0
$\begingroup$

I need implementation of cost sensitive support vector machine. The cost is different for each training example (unlike each class). So problem is to solve $max_\alpha$ $-1/2 \sum_{i,j} \alpha_i\alpha_jY_iY_jK(X_i,X_j) + \sum_i \alpha_i $ s.t. $0 <= \alpha_i <= c_i \forall i$ So are there any implementation (like LIBSVM, SVMlight) available to implement such SVM (where cost is different for each training point)?

$\endgroup$
0
$\begingroup$

I think you are looking for this

http://www.csie.ntu.edu.tw/~cjlin/libsvmtools/#weights_for_data_instances

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.