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Is your feature request related to a problem? Please describe.
The working set selection algorithm fundamentally influences the number of outer iterations in the SMO algorithm and therefore the total training time.
Currently we use a FIFO strategy similar to ThunderSVM. An alternative priority based selection is also implemented experimentally, but it is not possible to use that currently.
Describe the solution you'd like
Test the priority based working set selection method.
Make it possible to choose between the available working set selection algorithms.
Compare the performance and select the fastest as default.
Describe alternatives you've considered
The current default FIFO strategy works reasonably well.
Is your feature request related to a problem? Please describe.
The working set selection algorithm fundamentally influences the number of outer iterations in the SMO algorithm and therefore the total training time.
Currently we use a FIFO strategy similar to ThunderSVM. An alternative priority based selection is also implemented experimentally, but it is not possible to use that currently.
Describe the solution you'd like
Describe alternatives you've considered
The current default FIFO strategy works reasonably well.
Additional context
https://github.com/tfeher/cuml/blob/1d64dbe37835e106e22b3179071618204b517b18/cpp/src/svm/workingset.h#L227
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