Andrej Karpathy 1 May 2012
This is a small C++ wrapper to call libsvm if you use the Eigen matrix library. Dependencies consist of libsvm and eigen3 library. Current support is only for dense matrices with linear kernel svm.
vector<int> yhat;
SVMClassifier svm;
svm.train(X, y);
svm.test(X, yhat);where X is an Eigen::MatrixXf NxD matrix, y is an Eigen::MatrixXf Nx1 matrix of
labels (-1 or 1), or a vector<int> of labels. You can also save and load the models:
svm.saveModel("tmp_model");
svm.loadModel("tmp_model"); there is now also functionality to directly get the weights:
Eigen::MatrixXf w;
float b;
svm.getw(w, b);
Eigen::MatrixXf margin= ((X * w).array() + b).matrix(); // yhat = sign(margin)See demo for details.
$ sudo apt-get install libsvm-dev
$ sudo apt-get install libeigen3-dev
$ git clone git@github.com:karpathy/EigenLibSVM.git
$ cd EigenLibSVM
$ mkdir build
$ cd build
$ cmake ..
$ make
$ ./svm_test
where the last line will run a tiny demo that makes sure everything installed ok (it runs almost instantly)
BSD