Description: This a Matlab implementation of the fancy idea by Polson & Scott that reformulates the traditional binary linear SVM problem into a MAP (Maximum a Posteriori) estimation in a probabilistic generative model, and by use of the technique of data augmentation, makes it possible to do very easy and fast Gibbs sampling for the solution.
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File list (Check if you may need any files):
daSVM-master
............\README
............\choll.m
............\csmultisvm.m
............\fobj.m
............\invnrnd.m
............\mcsvm.m
............\sssvm.m
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