Abstract: Disclosed is a parallel support vector machine technique for solving problems with a large set of training data where the kernel computation, as well as the kernel cache and the training data, are spread over a number of distributed machines or processors. A plurality of processing nodes are used to train a support vector machine based on a set of training data. Each of the processing nodes selects a local working set of training data based on data local to the processing node, for example a local subset of gradients. Each node transmits selected data related to the working set (e.g., gradients having a maximum value) and receives an identification of a global working set of training data. The processing node optimizes the global working set of training data and updates a portion of the gradients of the global working set of training data. The updating of a portion of the gradients may include generating a portion of a kernel matrix. These steps are repeated until a convergence condition is met.

Abstract: Disclosed is a parallel support vector machine technique for solving problems with a large set of training data where the kernel computation, as well as the kernel cache and the training data, are spread over a number of distributed machines or processors. A plurality of processing nodes are used to train a support vector machine based on a set of training data. Each of the processing nodes selects a local working set of training data based on data local to the processing node, for example a local subset of gradients. Each node transmits selected data related to the working set (e.g., gradients having a maximum value) and receives an identification of a global working set of training data. The processing node optimizes the global working set of training data and updates a portion of the gradients of the global working set of training data. The updating of a portion of the gradients may include generating a portion of a kernel matrix. These steps are repeated until a convergence condition is met.