A fast SVM training algorithm

A fast support vector machine (SVM) training algorithm is proposed under SVM's decomposition framework by effectively integrating kernel caching, digest and shrinking policies and stopping conditions. Kernel caching plays a key role in reducing the number of kernel evaluations by maximal reusage of cached kernel elements. Extensive experiments have been conducted on a large handwritten digit database MNIST to show that the proposed algorithm is much faster than Keerthi et al.'s improved SMO, about nine times. Combined with principal component analysis, the total training for ten one-against-the-rest classifiers on MNIST took less than an hour. Moreover, the proposed fast algorithm speeds up SVM training without sacrificing the generalization performance. The 0.6% error rate on MNIST test set has been achieved. The promising scalability of the proposed scheme paves a new way to solve more large-scale learning problems in other domains such as data mining.