Embodiments of the invention relate to improvements to the support vector machine (SVM) classification model. When text data is significantly unbalanced (i.e., positive and negative labeled data are in disproportion), the classification quality of standard SVM deteriorates. Embodiments of the invention are directed to a weighted proximal SVM (WPSVM) model that achieves substantially the same accuracy as the traditional SVM model while requiring significantly less computational time. A weighted proximal SVM (WPSVM) model in accordance with embodiments of the invention may include a weight for each training error and a method for estimating the weights, which automatically solves the unbalanced data problem. And, instead of solving the optimization problem via the KKT (Karush-Kuhn-Tucker) conditions and the Sherman-Morrison-Woodbury formula, embodiments of the invention use an iterative algorithm to solve an unconstrained optimization problem, which makes WPSVM suitable for classifying relatively high dimensional data.