liquidSVM

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.

You can use it e.g. for multi-class classification, least squares (kernel) regression, or even quantile regression, etc.:

install.packages("liquidSVM")
library(liquidSVM)

model <- mcSVM(Species ~ ., iris)
predict(model, iris)

model <- lsSVM(Height ~ ., trees)
y <- predict(model, trees)

model <- svmQuantileRegression(Height ~ ., trees)
y <- test(model, trees)

If you install build the package to be used on several machines please use the following:

install.packages("liquidSVM", configure.args="generic")

For details please look at the vignettes demo and documentation. Also check the help ?liquidSVM and ?svm. For the command-line version and other bindings go to (http://www.isa.uni-stuttgart.de/software/).