The Pegasos SVM solverhttp://mloss.orgUpdates and additions to The Pegasos SVM solverenWed, 28 Nov 2007 07:14:52 -0000The Pegasos SVM solver 1.0<html><p>The software solves the SVM optimization problem. </p> <p>That is, given a matrix X of examples (each row is an exmaple) and a column vector y of labels in {+1,-1}, the software finds the vector w that minimizes (using Matlab notation): <br /> <br /> <code>lambda/2 w'*w + 1/m * sum(max(0,1- y' * (X*w)))</code> </p> <p>The instances and labels file should be in SVM-Light format.<br /> See: <a href=""></a> </p> <p>Current implementation does not include kernels and works best if the instances are sparse. </p></html>Shai Shalev ShwartzWed, 28 Nov 2007 07:14:52 -0000