SMO algorithm

[dthal]

I have implemented the SVM in Octave using QP. QP is slow and sometimes doesn't converge at all. I would like to try implementing the SMO algorithm. Does anyone have a good reference for learning about it?

[htlin]

One state-of-the-art SMO-type algorithm can be found in

R.-E. Fan, P.-H. Chen, and C.-J. Lin. Working Set Selection Using Second Order Information for Training SVM. Journal of Machine Learning Research, 6(2005), 1889-1918.

But to implement that, a lot more reading may be needed.

The algorithm is actually implemented in the software package LIBSVM, which includes a matlab/octave interface.

Hope this helps.