r - read/write data in libsvm format

Question

How do I read/write libsvm data into/from R?

The libsvm format is sparse data like

<class/target>[ <attribute number>:<attribute value>]*

(cf. Compressed Row Storage (CRS)) e.g.,

1 10:3.4 123:0.5 34567:0.231
0.2 22:1 456:03

I am sure I can whip some something myself, but I would much rather use something off the shelf. However, R library foreign does not seem to provide the necessary functionality.

Answer 1

e1071 is off the shelf:

install.packages("e1071")
library(e1071)
read.matrix.csr(...)
write.matrix.csr(...)

Note: it is implemented in R, not in C, so it is dog-slow.

It even have a special vignette Support Vector Machines—the Interface to libsvm in package e1071.

r.vw is bundled with vowpal_wabbit

Note: it is implemented in R, not in C, so it is dog-slow.