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Document SVM Operation #3

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frobnitzem opened this issue Sep 15, 2021 · 0 comments
Open

Document SVM Operation #3

frobnitzem opened this issue Sep 15, 2021 · 0 comments

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@frobnitzem
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The SVM classifier uses a convex optimization strategy that doesn't match the original benchmark. Instead, it solves for the Bayesian maximum likelihood estimate of a linear classifier model as specified in Interior-point methods for large-scale cone programming (pdf), from the book Convex Optimization, Boyd and Vandenberghe. A Jeffrey's prior of |w| is added.

We need plots of iterations to convergence vs. N, M.

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