"SupportVectorMachine" (Machine Learning Method)

  • Method for Classify.
  • Models class probabilities by finding a hyperplane that separates the training data into two classes using a maximum-margin hyperplane.

Details & Suboptions

  • Support vector machines are binary classifiers. A kernel function is used to extract features from the examples. At training time, the method finds the maximum-margin hyperplane that separates classes. The multiclass classification problem is reduced to a set of binary classification problems (using a one-vs.-one or a one-vs.-all strategy). The current implementation uses the LibSVM framework in the back end.
  • The option "KernelType" allows you to choose the type of kernel to use. Possible settings for "KernelType" include:
  • "RadialBasisFunction"uses an exponential radial basis function as kernel
    "Polynomial"uses a polynomial function as kernel
    "Sigmoid"uses a sigmoidal function as kernel
    "Linear"uses a linear function as kernel
  • The kernel "RadialBasisFunction" takes the form:
  • The kernel "Polynomial" takes the form:
  • The kernel "Sigmoid" takes the form:
  • The kernel "Linear" takes the form:
  • The following options can be given:
  • "GammaScalingParameter"Automaticthe parameter in the preceding kernels
    "KernelType""RadialBasisFunction"the kernel to use to map to higher dimensions
    "MulticlassStrategy"Automaticthe strategy to use to obtain a multiclass classifier
    "PolynomialDegree"3the degree of the polynomial d in the polynomial kernel
  • Possible settings for "MulticlassStrategy" include:
  • "OneVersusOne"train a binary classifier for each pair of classes
    "OneVersusAll"train one binary classifier for each class
  • The "GammaScalingParameter" controls the influence of the support vectors. Large values of gamma mean small radius of influence.
  • The "PolynomialDegree" option is specific to the polynomial kernel type.
  • The "MulticlassStrategy" option is used to generalize binary classifiers to a multiclass ones. The "OneVersusOne" strategy tests each class again each other, while the "OneVersusAll" strategy only test each class against the rest of the training set.


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Basic Examples  (2)

Train a classifier function on labeled examples:

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Look at the ClassifierInformation:

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Classify a new example:

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Generate some data that is not linearly separable:

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Visualize it:

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Train a classifier on this dataset:

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Plot the training set and the probability distribution of each class as a function of the features:

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Options  (5)

See Also

Classify  ClassifierFunction  ClassifierMeasurements  ClassifierInformation  Predict  SequencePredict  ClusterClassify

Related Methods