The Pegasos SVM solver 1.0

Shai Shalev Shwartz — Wed, 28 Nov 2007 07:14:52 -0000

The software solves the SVM optimization problem.

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):

lambda/2 w'*w + 1/m * sum(max(0,1- y' * (X*w)))

The instances and labels file should be in SVM-Light format.
See: http://svmlight.joachims.org/

Current implementation does not include kernels and works best if the instances are sparse.

mloss.org The Pegasos SVM solver

The Pegasos SVM solver 1.0