Convex Relaxation for Solving Large-Margin Classifiers in Hyperbolic Space
Sheng Yang, Peihan Liu, Cengiz Pehlevan
TL;DR
This work tackles the challenge of large-margin learning in hyperbolic space by transforming the hyperbolic SVM problem into a polynomial QCQP and applying two convex relaxations: semidefinite programming and sparse moment-sum-of-squares. The proposed approaches yield tighter, more reliable separators than gradient-based methods across synthetic and real hyperbolic datasets, with Moment-SOS often delivering the smallest optimality gaps and best generalization in many settings. However, scalability remains a critical issue, motivating future work on hybrid algorithms, dual formulations, kernels, and scalable variants. Overall, the paper demonstrates that convex relaxation techniques can meaningfully certify and improve hyperbolic classification performance, particularly for hierarchical and graph-structured data embedded in \\mathbb{H}^d.
Abstract
Hyperbolic spaces have increasingly been recognized for their outstanding performance in handling data with inherent hierarchical structures compared to their Euclidean counterparts. However, learning in hyperbolic spaces poses significant challenges. In particular, extending support vector machines to hyperbolic spaces is in general a constrained non-convex optimization problem. Previous and popular attempts to solve hyperbolic SVMs, primarily using projected gradient descent, are generally sensitive to hyperparameters and initializations, often leading to suboptimal solutions. In this work, by first rewriting the problem into a polynomial optimization, we apply semidefinite relaxation and sparse moment-sum-of-squares relaxation to effectively approximate the optima. From extensive empirical experiments, these methods are shown to perform better than the projected gradient descent approach.
