Empirical Study of Time Efficiency and Accuracy of Support Vector Machines Using an Improved Version of PSVM

We present a significantly improved implementation of a parallel SVM algorithm (PSVM) together with a comprehensive experimental study. Support Vector Machines (SVM) is one of the most well-known machine learning classification techniques. PSVM employs the Interior Point Method, which is a solver used for SVM problems that has a high potential of parallelism. We improve PSVM regarding its structure and memory management for contemporary processor architectures. We perform a number of experiments and study the impact of the reduced column size p and other important parameters as C and gamma on the class-prediction accuracy and training time. The experimental results show that there exists a threshold between the number of computational cores and the training time, and that choosing an appropriate value of p effects the choice of the C and gamma parameters as well as the accuracy.