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libsvm and liblinear are both software libraries that implement Support Vector Machines. What's the difference? And how do the differences make liblinear faster than libsvm?
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Introduction. LIBSVM is an integrated software for support vector classification, (C-SVC, nu-SVC), regression (epsilon-SVR, nu-SVR) and distribution estimation (one-class SVM). It supports multi-class classification.
LIBLINEAR is a linear classifier for data with millions of instances and features. It supports. L2-regularized classifiers. L2-loss linear SVM, L1-loss linear SVM, and logistic regression (LR) L1-regularized classifiers (after version 1.4)
In practice the complexity of the SMO algorithm (that works both for kernel and linear SVM) as implemented in libsvm is O(n^2) or O(n^3) whereas liblinear is O(n) but does not support kernel SVMs. n is the number of samples in the training dataset.
Hence for medium to large scale forget about kernels and use liblinear (or maybe have a look at approximate kernel SVM solvers such as LaSVM).
Edit: in practice libsvm becomes painfully slow at 10k samples.
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