EigenLibSVM
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Published
20 hours ago •
karpathy
karpathy
A wrapper for LibSVM that lets you train SVM's directly on Eigen library matrices in C++
EigenLibSVM
Andrej Karpathy 1 May 2012
This is a small C++ wrapper to call libsvm if you use the Eigen matrix library. Dependencies consist of libsvm and eigen3 library. Current support is only for dense matrices with linear kernel svm.
Usage
vector<int> yhat;
SVMClassifier svm;
svm.train(X, y);
svm.test(X, yhat);
where X is an Eigen::MatrixXf NxD matrix, y is an Eigen::MatrixXf Nx1 matrix of
labels (-1 or 1), or a vector<int> of labels. You can also save and load the models:
svm.saveModel("tmp_model");
svm.loadModel("tmp_model");
there is now also functionality to directly get the weights:
Eigen::MatrixXf w;
float b;
svm.getw(w, b);
Eigen::MatrixXf margin= ((X * w).array() + b).matrix(); // yhat = sign(margin)
See demo for details.
Install
$ sudo apt-get install libsvm-dev
$ sudo apt-get install libeigen3-dev
$ git clone [email protected]:karpathy/EigenLibSVM.git
$ cd EigenLibSVM
$ mkdir build
$ cd build
$ cmake ..
$ make
$ ./svm_test
where the last line will run a tiny demo that makes sure everything installed ok (it runs almost instantly)
License
BSD
karpathy