[iskander]

The only tricky part would be writing a quadratic solver. Alternatives: either solve a linear SVM using gradient descent (simpler to write), or offload the core of the algorithm to an existing solver like cvxopt.

edit: For an example of using cvxopt, check out http://www.mblondel.org/journal/2010/09/19/support-vector-ma...

[droz]

Another approach is to implement Platt's SMO:

http://en.wikipedia.org/wiki/Sequential_minimal_optimization

[misiti3780]

cool - thanks