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0 pointsmisiti378013y ago0 comments

Implementing the SVM from scratch was time consuming - no?

0 comments

5 comments · 2 top-level

iskander13y ago· 2 in thread

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...

droz13y ago

Another approach is to implement Platt's SMO:

http://en.wikipedia.org/wiki/Sequential_minimal_optimization

misiti3780OP13y ago

cool - thanks

c0g13y ago· 1 in thread

Yes it was :) but time well spent imo.

On reflection I guess I might have had more free time to spend on this than a normal person - I did the SVM as a [small] part of my masters project, so if you're time constrained with a real job and a life then might be best to disregard me.

misiti3780OP13y ago

If you had the quadratic solver, I would think it would be reasonable to add the rest of the code. If you started adding costs, gammas, etc. I would think it would take a while. I spent hours looking at the source code of libSVM at my last job and never really understood what the hell was going on

j / k navigate · click thread line to collapse

0 comments

5 comments · 2 top-level

iskander13y ago· 2 in thread

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...

droz13y ago

Another approach is to implement Platt's SMO:

http://en.wikipedia.org/wiki/Sequential_minimal_optimization

misiti3780OP13y ago

cool - thanks

c0g13y ago· 1 in thread

Yes it was :) but time well spent imo.

On reflection I guess I might have had more free time to spend on this than a normal person - I did the SVM as a [small] part of my masters project, so if you're time constrained with a real job and a life then might be best to disregard me.

misiti3780OP13y ago

If you had the quadratic solver, I would think it would be reasonable to add the rest of the code. If you started adding costs, gammas, etc. I would think it would take a while. I spent hours looking at the source code of libSVM at my last job and never really understood what the hell was going on

j / k navigate · click thread line to collapse