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by JustFinishedBSG 3399 days ago
Not very important and for a learning project I find using cvxpy a better idea as it's more readable ( like you did ) but:

Solving the full quadratic optimization problem for SVMs in basically impossible to do. You are forming an n^2 matrix, so I'm going to let you imagine what happens when n = 100 000.

Using people use either approximation methods ( Incomplete Cholesky, Nystrom ) or do it exactly but iteratively ( SMO, Pegasos... )

I'm implementing them for class right now so it's still fresh in my head haha