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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