One embodiment of the present invention provides a system that optimizes
support vector machine (SVM) kernel parameters. During operation, the
system assigns sets of kernel parameter values to each node in a
multiprocessor system. Next, the system performs a cross-validation
operation at each node in the multiprocessor system based on a data set.
This cross-validation operation computes an error cost value reflecting
the number of misclassifications that arise while classifying the data
set using the assigned set of kernel parameter values. The system then
communicates the computed error cost values between nodes in the
multiprocessor system, and eliminates nodes with relatively high error
cost values. Next, the system performs a cross-over operation in which
kernel parameter values are exchanged between remaining nodes to produce
new sets of kernel parameter values. This process is repeated until a
global winning set of kernel parameter values emerges.