|SVMSparse (ML Engine)||Takes training data and builds predictive model in binary format.|
|SVMSparsePredict_MLE (ML Engine)||Uses model to predict class of each sample in test data set.|
|SVMSparseSummary (ML Engine)||Displays readable information about model.|
The SVMSparse and SVMSparsePredict_MLE functions are designed for input that is in sparse format; that is, each table row represents an attribute and each sample (observation) consists of many attributes. These functions are suitable for tasks like text classification, whose high number of attributes (many unique words) might exceed the number of columns in the table.
This implementation of SVMSparse functions solves the primal form of a linear kernel support vector machine, using gradient descent on the objective function. The implementation is based primarily on Pegasos: Primal Estimated Sub-Gradient Solver for SVM (by S. Shalev-Shwartz, Y. Singer, and N. Srebro; presented at ICML 2007).