In the interest of time, I am releasing a preliminary version of pSVM (felixyu.org/pSVM.html).
Please cite the following paper: Felix X. Yu; Dong Liu; Sanjiv Kumar; Tony Jebara; Shih-Fu Chang. $\propto$SVM for learning with label proportions, ICML 2013
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The package implements the (slow) kernel version of InvCal, alter-pSVM and conv-pSVM. Linear versions, faster kernel versions based on libsvm (instead of gurobi) will be released later.
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Setup The code requires CVX, gurobi, and libsvm. http://cvxr.com/cvx/ http://www.gurobi.com/ http://www.csie.ntu.edu.tw/~cjlin/libsvm/ Please download the software in the above websites, and setup init.m accordingly.
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Demo Run demo_toy and demo_heart for two simple demos. The toy data was the one used in the ICML paper.
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The conv-pSVM was modified from LGMMC(http://lamda.nju.edu.cn/code_LGMMC.ashx). (Y.-F. Li, I. W. Tsang, J. T. Kwok, and Z.-H. Zhou. Tighter and convex maximum margin clustering. AISTATS'09) Some of their code is included for the ease of the users. All the terms of the LGMMC package apply.
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Please direct any questions to Felix Yu (yuxinnan@ee.columbia.edu).