Lec5 Support Vector Machine
Lec5 Support Vector Machine
machines
X1
overvi
ew
Intuition behind
SVM
Margin in terms
of W
Svm as a minimization
problem
Quadratic
problem
Linear
constrain
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We wish to find the w and b which minimizes, and the α which maximizes LP(whilst keeping αi
≥ 0 ∀i.) We can do this by differentiating LP with respect to w and b and setting
the derivatives to zero:
A Geometrical
Interpretation
Class 2
10=0
8=0.6
7=0
2=0
5=0
1=0.8
4=0
6=1.4
9=0
3=0
Class 1
Exampl
e
Exampl
e
Examp
le
Examp
le
Examp
le
Kernel
trick
Non-linear SVMs: Feature
spaces
• General idea: the original feature space can
always be mapped to some higher-dimensional
feature space where the training set is
separable:
Φ: x → φ(x)
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svm for nonlinear
reparability
Kernel
• Why use kernels? s
• Make non-separable problem separable.
• Map data into better representational space
• Common kernels
• Linear
• Polynomial K(x,z) = (1+xTz)d
• Gives feature conjunctions
• Radial basis function (infinite dimensional space)