[Hi, Where can I find a good strategy to implement a chunk procedure ?]
The following software, freely available for academic use, all use
chunking strategies:
BSVM --- Hsu & Lin
SVMlight --- Joachims
SVMTorch --- Bengio
a google search should locate the software and associated papers
pretty quickly
Other references include:
Vapnik's 1995 and 1998 books, which discuss simple chunking strategies
Osuna, Freund, and Girosi, 1997, proc of IEEE NNSP, Amelia Island,FL
Pavel Laskov, NIPS'99, for regression
Chris Burges' tutorial in Data Mining and Knowledge discovery '98
These are all fairly easy to implement in Matlab or C++
btw, if you're coding everything yourself, I would suggest using the
Hildreth & D'Espo QP algorithm to solve the subproblem chunks,
otherwise use a separate QP solver such as LOQO or TRON
rgds
Robert
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