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What is SVM?

SVM is a supervised machine learning algorithm which can be used for classification or regression problems. It uses a technique called the kernel trick to transform your data and then based on these transformations it finds an optimal boundary between the possible outputs. Simply put, it does some extremely complex data transformations, then figures out how to seperate your data based on the labels or outputs you've defined.

Support Vector Machine

Support Vector Machine - Classification (SVM) A Support Vector Machine (SVM) performs classification by finding the hyperplane that maximizes the margin between the two classes. The vectors (cases) that define the hyperplane are the support vectors.

Algorithm

Define an optimal hyperplane: maximize margin Extend the above definition for non-linearly separable problems: have a penalty term for misclassifications. Map data to high dimensional space where it is easier to classify with linear decision surfaces: reformulate problem so that data is mapped implicitly to this space. To define an optimal hyperplane we need to maximize the width of the margin (w).

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iris

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implements SVM on iris DataSet

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