RegERMs.jl

using RegERMs

# define some toy data (XOR - example)
np = 100
nn = 100
X = [randn(int(np/2),1)+1 randn(int(np/2),1)+1; randn(int(np/2-0.5),1)-1 randn(int(np/2-0.5),1)-1;
     randn(int(nn/2),1)+1 randn(int(nn/2),1)-1; randn(int(nn/2-0.5),1)-1 randn(int(nn/2-0.5),1)+1] # examples with 2 features
y = int(vec([ones(np,1); -ones(nn,1)]))       # binary class values

# use rbf kernel by using mercer map
map = MercerMap(X, :rbf)
X = RegERMs.apply(map)

# choose (linear) SVM as learning algorithm with regularization parameter 0.1
svm = SVM(X, y; λ=0.1)

# get a solution 
model = optimize(svm)

# make predictions and compute accuracy
ybar = predict(model, X)
acc = mean(ybar .== y)