Block-Quantized Support Vector Ordinal Regression

Support vector ordinal regression (SVOR) is a recently proposed ordinal regression (OR) algorithm. Despite its theoretical and empirical success, the method has one major bottleneck, which is the high computational complexity. In this brief, we propose a both practical and theoretical guaranteed algorithm, block-quantized support vector ordinal regression (BQSVOR), where we approximate the kernel matrix K with [(K)tilde] that is composed of k ² constant blocks. We provide detailed theoretical justification on the approximation accuracy of BQSVOR. Moreover, we prove theoretically that the OR problem with the block-quantized kernel matrix [(K)tilde] could be solved by first separating the data samples in the training set into k clusters with kernel k-means and then performing SVOR on the k cluster representatives. Hence, the algorithm leads to an optimization problem that scales only with the number of clusters, instead of the data set size. Finally, experiments on several real-world data sets support the previous analysis and demonstrate that BQSVOR improves the speed of SVOR significantly with guaranteed accuracy.