Comment on Machine Learning Library for C++parentComments−iskander13yThe only tricky part would be writing a quadratic solver. Alternatives: either solve a linear SVM using gradient descent (simpler to write), or offload the core of the algorithm to an existing solver like cvxopt.edit: For an example of using cvxopt, check out http://www.mblondel.org/journal/2010/09/19/support-vector-ma...−droz13yAnother approach is to implement Platt's SMO:http://en.wikipedia.org/wiki/Sequential_minimal_optimization−misiti378013ycool - thanks
Comments
The only tricky part would be writing a quadratic solver. Alternatives: either solve a linear SVM using gradient descent (simpler to write), or offload the core of the algorithm to an existing solver like cvxopt.
edit: For an example of using cvxopt, check out http://www.mblondel.org/journal/2010/09/19/support-vector-ma...
Another approach is to implement Platt's SMO:
http://en.wikipedia.org/wiki/Sequential_minimal_optimization
cool - thanks