Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Fast Algorithms for Stackelberg Prediction Game with Least Squares Loss   The Stackelberg prediction game (SPG) has been extensively used to model the
interactions between the learner and data provider in the training process of
various machine learning algorithms. Particularly, SPGs played prominent roles
in cybersecurity applications, such as intrusion detection, banking fraud
detection, spam filtering, and malware detection. Often formulated as NP-hard
bi-level optimization problems, it is generally computationally intractable to
find global solutions to SPGs. As an interesting progress in this area, a
special class of SPGs with the least squares loss (SPG-LS) have recently been
shown polynomially solvable by a bisection method. However, in each iteration
of this method, a semidefinite program (SDP) needs to be solved. The resulted
high computational costs prevent its applications for large-scale problems. In
contrast, we propose a novel approach that reformulates a SPG-LS as a single
SDP of a similar form and the same dimension as those solved in the bisection
method. Our SDP reformulation is, evidenced by our numerical experiments,
orders of magnitude faster than the existing bisection method. We further show
that the obtained SDP can be reduced to a second order cone program (SOCP).
This allows us to provide real-time response to large-scale SPG-LS problems.
Numerical results on both synthetic and real world datasets indicate that the
proposed SOCP method is up to 20,000+ times faster than the state of the art.

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The categories of this paper are: cmp-lg
27
The categories of this paper are: comp-gas
13
The categories of this paper are: quant-ph
16
The categories of this paper are: stat
14
The categories of this paper are: math-ph
1
The categories of this paper are: cs
20
The categories of this paper are: acc-phys
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The categories of this paper are: hep-ex
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The categories of this paper are: q-bio
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The categories of this paper are: astro-ph
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The categories of this paper are: nucl-ex
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The categories of this paper are: eess
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The categories of this paper are: gr-qc
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The categories of this paper are: econ
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The categories of this paper are: alg-geom
0
The categories of this paper are: hep-ph