Expand description
Support Vector Machine (ISL ch 9, PRML ch 7) — soft-margin binary classifier
trained by simplified Sequential Minimal Optimization (SMO) on the dual, with a
linear or RBF (Gaussian) kernel. Kernel SVM separates classes a linear boundary
cannot. Labels are boolean (true = +1, false = −1). Kernel-class DenseLinear
(the kernel matrix) + Divergent (the SMO working-set loop) → CPU here.
Structs§
- Svm
- A fitted SVM: the support vectors (the training points with non-zero
α) plus the bias and kernel.
Enums§
- Kernel
- The kernel
K(a, b).
Functions§
- fit
- Fit a soft-margin SVM by simplified SMO.
cis the regularization (box) bound,max_passesthe number of consecutive no-change sweeps to declare convergence. Fails closed on shape mismatch / a single-class target.