SVMSGD provides a fast and easy-to-use implementation of the SVM classifier using the Stochastic Gradient Descent approach, as presented in @cite bottou2010large.
The gradient descent show amazing performance for large-scale problems, reducing the computing time.
First, create the SVMSGD object. Set parametrs of model (type, lambda, gamma0, c) using the functions setType, setLambda, setGamma0 and setC or the function setOptimalParametrs.
Recommended model type is ASGD.
Then the SVM model can be trained using the train features and the correspondent labels.
After that, the label of a new feature vector can be predicted using the predict function.
SVMSGD provides a fast and easy-to-use implementation of the SVM classifier using the Stochastic Gradient Descent approach, as presented in @cite bottou2010large.
The gradient descent show amazing performance for large-scale problems, reducing the computing time. This allows a fast and reliable online update of the classifier for each new feature which
is fundamental when dealing with variations of data over time (like weather and illumination changes in videosurveillance, for example).
First, create the SVMSGD object. To enable the online update, a value for updateFrequency should be defined.
Then the SVM model can be trained using the train features and the correspondent labels.
After that, the label of a new feature vector can be predicted using the predict function. If the updateFrequency was defined in the constructor, the predict function will update the weights automatically.