Implement linear and general SVM about h2o4gpu HOT 8 OPEN

linear SVM already part of pogs, just needs a new matrix multiply piece of code in the src/common/elastic_net* code, and then rest of pogs can handle.

from h2o4gpu.

Can we get this done after PCA (#31) or does it make more sense to do this first? I know it's kind of similar but PCA is on the roadmap for this quarter (and apparently more useful), would be cool to have it. @navdeep-G @pseudotensor

from h2o4gpu.

You are thinking of SVD, not SVM, right?

from h2o4gpu.

@pseudotensor arg yes indeed, wrong ticket. Time to go to bed it seems.

from h2o4gpu.

GPUMLib has ANN, SVM and matrix factorization algorithms,
GTSVM has kernelized SVMs, and
cuSVM has SVMs for classification and regression.

from h2o4gpu.

@pseudotensor good finds but not sure if we are ok with GPLv3? Think people (and by people I mean corporations) are very hesitant to use GPLv3 software.

from h2o4gpu.

ya not suggesting we use them directly, but can learn from them and see if person who made them wants to join us. Don't have to do it all ourselves:)

from h2o4gpu.

https://github.com/zeyiwen/thundersvm from @Far0n

from h2o4gpu.