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I'm interested in how fast SVMs can classify new data with $c \in \mathbb{N}_{\geq 2}$ classes and $n \in \mathbb{N}_{\geq 1}$ features.

Example for Neural Networks

For neural networks, this depends very much on the architecture. For supposing you only have one hidden layer with $3n$ neurons, you would have a $n:3n:c$ topology and hence

  • one multiplication of a $n$-dimensional vector with a matrix in $\mathbb{R}^{n \times 3n}$,
  • then a multiplication of a vector in $\mathbb{R}^{3n}$ with a matrix in $\mathbb{R}^{3n \times c}$
  • and of course $3n+c$ applications of the activation functions.
  • Adding the biases is dominated by the matrix multiplications.

This results in an overall complexity of $\mathcal{O}(n^2 \cdot c)$.

Question

I would be interested in a similar analysis of the classification complexity (NOT the training!) of SVMs, preferably with a reference to literature.

Martin Thoma
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