Support Vector Machine (SVM) PDF
Support Vector Machine (SVM) PDF
Support Vector Machine (SVM) PDF
MACHINE(SVM)
SVM—History
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SVM
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SVM—Definition
Let data D be (X1, y1), …, (X|D|, y|D|), where Xi is the set of training tuples
associated with the class labels yi
There are infinite lines (hyperplanes) separating the two classes but we want to
find the best one (the one that minimizes classification error on unseen data)
SVM searches for the hyperplane with the largest margin, i.e., maximum
marginal hyperplane (MMH)
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MMH & Support Vector
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SVM—Linearly Separable
■ A separating hyperplane can be written as
W●X+b=0
where W={w1, w2, …, wn} is a weight vector and b a scalar (bias)
■ For 2-D it can be written as
w0 + w1 x1 + w2 x2 = 0
■ The hyperplane defining the sides of the margin:
H1 : w 0 + w 1 x 1 + w 2 x 2 ≥ 1 for yi = +1, and
H2: w0 + w1 x1 + w2 x2 ≤ – 1 for yi = –1
■ Any training tuples that fall on hyperplanes H1 or H2 (i.e., the
sides defining the margin) are support vectors
■ This becomes a constrained (convex) quadratic optimization
problem: Quadratic objective function and linear constraints 🡪
Quadratic Programming (QP) 🡪 Lagrangian multipliers
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Specialty of SVM
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Specialty of SVM
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SVM—Linearly Inseparable
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SVM—Linearly Inseparable
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SVM—Linearly Inseparable
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