Changes between Version 13 and Version 14 of WikiStart


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Timestamp:
Feb 12, 2009 2:46:55 PM (11 years ago)
Author:
katyas
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  • WikiStart

    v13 v14  
    55OPTIML stands for Optimization methods in Machine Learning. Right now this page contains three subprojects:
    66
    7 SVM-QP ('''S'''upport '''V'''ector '''M'''achines '''Q'''uadratic '''P'''rogramming solver) is a software package that solves 2-norm soft margin support vector machine [http://www.kernel-machines.org/ classification problem].  The problem is formulated as a convex QP of the following form
     71. VM-QP ('''S'''upport '''V'''ector '''M'''achines '''Q'''uadratic '''P'''rogramming solver) is a software package that solves 2-norm soft margin support vector machine [http://www.kernel-machines.org/ classification problem].  The problem is formulated as a convex QP of the following form
    88{{{
    99   min     x'Qx - e'x
     
    1515where {{{ e }}} is the vector of ones, {{{a}}} is a vector of lables (1 or -1) of the data, and {{{C}}} is the panalty parameter associated with  the violation of the margin constraint.
    1616
    17 1. SVM-QP is designed for  large-scale SVM problems. The underlying algorithm is an active set method for convext QPs. [http://www.research.ibm.com/people/k/katya/incas.pdf/ Here ] is the paper describing the algorithm and containing computational comparison with [http://svmlight.joachims.org/ SVMlight]. The software also includes an interior point
     17SVM-QP is designed for  large-scale SVM problems. The underlying algorithm is an active set method for convext QPs. [http://www.research.ibm.com/people/k/katya/incas.pdf/ Here ] is the paper describing the algorithm and containing computational comparison with [http://svmlight.joachims.org/ SVMlight]. The software also includes an interior point
    1818SVM solver which is designed for problems where Kernel matrix is (approximately) low rank. The program constructs the low
    1919rank approximation and solves the approximate problem by the interior point method. The approximate solution can then be passed
     
    3838}}}
    3939where {{{K, \lambda}}} are positive scalars, {{{A}}} is a {{{p x p}}} symmetric matrix, {{{S}}} is a {{{p x p}}} nonnegative matrix and {{{C}}} is the unknown {{{p x p}}}
    40 symmetric positive definite matrix. This software is written in C++ and has a Matlab interface which is provided. A brief description of how to use the code is available via
     40symmetric positive definite matrix. The '.*' notation stands for the elementwise product of two matrices and the || ||_1 is the sum of the absolute value of the elements of the matrix.
     41This software is written in C++ and has a Matlab interface which is provided. A brief description of how to use the code is available via
    4142comments. A more detailed manual and the algorithm description is forthcoming.
    4243-------------