Chapter 11

Support Vector Machines

Support vector machines (SVM) are a good algorithm for starters who enter the field of machine learning from an applied angle. As we have demonstrated in previous chapters, easy-to-use software will usually give good classification performance without any tedious parameter tuning. Thus all the effort can be put into the development of new features.

In this chapter, we will investigate the SVM algorithm in more depth, both to extend it to one-class and multi-class classification, and to cover the various components that can be generalised. In principle, SVM is a linear classifier, so we will start by exploring linear classifiers in general. The trick used to classify non-linear problems is the so-called kernel trick, which essentially maps the feature vectors into a higher-dimensional space where the problem becomes linear. This kernel trick is the second key component, which can generalise to other algorithms.

11.1 Linear Classifiers

An object i is characterised by two quantities, a feature vector images/c11_I0001.gif which can be observed, and a class label yi ∈ { − 1, + 1} which cannot normally be observed, but which we attempt to deduce from the observed images/c11_I0002.gif. Thus we have two sets of points in n-space, namely and , as illustrated in Figure 11.1. Classification aims ...

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