Implementing a linear, binary SVM (support vector machine)

Question

I want to implement a simple SVM classifier, in the case of high-dimensional binary data (text), for which I think a simple linear SVM is best. The reason for implementing it my

Answer 1

Are you interested in using kernels or not? Without kernels, the best way to solve these kinds of optimization problems is through various forms of stochastic gradient descent. A good version is described in http://ttic.uchicago.edu/~shai/papers/ShalevSiSr07.pdf and that has an explicit algorithm.

The explicit algorithm does not work with kernels but can be modified; however, it would be more complex, both in terms of code and runtime complexity.