Kernel methods provide a powerful framework for non parametric learning. They are based on kernel functions and allow learning in a rich functional space while applying linear statistical learning tools, such as Ridge Regression or Support Vector Machines. However, standard kernel methods suffer from a quadratic time and memory complexity in the number of data points and thus have limited applications in large-scale learning. In this paper, we propose Snacks, a new large-scale solver for Kernel Support Vector Machines. Specifically, Snacks relies on a Nystr\"om approximation of the kernel matrix and an accelerated variant of the stochastic subgradient method. We demonstrate formally through a detailed empirical evaluation, that it competes with other SVM solvers on a variety of benchmark datasets.

Machine learning algorithms must be able to efficiently cope with massive data sets. Therefore, they have to scale well on any modern system and be able to exploit the computing power of accelerators independent of their vendor. In the field of supervised learning, Support Vector Machines (SVMs) are widely used. However, even modern and optimized implementations such as LIBSVM or ThunderSVM do not scale well for large non-trivial dense data sets on cutting-edge hardware: Most SVM implementations are based on Sequential Minimal Optimization, an optimized though inherent sequential algorithm. Hence, they are not well-suited for highly parallel GPUs. Furthermore, we are not aware of a performance portable implementation that supports CPUs and GPUs from different vendors. We have developed the PLSSVM library to solve both issues. First, we resort to the formulation of the SVM as a least squares problem. Training an SVM then boils down to solving a system of linear equations for which highly parallel algorithms are known. Second, we provide a hardware independent yet efficient implementation: PLSSVM uses different interchangeable backends--OpenMP, CUDA, OpenCL, SYCL--supporting modern hardware from various vendors like NVIDIA, AMD, or Intel on multiple GPUs. PLSSVM can be used as a drop-in replacement for LIBSVM. We observe a speedup on CPUs of up to 10 compared to LIBSVM and on GPUs of up to 14 compared to ThunderSVM. Our implementation scales on many-core CPUs with a parallel speedup of 74.7 on up to 256 CPU threads and on multiple GPUs with a parallel speedup of 3.71 on four GPUs. The code, utility scripts, and documentation are all available on GitHub: https://github.com/SC-SGS/PLSSVM.

Support Vector Machines can be a lot slow to run on large datasets. With more data, the speedup increases proportionally which is great for use. Thundersvm also runs with support vector regression and a bunch more stuff. You can check out there github repo here. I have written an article on how to install and use thundersvm.

Support Vector Machines (SVMs) can solve structured multi-output learning problems such as multi-label classification, multiclass classification and vector regression. SVM training is expensive especially for large and high dimensional datasets. The bottleneck of the SVM training often lies in the kernel value computation. In many real-world problems, the same kernel values are used in many iterations during the training, which makes the caching of kernel values potentially useful. The majority of the existing studies simply adopt the LRU (least recently used) replacement strategy for caching kernel values. However, as we analyze in this paper, the LRU strategy generally achieves high hit ratio near the final stage of the training, but does not work well in the whole training process. Therefore, we propose a new caching strategy called EFU (less frequently used) which replaces the less frequently used kernel values that enhances LFU (least frequently used). Our experimental results show that EFU often has 20\% higher hit ratio than LRU in the training with the Gaussian kernel. To further optimize the strategy, we propose a caching strategy called HCST (hybrid caching for the SVM training), which has a novel mechanism to automatically adapt the better caching strategy in the different stages of the training. We have integrated the caching strategy into ThunderSVM, a recent SVM library on many-core processors. Our experiments show that HCST adaptively achieves high hit ratios with little runtime overhead among different problems including multi-label classification, multiclass classification and regression problems. Compared with other existing caching strategies, HCST achieves 20\% more reduction in training time on average.