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src
README.md
shuffle
waf
wscript

README.md

FOBOS

Implementation of Support Vector Machine with L1 regularization and Logistic Regression with L1. Optimization algorithm is FOBOS(Forward-Backward Splitting).

Usage

./wscript configure
./wscript build

Example

wget http://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/binary/news20.binary.bz2
bzip2 -d news20.binary.bz2 
ruby shuffle news20.binary > aaa.txt
head -n 15000 aaa.txt > train.txt; tail -n 4996 aaa.txt > test.txt
./build/src/main --train train.txt --test test.txt # default is svm
./build/src/main --train train.txt --test test.txt -c logistic