Revisited Support Vector Machines: A Unified Joint Optimization Framework with Nystr\"om Approximation for Scalable Adaptive Learning

Abstract:The theoretical elegance of Support Vector Machines (SVMs), grounded in statistical learning theory, establishes them as a reference for robust classification. However, in the era of Big Data, classical SVMs face two major bottlenecks: the prohibitive cubic complexity $\mathcal{O}(N^3)$ of training and the rigidity of static kernels. Traditional methodologies treat kernel selection as a discrete, "brute-force" GridSearch problem, effectively decoupling the learning of data representation from the optimization of the decision boundary. This paper proposes a paradigm shift with a so-called "Revisited SVM", a unified framework that recasts the learning process as a continuous %bi-level joint optimization problem. We derive a novel objective function $J(\alpha, \theta)$ that allows for the simultaneous optimization of dual Lagrange multipliers and kernel hyper-parameters. To solve this challenging non-convex problem efficiently, we introduce a hybrid Block Coordinate Ascent (BCA) algorithm, tightly integrated with Nyström-based low-rank approximation, which drastically reduces computational complexity to $\mathcal{O}(Nm)$. Extensive experiments conducted across four heterogeneous domains (Bioinformatics, Finance, Cybersecurity, and Computer Vision) demonstrate that our approach not only matches but often exceeds exhaustive GridSearch accuracy, while delivering training speedups of up to 100x. Notably, on the complex NSL-KDD intrusion detection dataset, our adaptive kernel approach achieves 96.25\% accuracy compared to a mere 50\% for standard baselines, proving its unique ability to model complex non-linear manifolds in high-dimensional spaces. We validate our results using rigorous statistical tests and provide a theoretical convergence analysis of the proposed algorithm.

Machine Learning (cs.LG)

arXiv:2610.15498 [cs.LG]

(or arXiv:2610.15498v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2610.15498 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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