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Fast Linear binary SVM classifier

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04 Nov 2011 (Updated )

Fast implementation of Linear binary SVM via BLAS/OpenMP API

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Description

LSVM v 1.0
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Fast Linear SVM binary solver toolbox such PEGASOS/LIBLINEAR.
This toolbox offers fast implementation via mex-files of the two most
popular Linear SVM algorithms for binary classification: PEGASOS [1] and LIBLINEAR [2].

This toolbox can use BLAS/OpenMP API for faster computation on multi-cores processor.
It accepts dense inputs in single/double precision.

For comparaison with [2] in binary case, this package requires less memory and is approximatively between 10% up to 50% faster. Ideal for Large-scale training in computer vision for example

Installation
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Run "mexme_lsvm.m" to compile mex-files.

Testing
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Run "test_lsvm.m" for demo

Online help by typing pegasos_train or cddcsvm_train in matlab prompt.

References :
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             [1] S. Shalev-Shwartz, Y. Singer, and N. Srebro. "Pegasos: Primal estimated sub-GrAdient SOlver for SVM."
                 In Proc. ICML, 2007.
             [2] Liblinear: http://www.csie.ntu.edu.tw/~cjlin/liblinear/

Required Products MATLAB
MATLAB release MATLAB 7.9 (R2009b)
Other requirements A C compiler with OpenMP support such (MSVC/Intel CPP/GCC)
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Comments and Ratings (3)
10 Jan 2014 Sebastien PARIS

Venkat .... optimize your C be cross-validation

01 Dec 2013 Venkat R

Hi Sebastien,
Thank you for sharing excellent software.
I am having training data of orders 9500 x 200000. Can you suggest some tips, if any on choice of algorithm/parameters.
I found cddcsvm_train, with C =5, B =1; better than PEGASOS.
But didn't know if any other choice of parameters-C or optimization technique can yield better results.

with regards,
Venkat

01 Oct 2012 Tianyang Ma

Sebastien, thanks for sharing such a great toolbox!

Updates
05 Nov 2011

-Cosmetic changes

27 Sep 2012

- Fix a bug for single precision
- Fix a crash for large-scale data with OS64

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