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.
Cite
@article{arxiv.1702.06899,
title = {liquidSVM: A Fast and Versatile SVM package},
author = {Ingo Steinwart and Philipp Thomann},
journal= {arXiv preprint arXiv:1702.06899},
year = {2017}
}