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Support vector machine - Wikipedia

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<div class="vector-toc-text"> <span class="vector-toc-numb">4.1</span> <span>Hard-margin</span> </div> </a> <ul id="toc-Hard-margin-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Soft-margin" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Soft-margin"> <div class="vector-toc-text"> <span class="vector-toc-numb">4.2</span> <span>Soft-margin</span> </div> </a> <ul id="toc-Soft-margin-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> <li id="toc-Nonlinear_kernels" class="vector-toc-list-item vector-toc-level-1"> <a class="vector-toc-link" href="#Nonlinear_kernels"> <div class="vector-toc-text"> <span class="vector-toc-numb">5</span> <span>Nonlinear kernels</span> </div> </a> <ul id="toc-Nonlinear_kernels-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Computing_the_SVM_classifier" class="vector-toc-list-item vector-toc-level-1"> <a class="vector-toc-link" href="#Computing_the_SVM_classifier"> <div class="vector-toc-text"> <span class="vector-toc-numb">6</span> <span>Computing the SVM classifier</span> </div> </a> <button aria-controls="toc-Computing_the_SVM_classifier-sublist" class="cdx-button cdx-button--weight-quiet cdx-button--icon-only vector-toc-toggle"> <span class="vector-icon mw-ui-icon-wikimedia-expand"></span> <span>Toggle Computing the SVM classifier subsection</span> </button> <ul id="toc-Computing_the_SVM_classifier-sublist" class="vector-toc-list"> <li id="toc-Primal" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Primal"> <div class="vector-toc-text"> <span class="vector-toc-numb">6.1</span> <span>Primal</span> </div> </a> <ul id="toc-Primal-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Dual" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Dual"> <div class="vector-toc-text"> <span class="vector-toc-numb">6.2</span> <span>Dual</span> </div> </a> <ul id="toc-Dual-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Kernel_trick" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Kernel_trick"> <div class="vector-toc-text"> <span class="vector-toc-numb">6.3</span> <span>Kernel trick</span> </div> </a> <ul id="toc-Kernel_trick-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Modern_methods" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Modern_methods"> <div class="vector-toc-text"> <span class="vector-toc-numb">6.4</span> <span>Modern methods</span> </div> </a> <ul id="toc-Modern_methods-sublist" class="vector-toc-list"> <li id="toc-Sub-gradient_descent" class="vector-toc-list-item vector-toc-level-3"> <a class="vector-toc-link" href="#Sub-gradient_descent"> <div class="vector-toc-text"> <span class="vector-toc-numb">6.4.1</span> <span>Sub-gradient descent</span> </div> </a> <ul id="toc-Sub-gradient_descent-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Coordinate_descent" class="vector-toc-list-item vector-toc-level-3"> <a class="vector-toc-link" href="#Coordinate_descent"> <div class="vector-toc-text"> <span class="vector-toc-numb">6.4.2</span> <span>Coordinate descent</span> </div> </a> <ul id="toc-Coordinate_descent-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> </ul> </li> <li id="toc-Empirical_risk_minimization" class="vector-toc-list-item vector-toc-level-1"> <a class="vector-toc-link" href="#Empirical_risk_minimization"> <div class="vector-toc-text"> <span class="vector-toc-numb">7</span> <span>Empirical risk minimization</span> </div> </a> <button aria-controls="toc-Empirical_risk_minimization-sublist" class="cdx-button cdx-button--weight-quiet cdx-button--icon-only vector-toc-toggle"> <span class="vector-icon mw-ui-icon-wikimedia-expand"></span> <span>Toggle Empirical risk minimization subsection</span> </button> <ul id="toc-Empirical_risk_minimization-sublist" class="vector-toc-list"> <li id="toc-Risk_minimization" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Risk_minimization"> <div class="vector-toc-text"> <span class="vector-toc-numb">7.1</span> <span>Risk minimization</span> </div> </a> <ul id="toc-Risk_minimization-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Regularization_and_stability" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Regularization_and_stability"> <div class="vector-toc-text"> <span class="vector-toc-numb">7.2</span> <span>Regularization and stability</span> </div> </a> <ul id="toc-Regularization_and_stability-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-SVM_and_the_hinge_loss" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#SVM_and_the_hinge_loss"> <div class="vector-toc-text"> <span class="vector-toc-numb">7.3</span> <span>SVM and the hinge loss</span> </div> </a> <ul id="toc-SVM_and_the_hinge_loss-sublist" class="vector-toc-list"> <li id="toc-Target_functions" class="vector-toc-list-item vector-toc-level-3"> <a class="vector-toc-link" href="#Target_functions"> <div class="vector-toc-text"> <span