Install LibSVM in Matlab, GNU Octave and Python

Matlab and Octave are popular for machine learning prototypes due to their easier to learn (vs. R) interface. Python via scikit-learn is also a top choice for machine learning. Here’s how to install LibSVM for Matlab and GNU Octave.

  1. prereqs:
    apt install make git g++
    
  2. Compile LibSVM
    git clone https://github.com/cjlin1/libsvm
    
    cd libsvm 
    
    make
    

    Creating executables svm-train svm-predict svm-scale. Now compile the Matlab/Octave and Python modules, for which the API is similar.

  3. Compile LibSVM Matlab/Octave module
    cd libsvm/matlab
    

    Open Matlab or Octave, and from that internal Terminal, type (this uses make.m)

    make
    

    which creates a few .mex files. See the matlab/README for examples of using LibSVM from Matlab and Octave.

  4. Compile LibSVM Python module
    cd libsvm/python
    
    make
    

    See the python/README for examples of using LibSVM from Python.

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