An implementation of SVM functionality improves efficiency, time consumption, and data security, reduces the parameter tuning challenges presented to the inexperienced user, and reduces the computational costs of building SVM models. A computer program product for support vector machine processing in a computer system comprises computer program instructions for storing data, providing an interface to client software, building a support vector machine model on at least a portion of the stored data, based on a plurality of model-building parameters, estimating values for at least some of the model-building parameters, and applying the support vector machine model using the stored data to generate a data mining output.