Project for the course "Optimization for Data Science" (lecturer: Alexandre Gramfort, Master Data Science)
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Derive the dual for the one-class SVM model,
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implement a one-class SVM using a blackbox convex toolbox (cvxopt in Python),
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implement your own solvers with: Proximal gradient, Coordinate Descent, Quasi-Newton,
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present a clear benchmark of the different strategies on small and medium scale datasets.
Lea Bresson (lea.bresson@polytechnique.edu), Eya kalboussi (eya.kalboussi@polytechnique.edu)