Inside Collection (Course): Intelligent Motion Detection Using Compressed Sensing
Summary: Brief explanation of Support Vector Machines (SVM) and the related optimization problem
A Support Vector Machine (SVM) is a decision-based prediction algorithm which can classify data into several groups. It is based on the concept of decision planes where the training data is mapped to a higher dimensional space and separated by a plane defining the two or more classes of data [1].
A simple example is seen in Figure 1. Squares are data of class one while circles are data of class two. The SVM sets up the decision plane (in this case a simple line) and separates the two classes.
| 2-D Example |
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However, often the data is not distinguishable in two dimensions in which case it is mapped to higher dimensions and the same process is done. An example is shown in Figure 2.
| Mapping In Higher Dimensional Space |
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Support Vector Machine models can be classified into four major groups.
The first two are classification algorithms which minimize different error functions while the second two perform similar algorithms by regression [1].
[1] Chih-Chung Chang and Chih-Jen Lin, LIBSVM : a library for support vector machines, 2001. Software available at http://www.csie.ntu.edu.tw/~cjlin/libsvm