The quest for the fastest
SVM learning algorithm is continuing.
Leon Bottou reported his suprising finding: a classic optimization method,
Stochastic Gradient Descent, is amazingly fast for training linear SVMs or CRFs. His program
svmsgd works much faster than
SVMperf and
LIBLINEAR on very large datasets such as
RCV1-v2.
Edward Chang's team has released their code of
PSVM, a parallel implementation of SVM that can achieve almost linear reduction in both memory use and training time.
出处:
http://researchonsearch.blogspot.com/2007/12/fastest-svm.html