In order to deal with the inefficient and sample unbalance in multi-class classification by using support vector machine, a novel algorithm is proposed. The algorithm termed as Directed Acyclic Graph and Twin Support Vector Machine (DAG-TWSVM for short), is a combination of Directed Acyclic Graph Support Vector Machine (DAG-SVM) with those of Twin Support Vector Machine (TWSVM). The present DAG-TWSVM algorithm can not only get better classification accuracy, but also reduce the training time. The UCI datasets and Statlog datasets were used to test the novel algorithm, experiment results showed that DAG-TWSVM use less time in training than other multi-class SVMs, and outperformed other multi-class approaches on unbalanced dataset.
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