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URL: http://noble.gs.washington.edu/proj/svmvia/
Proper Citation: svmvia (RRID:SCR_004209)
Description: Software that implements the full regularization path optimization algorithm for training a support vector machine. The support vector machine algorithm has a single hyperparameter C that regularizes the learned model. Recently, Hastie et al. (2004) described an algorithm for finding the SVM solution for all possible values of this regularization parameter. An efficient C++ implementation of this algorithm is presented. For large values of C, it is often faster to find the entire regularization path than to train a single model.
Abbreviations: svmvia
Resource Type: software resource
Keywords: support vector machine, c++, regularization path
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