Hey everybody.
@larsmans (my personal hero for the day) started refactoring the SVM 
class structure here:
https://github.com/larsmans/scikit-learn/commits/refactor-svm
after some discussion here:
https://github.com/scikit-learn/scikit-learn/issues/253
and somewhat related here: 
https://github.com/scikit-learn/scikit-learn/issues/100

The bottom line is: the SVM class structure is not as nice as one might 
hope,
having different user interface classes for dense and sparse is a bit 
arkward
and it's hard to give SVC and SVR different functionality with the 
current structure.

I suggest putting the "nu" and "C" variants of SVC and SVR in the same 
class,
as that might already make things somewhat easier.
What do you think about that?
Might hope would be to have a "BaseLibSVM" and an SVR and SVC deriving 
from that.
These could then "under the hood" call dense or sparse implementation.

Comments?

Cheers,
Andy

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