1. A system, comprising: one or more data processors; and a non-transitory computer-readable storage medium containing instructions which, when executed on the one or more data processors, cause the one or more data processors to perform operations including: accessing a dataset comprising data tracking a plurality of features; determining a series of values for a regularization parameter of a sparse support vector machine model, the series including an initial regularization value and a next regularization value, the sparse support vector machine model including a dual form defined by a dual variable; computing an initial solution to the sparse support vector machine model for the initial regularization value; identifying, using the initial solution, inactive features of the sparse support vector machine model for the next regularization value, wherein identifying an inactive feature includes determining an upper bound for an inner product of a weighted feature and the dual variable for the next regularization value and identifying the weighted feature as an inactive feature when the upper bound is less than one; and computing a next solution to the sparse support vector machine model for the next regularization value, wherein computing the next solution includes excluding the inactive features.