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Any idea what the preferred algorithm would be for linear SVMs with dense data? (other than SGD, of course)
by iskander 14y ago
Any idea what the preferred algorithm would be for linear SVMs with dense data? (other than SGD, of course)
- ogrisel 14y agoSGD with averaging [1] :) More seriously, SGD is pretty hard to beat for fitting linear models (SVM, logistic regression and other l1 penalized models with various loss functions) when the number of samples getting large. [1] http://leon.bottou.org/projects/sgd http://leon.bottou.org/projects/sgd