Page History: SVM – Support Vector Machines
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Page Revision: 2010/05/22 17:58
![Image](GetFile.aspx?File=/datamining/SVM/svm.png)
- Linear Support Vector Machine
Given a set of points
![Image](GetFile.aspx?File=/datamining/SVM/xi.png)
with label
![Image](GetFile.aspx?File=/datamining/SVM/yi.png)
The SVM finds a hyperplane defined by the pair (w,b)
(where w is the normal to the plane and b is the distance from the origin)
s.t.
![Image](GetFile.aspx?File=/datamining/SVM/w.png)
![Image](GetFile.aspx?File=/datamining/SVM/explain.png)
- What if the data is not linearly separable?
- Project the data to high dimensional space where it is linearly separable and then we can use linear SVM – (Using Kernels)
![Image](GetFile.aspx?File=/datamining/SVM/svm.cont.png)
Classification using SVM (w,b)
![Image](GetFile.aspx?File=/datamining/SVM/wb.png)
In non linear case we can see this as
![Image](GetFile.aspx?File=/datamining/SVM/Kernel.png)
Kernel – Can be thought of as doing dot product in some high dimensional space
Example of Non-linear SVM
![Image](GetFile.aspx?File=/datamining/SVM/example1.png)
![Image](GetFile.aspx?File=/datamining/SVM/example2.png)
SVM
- Relatively new concept
- Nice Generalization properties
- Hard to learn – learned in batch mode using quadratic programming techniques
- Using kernels can learn very complex functions
SVM Related Links
- http://svm.dcs.rhbnc.ac.uk/
- http://www.kernel-machines.org/
- C. J. C. Burges. A Tutorial on Support Vector Machines for Pattern Recognition. Knowledge Discovery and Data Mining, 2(2), 1998.
- SVM light – Software (in C) http://ais.gmd.de/~thorsten/svm_light
- BOOK: An Introduction to Support Vector MachinesN. Cristianini and J. Shawe-TaylorCambridge University Press