Made the svm_multiclass_linear_trainer threaded. This also means you have to

#include dlib/svm_threaded.h instead of dlib/svm.h to get it now.

dlib/svm.h

@@ -45,7 +45,6 @@
 #include "svm/one_vs_all_trainer.h"
 
 #include "svm/structural_svm_problem.h"
-#include "svm/svm_multiclass_linear_trainer.h"
 #include "svm/sequence_labeler.h"
 #include "svm/assignment_function.h"
 #include "svm/active_learning.h"

dlib/svm/svm_multiclass_linear_trainer.h

@@ -4,7 +4,7 @@
 #define DLIB_SVm_MULTICLASS_LINEAR_TRAINER_H__
 
 #include "svm_multiclass_linear_trainer_abstract.h"
-#include "structural_svm_problem.h"
+#include "structural_svm_problem_threaded.h"
 #include <vector>
 #include "../optimization/optimization_oca.h"
 #include "../matrix.h"
@@ -21,7 +21,7 @@ namespace dlib
         typename sample_type,
         typename label_type
         >
-    class multiclass_svm_problem : public structural_svm_problem<matrix_type,
+    class multiclass_svm_problem : public structural_svm_problem_threaded<matrix_type,
                                                                  std::vector<std::pair<unsigned long,typename matrix_type::type> > > 
     {
         /*!
@@ -45,8 +45,10 @@ namespace dlib
 
         multiclass_svm_problem (
             const std::vector<sample_type>& samples_,
-            const std::vector<label_type>& labels_
+            const std::vector<label_type>& labels_,
+            const unsigned long num_threads
         ) :
+            structural_svm_problem_threaded<matrix_type, std::vector<std::pair<unsigned long,typename matrix_type::type> > >(num_threads),
             samples(samples_),
             labels(labels_),
             distinct_labels(select_all_distinct_labels(labels_)),
@@ -172,12 +174,26 @@ namespace dlib
 
         svm_multiclass_linear_trainer (
         ) :
+            num_threads(4),
             C(1),
             eps(0.001),
             verbose(false)
         {
         }
 
+        void set_num_threads (
+            unsigned long num
+        )
+        {
+            num_threads = num;
+        }
+
+        unsigned long get_num_threads (
+        ) const
+        {
+            return num_threads;
+        }
+
         void set_epsilon (
             scalar_type eps_
         )
@@ -273,7 +289,7 @@ namespace dlib
 
             typedef matrix<scalar_type,0,1> w_type;
             w_type weights;
-            multiclass_svm_problem<w_type, sample_type, label_type> problem(all_samples, all_labels);
+            multiclass_svm_problem<w_type, sample_type, label_type> problem(all_samples, all_labels, num_threads);
             if (verbose)
                 problem.be_verbose();
 
@@ -293,6 +309,8 @@ namespace dlib
         }
 
     private:
+
+        unsigned long num_threads;
         scalar_type C;
         scalar_type eps;
         bool verbose;

dlib/svm/svm_multiclass_linear_trainer_abstract.h

@@ -31,6 +31,7 @@ namespace dlib
                 using operator<<.
 
             INITIAL VALUE
+                - get_num_threads() == 4 
                 - get_epsilon() == 0.001
                 - get_c() == 1
                 - this object will not be verbose unless be_verbose() is called
@@ -106,6 +107,23 @@ namespace dlib
                 - returns a copy of the optimizer used to solve the SVM problem.  
         !*/
 
+        void set_num_threads (
+            unsigned long num
+        );
+        /*!
+            ensures
+                - #get_num_threads() == num
+        !*/
+
+        unsigned long get_num_threads (
+        ) const;
+        /*!
+            ensures
+                - returns the number of threads used during training.  You should 
+                  usually set this equal to the number of processing cores on your
+                  machine.
+        !*/
+
         const kernel_type get_kernel (
         ) const;
         /*!

dlib/svm_threaded.h

@@ -18,6 +18,7 @@
 #include "svm/structural_svm_graph_labeling_problem.h"
 #include "svm/structural_graph_labeling_trainer.h"
 #include "svm/cross_validate_graph_labeling_trainer.h"
+#include "svm/svm_multiclass_linear_trainer.h"
 
 #endif // DLIB_SVm_THREADED_HEADER
 

dlib/test/svm_multiclass_linear.cpp

@@ -2,7 +2,7 @@
 // License: Boost Software License   See LICENSE.txt for the full license.
 
 #include "tester.h"
-#include <dlib/svm.h>
+#include <dlib/svm_threaded.h>
 #include <dlib/data_io.h>
 #include "create_iris_datafile.h"
 #include <vector>

dlib/test/svm_struct.cpp

@@ -446,7 +446,7 @@ namespace
 
             typedef matrix<scalar_type,0,1> w_type;
             w_type weights;
-            multiclass_svm_problem<w_type, sample_type, label_type> problem(all_samples, all_labels);
+            multiclass_svm_problem<w_type, sample_type, label_type> problem(all_samples, all_labels,4);
             problem.set_max_cache_size(3);
 
             problem.set_c(C);