svm-sgd

Implementation of a linear support vector machine with stochastic gradient descent, trained on the MNIST dataset. The data used are in a csv format.

References

[1] Shalev-Shwartz, S., Singer, Y., Srebro, N. et al. (2011). Pegasos: primal estimated sub-gradient solver for SVM. Math. Program. (2011) 127: 3. https://doi.org/10.1007/s10107-010-0420-4