SVM and Kernel Methods Matlab
Toolbox
Yes, this is another SVM Toolbox but the thing new is that it is
fully
written in Matlab (even the QP solver).
Packages updated on 20/02/2008. This new package proposes a renaming of the "dataset" function which
is already used in Matlab 2007.
- SVM Classification using linear and quadratic penalization of
misclassified examples ( penalization coefficients can be
different for each examples)
- SVM Classification with Nearest Point Algorithm
- Multiclass SVM : one against all, one against one and M-SVM
- Large Scale SVM Classification/Regression
- SVM epsilon and nu regression
- One-Class SVM
- Regularisation Networks
- SVM bounds (Span estimate, radius/margin)
- Wavelet Kernel
- SVM Based Feature Selection
- Kernel PCA
- Kernel Discriminant Analysis
- SVM Based Feature selection
- SVM AUC Optimization (Ranking SVM, ROC SVM) and RankBoost
- Kernel Basis Pursuit and Least Angle Regression (LARS) Algorithm
- Wavelet Kernel Regression with backfitting
- Interface with a version of libsvm
The list of references describing the works implemented in this toolbox
is here
- Download the zip files
- Uncompress them in a appropriate directory
- Add the toolbox directory and all sub-directory in the Matlab path
- Launch TestSanityCheck.m in order to verify if everything is
OK... (it should take few minutes)
- Have fun with SVM!
The toolbox is provided free for non-commercial use under the terms of
the
GNU General Public License (license.txt), however, we would be grateful
if:
you let me know about any bugs you find.
please reference the toolbox web page in any publication describing
research
performed using the toolbox.
A suitable BibTeX entry would look something like this:
@misc{SVM-KMToolbox,
author = "S.
Canu and Y. Grandvalet and V. Guigue and A. Rakotomamonjy",
title = "SVM and
Kernel Methods Matlab Toolbox ",
howpublished = "Perception Systèmes et Information,
INSA de Rouen, Rouen,
France",
year = 2005
}
.
THIS SOFTWARE IS PROVIDED BY THE AUTHOR ``AS IS'' AND ANY EXPRESS OR
IMPLIED
WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN
NO
EVENT SHALL THE AUTHOR BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
LIMITED
TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
SOFTWARE,
EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
Alain Rakotomamonjy

Stephane Canu
Insa
de
Rouen - Avenue de l'Université - 76801 Saint Etienne du
Rouvray
Tel : (33) (0)2.32.95.97.03
Fax : (33) (0)2.32.95.97.08
Modified by A. Rakotomamonjy on 20/12/2005