Support Vector Machine
In this lesson, we introduce a very popular model, Support Vector Machine.
We'll cover the following...
What is Support Vector Machine?
Support Vector Machine (SVM
) is widely used for classification (SVM
also supports regression tasks). In general, SVM
finds a hyperplane that separates data points with the greatest amount of margin.
The core idea of SVM
is to find a maximum marginal hyperplane that divides the dataset. For a data set with two classes, if they’re linearly separable, then you can find an infinite number of hyperplanes to separate them. The SVM
finds only one of these hyperplanes, which is the maximum marginal hyperplane.
As you can see in the image above, the black and white circles can be separated by multiple lines. Both lines H2
and H3
can separate this data set. However, the point closest to the two lines is different, which means the margins
of the two lines are different. According to the definition of SVM
, what we need is the line with the largest margin. We need H3
.
What is support vector
? They are data points that are closest to the hyperplane. In a more intuitive sense, they define the lines of margins. That’s the dotted line in the figure above. The red line is the hyperplane
that we’ve been talking ...