On Fri, Oct 21, 2011 at 03:24:35PM +0200, Andreas Mueller wrote:
> On a related topic: Has any one any experience in using SGD
> for kernelized SVMs? There is the LASVM by Bottou and
> Pegasos can also do kernelized classification.
> Would it be worth including this in sklearn?

I cannot answer you to the more technical part of your question, as I
have no expertise on the topic. However, I wanted to stress that, as the
other answered showed, LaSVM is definitely in the scope of the scikit.

G

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