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Matlab code for the SMO algorithm of the Cost Sensitive Hinge Loss SVM (H. Masnadi-Shirazi and N. Vasconcelos, ¡°Risk minimization, probability elicitation, and cost-sensitive svms.¡± in ICML, 2010, pp. 759¨C766.)
Author : Yinyin Shan, Bin Gu
Date : Nov, 2015.
This software is intented for noncommercial purpose. Some codes for plotting are from http://web.eecs.umich.edu/~cscott/code.html#svmpath.
If you have any question or find any bug on the Matlab code, please contact Yinyin Shan or Bin Gu through [email protected] or [email protected].