Implementing a linear, binary SVM (support vector machine)

Question

I want to implement a simple SVM classifier, in the case of high-dimensional binary data (text), for which I think a simple linear SVM is best. The reason for implementing it my

Answer 1

Some pseudocode for the Sequential Minimal Optimization (SMO) method can be found in this paper by John C. Platt: Fast Training of Support Vector Machines using Sequential Minimal Optimization. There is also a Java implementation of the SMO algorithm, which is developed for research and educational purpose (SVM-JAVA).

Other commonly used methods to solve the QP optimization problem include:

• constrained conjugate gradients
• interior point methods
• active set methods

But be aware that some math knowledge is needed to understand this things (Lagrange multipliers, Karush–Kuhn–Tucker conditions, etc.).