May 26, 2018

Implementation of Support Vector Machines (SVMs) in C

SVMlight is an implementation of Vapnik’s Support Vector Machine [Vapnik, 1995] for the problem of pattern recognition, for the problem of regression, and for the problem of learning a ranking function. The optimization algorithms used in SVMlight are described in [Joachims, 2002a ]. [Joachims, 1999a]. The algorithm has scalable memory requirements and can handle problems with many thousands of support vectors efficiently.

The software also provides methods for assessing the generalization performance efficiently. It includes two efficient estimation methods for both error rate and precision/recall. XiAlpha-estimates [Joachims, 2002a, Joachims, 2000b] can be computed at essentially no computational expense, but they are conservatively biased. Almost unbiased estimates provides leave-one-out testing. SVMlight exploits that the results of most leave-one-outs often more than 99 are predetermined and need not be computed [Joachims, 2002a].

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