Optimization of F# implementation of SVM
The post “SVM Classification in F#” shows how fast is to implement SVM classification and Sequential Minimal Optimization (SMO) method in F#, but it doesn’t show how fast is the F# implementation. Unfortunately, the performance of that code is too small for practical applications. Apparently, there are intrinsic limitations of the .Net execution model and Mono virtual machine, which prevent to achieve a native code performance, and this overhead needs to be estimated. However, the main factor is the computational complexity of the implementation, and this problem can be solved.