Machine Learning Algorithms - Second Edition

Linear classification

Let's consider a generic linear classification problem with two classes. In the following graph, there's an example:

Bidimensional scenario for a linear classification problem

Our goal is to find an optimal hyperplane, that separates the two classes. In multi-class problems, the one-vs-all strategy is normally adopted, so the discussion can focus only on binary classifications. Suppose we have the following dataset made up of n m-dimensional samples:

This dataset is associated with the following target set:

Generally, ...