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SVM from scratch

To do

  • Set up SVM
  • Implement SMO
  • Add choice of kernel
  • Implement faster heuristic for choosing the alphas to optimise in SMO
  • Implement interior point method
    • Implement backtracking
    • Implement Newton's method
    • Feasible start
    • Implement barrier method
  • Analyse convergence SMO
  • Analyse convergence IPM

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Building an SVM from scratch

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