SVMSGD classifier not working

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I'm trying to use the SVMSGD classifier in OpenCV 3.3.1 but I'm struggling to get any kind of result. Here is an excerpt of the relevant code I am using right now.

cv::Ptr<cv::ml::SVMSGD> svm = cv::ml::SVMSGD::create();
svm->setOptimalParameters();

cv::Ptr<cv::ml::TrainData> tdata = cv::ml::TrainData::create(train_data, cv::ml::ROW_SAMPLE, truth_data);
svm->train(tdata);

svm->save("svmsgd.xml");

But even when I change the SVMSGD parameters the training is always almost instantaneous and the weights saved in the xml files are always all zeros. (and of course i get poor accuracy results) The other classifiers like the SVM work fine so there shouldn't be any problems with the data.