Fast support vector machine training and classification on graphics processors

Recent developments in programmable, highly parallel Graphics Processing Units (GPUs) have enabled high performance implementations of machine learning algorithms. We describe a solver for Support Vector Machine training running on a GPU, using the Sequential Minimal Optimization algorithm and an adaptive first and second order working set selection heuristic, which achieves speedups of 9-35x over LIBSVM running on a traditional processor. We also present a GPU-based system for SVM classification which achieves speedups of 81-138x over LIBSVM (5-24x over our own CPU based SVM classifier).