COFFIN: A Computational Framework for Linear SVMs

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In a variety of applications, kernel machines such as Support Vector Machines (SVMs) have been used with great success often delivering state-of-the-art results. Using the kernel trick, they work on several domains and even enable heterogeneous data fusion by concatenating feature spaces or multiple kernel learning. Unfortunately, they are not suited for truly large-scale applications since they suffer from the curse of supporting vectors, i.e., the speed of applying SVMs decays linearly with the number of support vectors. This paper develops COFFIN - a new training strategy for linear SVMs that effectively allows the use of on demand computed kernel feature spaces and virtual examples in the primal.