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Recipe for Fast Large-Scale SVM Training: Polishing, Parallelism, and More RAM!

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Artificial Intelligence and Machine Learning (BNAIC/Benelearn 2022)

Part of the book series: Communications in Computer and Information Science ((CCIS,volume 1805))

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Abstract

Support vector machines (SVMs) are a standard method in the machine learning toolbox, in particular for tabular data. Non-linear kernel SVMs often deliver highly accurate predictors, however, at the cost of long training times. That problem is aggravated by the exponential growth of data volumes over time. It was tackled in the past mainly by two types of techniques: approximate solvers, and parallel GPU implementations. In this work, we combine both approaches to design an extremely fast dual SVM solver. We fully exploit the capabilities of modern compute servers: many-core architectures, multiple high-end GPUs, and large random access memory. On such a machine, we train a large-margin classifier on the ImageNet data set in 24 min.

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Notes

  1. 1.

    The angle brackets denote the inner product in the kernel-induced feature space. We drop the bias or offset term [22].

  2. 2.

    These are surely not be the largest data sets in existence, but they are definitely large by the standards of the SVM literature.

  3. 3.

    A Cholesky decomposition is an attractive alternative at first glance, but since kernel matrices can be ill-conditioned, it regularly runs into numerical problems by requiring strict positive definiteness.

  4. 4.

    While this proceeding may yield a slightly optimistic bias (since some basis vectors may stem from the validation set), it is perfectly suitable for parameter tuning (since all parameter settings profit in the same way), and offers a considerable computational advantage.

  5. 5.

    https://eigen.tuxfamily.org/.

  6. 6.

    https://www.openmp.org/.

  7. 7.

    https://developer.nvidia.com/.

  8. 8.

    https://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/.

  9. 9.

    https://www.image-net.org/.

  10. 10.

    https://github.com/TGlas/LPD-SVM.

  11. 11.

    https://github.com/Xtra-Computing/thundersvm.

  12. 12.

    https://github.com/EigenPro.

  13. 13.

    https://github.com/djurikom/BudgetedSVM.

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Acknowledgements

This work was supported by the Deutsche Forschungsgemeinschaft under grant number GL 839/7-1.

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Correspondence to Tobias Glasmachers .

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Glasmachers, T. (2023). Recipe for Fast Large-Scale SVM Training: Polishing, Parallelism, and More RAM!. In: Calders, T., Vens, C., Lijffijt, J., Goethals, B. (eds) Artificial Intelligence and Machine Learning. BNAIC/Benelearn 2022. Communications in Computer and Information Science, vol 1805. Springer, Cham. https://doi.org/10.1007/978-3-031-39144-6_3

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  • DOI: https://doi.org/10.1007/978-3-031-39144-6_3

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