My google searching hasn't led anywhere constructive. Is there an implementation of cascade SVM in R? If not what are recommendations for speedy SVM for multiclass problems for high dimensional data?
I've currently been building SVMs on a reduced dataset (~25k x 100p) but would like to work with datasets closer to (300-500k x 100p). When attempting to use radial basis kernels via
kernlab::ksvm, I wasn't seeing convergence after a week for a dataset with roughly ~200k observations.
Any suggestions would be appreciated!