Lecture outline Support vector machines. Support Vector Machines Find a linear hyperplane (decision boundary) that will separate the data.

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Presentation transcript:

Lecture outline Support vector machines

Support Vector Machines Find a linear hyperplane (decision boundary) that will separate the data

Support Vector Machines One Possible Solution

Support Vector Machines Another possible solution

Support Vector Machines Other possible solutions

Support Vector Machines Which one is better? B1 or B2? How do you define better?

Support Vector Machines Find hyperplane maximizes the margin => B1 is better than B2

Support Vector Machines

We want to maximize: – Which is equivalent to minimizing: – But subjected to the following constraints: This is a constrained optimization problem – Numerical approaches to solve it (e.g., quadratic programming)

Support Vector Machines What if the problem is not linearly separable?

Support Vector Machines What if the problem is not linearly separable? – Introduce slack variables Need to minimize: Subject to:

Nonlinear Support Vector Machines What if decision boundary is not linear?

Nonlinear Support Vector Machines Transform data into higher dimensional space