A simplified multi-class support vector machine with reduced dual optimization

Support vector machine (SVM) was initially designed for binary classification. To extend SVM to the multi-class scenario, a number of classification models were proposed such as the one by Crammer and Singer (2001). However, the number of variables in Crammer and Singer’s dual problem is the product of the number of samples (l) by the number of classes (k), which produces a large computational complexity. This paper presents a simplified multi-class SVM (SimMSVM) that reduces the size of the resulting dual problem from l × k to l by introducing a relaxed classification error bound. The experimental results demonstrate that the proposed SimMSVM approach can greatly speed-up the training process, while maintaining a competitive classification accuracy.