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uencoder

Support Vector Machine

An SVM finds the maximum-margin hyperplane for classification, achieving nonlinearity via the kernel trick; the solution is determined by the support vectors.

Purpose

To provide a strong method for small-sample, high-dimensional, nonlinear classification with generalization guarantees.

Mechanism

Maximize the margin 2/||w||, equivalent to minimizing ||w||^2/2 subject to y_i(w·x_i+b)≥1. The kernel trick K(x,z)=φ(x)·φ(z) implicitly maps to high dimensions. The soft-margin parameter C balances margin and misclassification.

Use cases

  • Classification problems
  • Small samples, high dimensions
  • Nonlinear classification

Related terms

References