Parallel Algorithms For Structured Sparse Support Vector Machines: Application In Music Genre Classification

Abstract

Mathematical modelling, particularly through approaches such as structured sparse support vector machines (SS-SVM), plays a crucial role in processing data with complex feature structures, yet efficient algorithms for distributed large-scale data remain lacking. To address this gap, this paper proposes a unified optimization framework based on a consensus structure. This framework is not only applicable to various loss functions and combined regularization terms but can also be effectively extended to non-convex regularizers, demonstrating strong scalability. Building upon this framework, we develop a distributed parallel alternating direction method of multipliers (ADMM) algorithm to efficiently solve SS-SVMs under distributed data storage. To ensure convergence, we incorporate a Gaussian back-substitution technique. Additionally, for completeness, we introduce a family of sparse group Lasso support vector machine (SGL-SVM) and apply it to music information retrieval. Theoretical anal

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