A Review of SVM and SMO

Note: full code is on my github. 1. Abstract In this article, I will derive SMO algorithm and the Fourier kernel approximation which are well-known algorithm for kernel machine. SMO can solve optimization problem of SVM efficiently and the Fourier kernel approximation is a kind of kernel approximation that can speed up the computation of the kernel matrix. In the last section, I will conduct a evaluation of my manual SVM on the simulation dataset and “Women’s Clothing E-Commerce Review Dataset”....

July 8, 2021 · 17 min · SY Chou