Support Vector Machines University of （支持向量机的大学）.pdfVIP

Support Vector Machines Max Welling Department of Computer Science University of Toronto 10 King’s College Road Toronto, M5S 3G5 Canada welling@cs.toronto.edu Abstract This is a note to explain support vector machines. 1 Preliminaries Our task is to predict whether a test sample belongs to one of two classes. We receive training examples of the form: , and . We call the co-variates or input vectors and the response variables or labels. We consider a very simple example where the data are in fact linearly separable: i.e. I can draw a straight line such that all cases with fall on one side and have and cases with fall on the other and have . Given that we have achieved that, we could classify new test cases according to the rule test signtest . However, typically there are infinitely many such hyper-planes obtained by small pertur- bations of a given solution. How do we choose between all these hyper-planes which the solve the separation problem for our training data, but may have different performance on the newly arriving test cases. For instance, we could choose to put the line very close to members of one particular class, say . Intuitively, when test cases arrive we will not make many mistakes on cases that should be classified with , but we will make very easily mistakes on the cases with (for instance, imagine that a new batch of test cases arrives whic