Safe Screening of Non-Support Vectors in Pathwise SVM Computation

In this paper, we claim that some of the non-support vectors (non-SVs) that have no influence on the classifier can be screened out prior to the training phase in pathwise SVM computation scenario, in which one is asked to train a sequence (or path) of SVM classifiers for different regularization parameters. Based on a recently proposed framework so-called safe screening rule, we derive a rule for screening out non-SVs in advance, and discuss how we can exploit the advantage of the rule in pathwise SVM computation scenario. Experiments indicate that our approach often substantially reduce the total pathwise computation cost.