Implements John Platt's sequential minimal optimization algorithm for training a support vector classifier. This implementation globally replaces all missing values and transforms nominal attributes into binary ones. It also normalizes all attributes by default. (In that case the coefficients in the output are based on the normalized data, not the original data --- this is important for interpreting the classifier.) Multi-class problems are solved using pairwise classification (1-vs-1 and if logistic models are built pairwise coupling according to Hastie and Tibshirani, 1998). To obtain proper probability estimates, use the option that fits logistic regression models to the outputs of the support vector machine. In the multi-class case the predicted probabilities are coupled using Hastie and Tibshirani's pairwise coupling method. Note: for improved speed normalization should be turned off when operating on SparseInstances. For more information on the SMO algorithm, see J. Platt: Fast Training of Support Vector Machines using Sequential Minimal Optimization. In B. Schoelkopf and C. Burges and A. Smola, editors, Advances in Kernel Methods - Support Vector Learning, 1998. S.S. Keerthi, S.K. Shevade, C. Bhattacharyya, K.R.K. Murthy (2001). Improvements to Platt's SMO Algorithm for SVM Classifier Design. Neural Computation. 13(3):637-649. Trevor Hastie, Robert Tibshirani: Classification by Pairwise Coupling. In: Advances in Neural Information Processing Systems, 1998.
(based on WEKA 3.6)
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