November 2019
Intermediate to advanced
320 pages
13h 35m
French
Content preview from Machine Learning avec Scikit-Learn
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154
Chapitre 5. Machines à vecteurs de support
5.2.4 Complexité algorithmique
La classe LinearSVC s’appuie sur la bibliothèque liblinear qui implémente un algo-
rithme optimisé pour les SVM linéaires
73
. Celui-ci ne met pas en œuvre l’astuce du
noyau, mais il s’adapte quasi linéairement au nombre d’observations d’entraînement
et au nombre de variables. Sa complexité, au niveau de l’entraînement, est à peu près
de O(m × n).
L’algorithme est plus long si vous exigez une très grande précision: celle-ci est
contrôlée par l’hyperparamètre de tolérance
ϵ
(appelé tol dans Scikit-Learn). Pour
la plupart des tâches de classication, la tolérance par défaut ...
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