Data Mining

6

Support Vector Machines

A support vector machine (SVM) learns a classification function with two target classes by solving a quadratic programming problem. In this chapter, we briefly review the theoretical foundation of SVM that leads to the formulation of a quadratic programming problem for learning a classifier. We then introduce the SVM formulation for a linear classifier and a linearly separable problem, followed by the SVM formulation for a linear classifier and a nonlinearly separable problem and the SVM formulation for a nonlinear classifier and a nonlinearly separable problem based on kernel functions. We also give methods of applying SVM for a classification function with more than two target classes. A list of data mining software ...