The only tricky part would be writing a quadratic solver. Alternatives: either solve a linear SVM using gradient descent (simpler to write), or offload the core

The only tricky part would be writing a quadratic solver. Alternatives: either solve a linear SVM using gradient descent (simpler to write), or offload the core of the algorithm to an existing solver like cvxopt. edit: For an example of using cvxopt, check out http://www.mblondel.org/journal/2010/09/19/support-vector-machines-in-python/ http://www.mblondel.org/journal/2010/09/19/support-vector-ma...