((n+d)k) memory instead of O(nd). Then, a fine-tuning step is used to improve this initial compression. However, end users may not have the required computation resources, time, or budget to run this fine-tuning stage. Furthermore, the original training set may not be available. In this paper, we provide an algorithm for compressing neural networks using a similar initial compression time (to common techniques) but without the fine-tuning step. The main idea is replacing the k-rank ℓ2 approximation with ℓp, for p∈[1,2], which is known to be less sensitive to outliers but much harder to compute. Our main technical result is a practical and provable approximation algorithm to compute it for any p≥1, based on modern techniques in computational geometry. Extensive experimental results on the GLUE benchmark for compressing the networks BERT, DistilBERT, XLNet, and RoBERTa confirm this theoretical advantage.

We present an efficient coreset construction algorithm for large-scale Support Vector Machine (SVM) training in Big Data and streaming applications. A coreset is a small, representative subset of the original data points such that a models trained on the coreset are provably competitive with those trained on the original data set. Since the size of the coreset is generally much smaller than the original set, our preprocess-then-train scheme has potential to lead to significant speedups when training SVM models. We prove lower and upper bounds on the size of the coreset required to obtain small data summaries for the SVM problem. As a corollary, we show that our algorithm can be used to extend the applicability of any off-the-shelf SVM solver to streaming, distributed, and dynamic data settings. We evaluate the performance of our algorithm on real-world and synthetic data sets. Our experimental results reaffirm the favorable theoretical properties of our algorithm and demonstrate its practical effectiveness in accelerating SVM training.

We present an efficient coreset construction algorithm for large-scale Support Vector Machine (SVM) training in Big Data and streaming applications. A coreset is a small, representative subset of the original data points such that a models trained on the coreset are provably competitive with those trained on the original data set. Since the size of the coreset is generally much smaller than the original set, our preprocess-then-train scheme has potential to lead to significant speedups when training SVM models. We prove lower and upper bounds on the size of the coreset required to obtain small data summaries for the SVM problem. As a corollary, we show that our algorithm can be used to extend the applicability of any off-the-shelf SVM solver to streaming, distributed, and dynamic data settings. We evaluate the performance of our algorithm on real-world and synthetic data sets. Our experimental results reaffirm the favorable theoretical properties of our algorithm and demonstrate its practical effectiveness in accelerating SVM training.