Python implementation of fast linear SVM
Branch: master
Clone or download
ksopyla Fix bugs in computing hessian vector products, add another paramets w…
…ith list of support vector indexes, change LinearOperator to use closure
Latest commit 5c2bcfb May 24, 2016

Primal SVM implementation in python

This projekct is python port of Matlab Primal SVM - fast linear SVM implementation by Olivier Chapelle

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