R and Data Analysis old notes (12) classification (support vector machines)

Source: Internet
Author: User
Tags svm
Support Vector Machine (SVM) Support Vector Machine (SVM)
  • Problem: Optimal separation plane (decision boundary)
Optimize your Goals
  • Farthest from the edge of the decision boundary
Mathematical models

Problem turned to convex optimization

Lagrange Multiplier Method--too many unknowns

KKT Transformation and Dual formula

Problem solving and neural networking

  • The dual formula is a two-time programming problem, and there is a ready-made numerical method to solve
  • Most Lagrange multipliers are 0 and not 0 correspond to "support vectors" (sample points that happen to be on the boundary)
  • As long as the support vectors are unchanged, modifying the values of other sample points does not affect the results, and when the supporting variables change, the results will generally change.
  • After solving the Lagrange multiplier, W and Bcan be introduced, and the discriminant function can be written as the following neural network style
Support Vector Machine Neural network

R and Data Analysis old notes (12) classification (support vector machines)

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