30 Oct 2009
"The most used implementations for SVM ( support vector machines) are currently svmlight and libsvm. While libsvm comes with interfaces for many different programming languages, svmlight ( svm-light perf) has the advantage that you can specify the loss function. I have very disproportionate classes in my training data, so using the area under the curve (AUC), the area under the receiver operating characteristics (ROC), brings a great improvement.
I couldn't find a good matlab interface, so I wrote one. Note that it is functional, but quite simple. "