An example using python bindings for SVM library, LIBSVM

This example demonstrates a one-class SVM classifier; it's about as simple as possible while still showing the complete LIBSVM workflow.

Step 1: Import NumPy & LIBSVM

  import numpy as NP
    from svm import *

Step 2: Generate synthetic data: for this example, 500 points within a given boundary (note: quite a few real data sets are are provided on the LIBSVM website)

Data = NP.random.randint(-5, 5, 1000).reshape(500, 2)

Step 3: Now, choose some non-linear decision boundary for a one-class classifier:

rx = [ (x**2 + y**2) < 9 and 1 or 0 for (x, y) in Data ]

Step 4: Next, arbitrarily partition the data w/r/t this decision boundary:

• Class I: those that lie on or within an arbitrary circle

• Class II: all points outside the decision boundary (circle)

The SVM Model Building begins here; all steps before this one were just to prepare some synthetic data.

Step 5: Construct the problem description by calling svm_problem, passing in the decision boundary function and the data, then bind this result to a variable.

px = svm_problem(rx, Data)

Step 6: Select a kernel function for the non-linear mapping

For this exmaple, i chose RBF (radial basis function) as my kernel function

pm = svm_parameter(kernel_type=RBF)

Step 7: Train the classifier, by calling svm_model, passing in the problem description (px) & kernel (pm)

v = svm_model(px, pm)

Step 8: Finally, test the trained classifier by calling predict on the trained model object ('v')

v.predict([3, 1])
# returns the class label (either '1' or '0')

For the example above, I used version 3.0 of LIBSVM (the current stable release at the time this answer was posted).

Finally, w/r/t the part of your question regarding the choice of kernel function, Support Vector Machines are not specific to a particular kernel function--e.g., i could have chosen a different kernel (gaussian, polynomial, etc.).

LIBSVM includes all of the most commonly used kernel functions--which is a big help because you can see all plausible alternatives and to select one for use in your model, is just a matter of calling svm_parameter and passing in a value for *kernel_type* (a three-letter abbreviation for the chosen kernel).

Finally, the kernel function you choose for training must match the kernel function used against the testing data.

The code examples listed here don't work with LibSVM 3.1, so I've more or less ported the example by mossplix:

from svmutil import *
svm_model.predict = lambda self, x: svm_predict([0], [x], self)[0][0]

prob = svm_problem([1,-1], [[1,0,1], [-1,0,-1]])

param = svm_parameter()
param.kernel_type = LINEAR
param.C = 10

m=svm_train(prob, param)

m.predict([1,1,1])

You might consider using

http://scikit-learn.sourceforge.net/

That has a great python binding of libsvm and should be easy to install

Adding to @shinNoNoir :

param.kernel_type represents the type of kernel function you want to use, 0: Linear 1: polynomial 2: RBF 3: Sigmoid

Also have in mind that, svm_problem(y,x) : here y is the class labels and x is the class instances and x and y can only be lists,tuples and dictionaries.(no numpy array)