It's a tiny bit more than 10 years old now, but one of my favorite algorithms, period, is John Platt's Sequential Minimal Optimization. (http://portal.acm.org/c

It's a tiny bit more than 10 years old now, but one of my favorite algorithms, period, is John Platt's Sequential Minimal Optimization. (http://portal.acm.org/citation.cfm?id=299094.299105 http://portal.acm.org/citation.cfm?id=299094.299105) It was a huge advancement to the state of the art in training SVMs.