liblinear in pspp?

[Jack Tanner]

>From the archives, it seems like there's some ongoing work to implement GLMs
in PSPP. From the peanut gallery (hi!), it'd be nice if PSPP could interface
with liblinear. It implements some GLM-like algorithms, see

http://www.csie.ntu.edu.tw/~cjlin/liblinear/

LIBLINEAR is a linear classifier for data with millions of instances and
features. It supports

    L2-regularized classifiers
    L2-loss linear SVM, L1-loss linear SVM, and logistic regression (LR)
    L1-regularized classifiers (after version 1.4)
    L2-loss linear SVM and logistic regression (LR)
    L2-regularized support vector regression (after version 1.9)
    L2-loss linear SVR and L1-loss linear SVR.

Main features of LIBLINEAR include

    Same data format as LIBSVM, our general-purpose SVM solver, and also
similar usage
    Multi-class classification: 1) one-vs-the rest, 2) Crammer & Singer
    Cross validation for model selection
    Probability estimates (logistic regression only)
    Weights for unbalanced data
    MATLAB/Octave, Java, Python, Ruby interfaces