Assigned Thursday, March 30
Due
Sunday, April 23 at 11:59:59 p.m.
Total points: 125
When you hand in your results from this homework, you should submit the following, in separate files:
Submit everything by the due date and time using the web-based handin program.
On this homework, you may work with a partner if you wish, and submit a joint report. Note that I will grade your report more rigorously if you do.
Your mission on this homework is to first implement one of the following SVM optimization algorithms from Chapter 10: (i) Chunking from Section 10.4.1, (ii) Working Set Algorithm from Section 10.4.2, or (iii) Sequential Minimal Optimization (SMO) from Section 10.5 (see Platt's original book chapter on SMO for another perspective on the algorithm). Then rerun your experiments from Problem 1 of Homework 2, using your new optimizer in place of the one you used for Homework 2. Everything else is the same: use the same data, same kernel parameters, etc., and report the same things that you did for Homework 2. In addition, compare the results from your optimizer with those from Homework 2, and explain any differences.
If you implement (i) or (ii), then you'll need to employ a non-trivial selection strategy (not random). I suggest one from Section 10.4.3. Further, for your optimization algorithm, you may either implement your own version of an interior point algorithm or use an existing convex optimization package, such as the one offered by Matlab.
As before, when you hand in your results, submit source code electronically as well as a well-written, detailed report (much of your grade will depend on your presentation).
Last modified 16 August 2011.