Re: Languages used
I used Octave for all the exercises except SVM. For SVM I compiled svm.cpp and .h and called it's APIs from C++. I've been working in C++ for many years so it was not too hard but for the RBF problem I had to implement matrix multiplication, inverse and transpose operations. For that I used IPP (Intel Performance Primitives library for matrix operations).
I thought C++ programs were faster. For example, I could run problem 18 from final 1,000,000 times overnight with 1,000 points in the training set and 10,000 points in the test set for each iteration. Again I don't have any other reference to compare with. Also not sure if anybody tried with larger number of iterations.
I am curious to look at R as lot of people have suggested it. I learned Octave just few months back when I had taken Prof. Andrew's ML course. I thought it was friendly for doing the matrix operations that we have to do in C/C++ the hard way.
