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pegasos

Implementation of the kernelized Pegasos algorithm for solving the optimization problem presented by soft-margin SVMs.

S. Shalev-Shwartz, Y. Singer, N. Srebro, and A. Cotter. Pegasos: Primal estimated sub-gradient solver for svm. Math. Program., 127(1):3–30, Mar. 2011.

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Primal Estimated sub-GrAdient SOlver for SVM

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