SVM with SGD training



I'm looking for a package that might have support vector machines with stochastic gradient descent training, like scikitlearn's sgdclassifier. I'm aware of reticulate and the ability to write/run Python with R, but I'm looking for an R implementation, and it doesn't appear to me that caret or e1071 have what I am looking for (but I may be mistaken).


I don't know of any. John Platt's SMO algorithm is used solving the SVM quadratic programming objective functions.


Thanks, at least now I know I'm not crazy and can stop looking for now :slight_smile:


We make no guarantees :stuck_out_tongue_winking_eye:.