Hi all, nice to hear about another one OpenOpt application. > For small non linear problems having an exact SVM/SVR solver > (not approximated) is very useful IMHO.
I'm not sure what does this mean "For small non linear problems having an exact SVM/SVR solver (not approximated) is very useful IMHO" ralg cannot search solution with required tolerance, and thus is approximate solver (maybe in ML "exact/approximate" have a certain meaning? I'm not aware though). That "ftol" in the code is only a stopping criterion. For large problems (e.g. 10^4,10^5 variables) using ralg is impossible (it stores dense matrix of shape nVars x nVars in RAM), but you could try the constrained solvers like http://openopt.org/IPOPT, http://openopt.org/ALGENCAN or http://openopt.org/gsubg; latter can handle fTol - required tolerance abs(f-f*)<fTol, see also my post "routine for linear least norms problems" http://forum.openopt.org/viewtopic.php?id=598 . All these solvers are installed and thus can be tried in oursage server (http://sage.openopt.org), although, it has quite low equipment (1 GB RAM, 2 GHz processor). >Please put on sunglasses before opening the openopt webpage. OpenOpt website will be moved to new engine as soon as we will got possibilities to make it done. FYI in 2012, after 41 years since initial ralg article in 1971, N.G.Zhurbenko, co-author of r-algorithm (http://openopt.org/NikolayZhurbenko) seems to have invented major enhancement for r-algorithm, but I haven't possibilities to code it into my implementation of the solver (http://openopt.org/ralg) right now, mb it will be done several months later. ------------ Regards, D. http://openopt.org/Dmitrey ------------------------------------------------------------------------------ Got visibility? Most devs has no idea what their production app looks like. Find out how fast your code is with AppDynamics Lite. http://ad.doubleclick.net/clk;262219671;13503038;y? http://info.appdynamics.com/FreeJavaPerformanceDownload.html _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
