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[FEA] SVM working set selection using priority #946

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tfeher opened this issue Aug 9, 2019 · 0 comments
Open

[FEA] SVM working set selection using priority #946

tfeher opened this issue Aug 9, 2019 · 0 comments
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? - Needs Triage Need team to review and classify feature request New feature or request

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@tfeher
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tfeher commented Aug 9, 2019

Is your feature request related to a problem? Please describe.
The working set selection algorithm fundamentally influences the number of outer iterations in the SMO algorithm and therefore the total training time.

Currently we use a FIFO strategy similar to ThunderSVM. An alternative priority based selection is also implemented experimentally, but it is not possible to use that currently.

Describe the solution you'd like

  • Test the priority based working set selection method.
  • Make it possible to choose between the available working set selection algorithms.
  • Compare the performance and select the fastest as default.

Describe alternatives you've considered
The current default FIFO strategy works reasonably well.

Additional context
https://github.com/tfeher/cuml/blob/1d64dbe37835e106e22b3179071618204b517b18/cpp/src/svm/workingset.h#L227

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Labels
? - Needs Triage Need team to review and classify feature request New feature or request
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