The HPSVM Procedure

The support vector machines (SVM) algorithm is popular in the data mining area of classification. The HPSVM procedure executes the SVM algorithm in high-performance mode, which enables you to run the procedure on multiple threads. PROC HPSVM supports both linear and nonlinear kernels to conduct training. Like other high-performance procedures, the HPSVM procedure can perform computation in parallel. PROC HPSVM provides two optimization techniques: the interior point method and the active-set method.