Multiclass_LinearSVM_with_SGD

A demonstration of how to use PyTorch to implement Support Vector Machine with one-vs.-all hinge loss. Weighted penalty of each class and square hinge loss are also available.

Requirements

• PyTorch==0.2.0 with GPU support
• Python==3.5

Approach

• The key idea is to optimize a linear classifier with one-vs-all Hinge loss proposed by Dr. Weston and Dr. Watkins.
• For more details, please refer the loss function in the code.