A C++ implementation of pegasos support vector machines
This is a naive implementation of the algorithm descripted in the paper "Pegasos: Primal Estimated sub-GrAdient SOlver for SVM" http://ttic.uchicago.edu/~shai/papers/ShalevSiSr07.pdf.
A more detailed explanation is available on the longer version http://ttic.uchicago.edu/~nati/Publications/PegasosMPB.pdf
Please note that this code was written for recreational and experimental purposes and it wasn't designed to be used in production environment.