A procedure for fast training and evaluation of support vector machines
(SVMs) with linear input features of high dimensionality is presented.
The linear input features are derived from raw input data by means of a
set of m linear functions defined on the k-dimensional raw input data.
Training uses a one-time precomputation on the linear transform matrix in
order to allow training on an equivalent training set with vector size k
instead of m, given a great computational benefit in case of m>>k.
A similar precomputation is used during evaluation of SVMs, so that the
raw input data vector can be used instead of the derived linear feature
vector.