Accelerating Relevance Vector Machine for Large-Scale Data on Spark

Relevance vector machine (RVM) is a machine learning algorithm based on a sparse Bayesian framework, which performs well when running classification and regression tasks on small-scale datasets. However, RVM also has certain drawbacks which restricts its practical applications such as (1) slow training process, (2) poor performance on training large-scale datasets. In order to solve these problem, we propose Discrete AdaBoost RVM (DAB-RVM) which incorporate ensemble learning in RVM at first. This method performs well with large-scale low-dimensional datasets. However, as the number of features increases, the training time of DAB-RVM increases as well. To avoid this phenomenon, we utilize the sufficient training samples of large-scale datasets and propose all features boosting RVM (AFB-RVM), which modifies the way of obtaining weak classifiers. In our experiments we study the differences between various boosting techniques with RVM, demonstrating the performance of the proposed approaches on Spark. As a result of this paper, two proposed approaches on Spark for different types of large-scale datasets are available.