Method and apparatus for efficient training of support vector machines

The present invention provides a system and method for building fast and efficient support vector classifiers for large data classification problems which is useful for classifying pages from the World Wide Web and other problems with sparse matrices and large numbers of documents. The method takes advantage of the least squares nature of such problems, employs exact line search in its iterative process and makes use of a conjugate gradient method appropriate to the problem. In one embodiment a support vector classifier useful for classifying a plurality of documents, including textual documents, is built by selecting a plurality of training documents, each training document having suitable numeric attributes which are associated with a training document vector, then initializing a classifier weight vector and a classifier intercept for a classifier boundary, the classifier boundary separating at least two document classes, then determining which training document vectors are suitable support vectors, and then re-computing the classifier weight vector and the classifier intercept for the classifier boundary using the suitable support vectors together with an iteratively reindexed least squares method and a conjugate gradient method with a stopping criterion.