Python implementation of fast linear SVM
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ksopyla Fix bugs in computing hessian vector products, add another paramets w…
…ith list of support vector indexes, change LinearOperator to use closure
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README.md

Primal SVM implementation in python

This projekct is python port of Matlab Primal SVM - fast linear SVM implementation by Olivier Chapelle http://olivier.chapelle.cc/primal/

It can handle realy big datasets eficiently.

There are two solvers implemented:

  • Newton method solver - Newton solver is better suited for problems with large number of examples (>1M) but small dimension (less than 1000)
  • Conjugate Gradient solver - better for large and sparse problems

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