I have a question regarding SVM software. Is there an optimization package that supports providing initial estimates for SMO?

I am doing multi-instance SVM learning, where an SVM has to be optimized very often with only slightly different labels. It would be great if I could use the solution produced for the last iteration as an initialization for the next iteration, so that the optimization doesn't need to start all over again.

I am not an expert on SMO and I'd prefer not too get to involved in the code.

This question is marked "community wiki".

asked Sep 02 '11 at 07:20

Andreas%20Mueller's gravatar image

Andreas Mueller
1817133671

edited Sep 02 '11 at 09:55

Alexandre%20Passos's gravatar image

Alexandre Passos ♦
1896744214334


One Answer:

SVMLight allows you to do warm starts with the -y command-line option.

This answer is marked "community wiki".

answered Sep 02 '11 at 08:04

Alexandre%20Passos's gravatar image

Alexandre Passos ♦
1896744214334

maybe libsvm is also ok

(Nov 16 '11 at 22:22) lpvoid
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