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Нашел реализацию SVM на CUDA (visual studio):


Описание оттуда:

cuSVM is a software package for high-speed (Gaussian-kernelized) Support Vector Machine training and prediction that exploits the massively parallel processing power of Graphics Processors (GPUs). cuSVM is written in NVIDIA's CUDA C-language GPU programming environment, includes implementations of both classification and regression, and performs SVM training (prediction) at 13-73 (22-172) times the rate of state of the art CPU software. Moreover, cuSVM features a Matlab MEX wrapper so that users can access the GPU's power without having to do any "real" programming.

Тут как перестроить под CUDA 5, VS2010 x64:


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ну хоть инструкция есть, а то существует примерно 4 реализации на GPU и ни одна из коробки не работает.

но я так полагаю это все равно не панацея для больших задач, а только чтобы ускорить маленькие и ускорить prediction.

все равно для больших объемов online\iterative svm.

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