Another approach is to implement Platt's SMO:
http://en.wikipedia.org/wiki/Sequential_minimal_optimization
Re:Machine Learning Library for C++
by misiti3780 on Friday April 26, 2013 @04:32PM
(#5615279)
cool - thanks
edit: For an example of using cvxopt, check out http://www.mblondel.org/journal/2010/09/19/support-vector-ma...