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Recent developments in programmable, highly parallel Graphics Processing Units (GPUs) have enabled high performance implementations of machine learning algorithms. We describe a solver for Support Vector Machine training, using Platt's Sequential Minimal Optimization algorithm, which achieves speedups of 5-32x over LibSVM running on a high-end traditional processor. We also present a system for SVM classification which achieves speedups of 120-150x over LibSVM.

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