On Fri, Oct 21, 2011 at 09:24, Andreas Mueller <[email protected]> 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?

My lasvm code is in the following gist: https://gist.github.com/1305323

It is nowhere near scikit quality (which is why this is not a pull
request), but I hope it could be useful for someone debugging a real
implementation. It tries to be a faithful translation from the paper
(not the code), but I really have no clue is this is actually how
things are supposed to be done or if the code still works (I did edit
it a lot in the research project I was working on back then).
-- 
 - Alexandre

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