We propose a quantum algorithm for training nonlinear support vector machines (SVM) for feature space learning where classical input data is encoded in the amplitudes of quantum states. Based on the classical SVM-perf algorithm of Joachims \cite{joachims2006training}, our algorithm has a running time which scales linearly in the number of training examplesm(up to polylogarithmic factors) and applies to the standard soft-marginℓ1-SVM model. In contrast, while classical SVM-perf has demonstrated impressive performance on both linear and nonlinear SVMs, its efficiency is guaranteed only in certain cases: it achieves linearmscaling only for linear SVMs, where classification is performed in the original input data space, or for the special cases of low-rank or shift-invariant kernels. Similarly, previously proposed quantum algorithms either have super-linear scaling inm, or else apply to different SVM models such as the hard-margin or least squaresℓ2-SVM which lack certain desirable properties of the soft-marginℓ1-SVM model. We classically simulate our algorithm and give evidence that it can perform well in practice, and not only for asymptotically large data sets.