17010

liquidSVM: A Fast and Versatile SVM package

Ingo Steinwart, Philipp Thomann
Institute for Stochastics and Applications, University of Stuttgart, Germany
arXiv:1702.06899 [stat.ML], (22 Feb 2017)

@article{steinwart2017liquidsvm,

   title={liquidSVM: A Fast and Versatile SVM package},

   author={Steinwart, Ingo and Thomann, Philipp},

   year={2017},

   month={feb},

   archivePrefix={"arXiv"},

   primaryClass={stat.ML}

}

liquidSVM is a package written in C++ that provides SVM-type solvers for various classification and regression tasks. Because of a fully integrated hyper-parameter selection, very carefully implemented solvers, multi-threading and GPU support, and several built-in data decomposition strategies it provides unprecedented speed for small training sizes as well as for data sets of tens of millions of samples. Besides the C++ API and a command line interface, bindings to R, MATLAB, Java, Python, and Spark are available. We present a brief description of the package and report experimental comparisons to other SVM packages.
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