Support vector machines
A support vector machine (SVM) is a supervised machine learning algorithm that can be used for both classification and regression. SVMs are more commonly used for classification.
Given some data points, each belonging to one of the two binary classes, the goal is to decide which class a new data point will be in. We need to visualize the data point as a p-dimensional vector, and we need to determine whether we can separate two such data points with a (p-1) dimensional hyperplane.
There may be many hyper planes that separate such data points, and this algorithm will help us to arrive at the best hyperplane that provides the largest separation. This hyperplane is called the maximum-margin hyperplane, and the classifier ...
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