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Despite the convexity of structured maxmargin objectives We compare a range of online optimization methods over a variety of structured NLP tasks (coreference, summarization, parsing, etc) and find several broad trends. First, margin methods do tend to outperform both likelihood and the perceptron. Second, for max-margin objectives, primal optimization methods are often more robust and progress faster than dual methods. This advantage is most pronounced for tasks with dense or continuous-valued features. Overall, we argue for a particularly simple online primal subgradient descent method that, despite being rarely mentioned in the literature, is surprisingly effective in relation to its alternatives.
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Kummerfeld et al. (2015) studied this question.