class="vector-toc-numb">7.3.1</span> <span>Target functions</span> </div> </a> <ul id="toc-Target_functions-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> </ul> </li> <li id="toc-Properties" class="vector-toc-list-item vector-toc-level-1"> <a class="vector-toc-link" href="#Properties"> <div class="vector-toc-text"> <span class="vector-toc-numb">8</span> <span>Properties</span> </div> </a> <button aria-controls="toc-Properties-sublist" class="cdx-button cdx-button--weight-quiet cdx-button--icon-only vector-toc-toggle"> <span class="vector-icon mw-ui-icon-wikimedia-expand"></span> <span>Toggle Properties subsection</span> </button> <ul id="toc-Properties-sublist" class="vector-toc-list"> <li id="toc-Parameter_selection" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Parameter_selection"> <div class="vector-toc-text"> <span class="vector-toc-numb">8.1</span> <span>Parameter selection</span> </div> </a> <ul id="toc-Parameter_selection-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Issues" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Issues"> <div class="vector-toc-text"> <span class="vector-toc-numb">8.2</span> <span>Issues</span> </div> </a> <ul id="toc-Issues-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> <li id="toc-Extensions" class="vector-toc-list-item vector-toc-level-1"> <a class="vector-toc-link" href="#Extensions"> <div class="vector-toc-text"> <span class="vector-toc-numb">9</span> <span>Extensions</span> </div> </a> <button aria-controls="toc-Extensions-sublist" class="cdx-button cdx-button--weight-quiet cdx-button--icon-only vector-toc-toggle"> <span class="vector-icon mw-ui-icon-wikimedia-expand"></span> <span>Toggle Extensions subsection</span> </button> <ul id="toc-Extensions-sublist" class="vector-toc-list"> <li id="toc-Multiclass_SVM" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Multiclass_SVM"> <div class="vector-toc-text"> <span class="vector-toc-numb">9.1</span> <span>Multiclass SVM</span> </div> </a> <ul id="toc-Multiclass_SVM-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Transductive_support_vector_machines" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Transductive_support_vector_machines"> <div class="vector-toc-text"> <span class="vector-toc-numb">9.2</span> <span>Transductive support vector machines</span> </div> </a> <ul id="toc-Transductive_support_vector_machines-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Structured_SVM" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Structured_SVM"> <div class="vector-toc-text"> <span class="vector-toc-numb">9.3</span> <span>Structured SVM</span> </div> </a> <ul id="toc-Structured_SVM-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Regression" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Regression"> <div class="vector-toc-text"> <span class="vector-toc-numb">9.4</span> <span>Regression</span> </div> </a> <ul id="toc-Regression-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Bayesian_SVM" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Bayesian_SVM"> <div class="vector-toc-text"> <span class="vector-toc-numb">9.5</span> <span>Bayesian SVM</span> </div> </a> <ul id="toc-Bayesian_SVM-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> <li id="toc-Implementation" class="vector-toc-list-item vector-toc-level-1"> <a class="vector-toc-link" href="#Implementation"> <div class="vector-toc-text"> <span class="vector-toc-numb">10</span> <span>Implementation</span> </div> </a> <ul id="toc-Implementation-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-See_also" class="vector-toc-list-item vector-toc-level-1"> <a class="vector-toc-link" href="#See_also"> <div class="vector-toc-text"> <span class="vector-toc-numb">11</span> <span>See also</span> </div> </a> <ul id="toc-See_also-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-References" class="vector-toc-list-item vector-toc-level-1"> <a class="vector-toc-link" href="#References"> <div class="vector-toc-text"> <span class="vector-toc-numb">12</span> <span>References</span> </div> </a> <ul id="toc-References-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Further_reading" class="vector-toc-list-item vector-toc-level-1"> <a class="vector-toc-link" href="#Further_reading"> <div class="vector-toc-text"> <span class="vector-toc-numb">13</span> <span>Further reading</span> </div> </a> <ul id="toc-Further_reading-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-External_links" class="vector-toc-list-item vector-toc-level-1"> <a class="vector-toc-link" href="#External_links"> <div class="vector-toc-text"> <span class="vector-toc-numb">14</span> <span>External links</span> </div> </a> <ul id="toc-External_links-sublist" class="vector-toc-list"> </ul> </li> </ul> </div> </div> </nav> </div> </div> <div class="mw-content-container"> <main id="content" class="mw-body"> <header class="mw-body-header vector-page-titlebar"> <nav aria-label="Contents" class="vector-toc-landmark"> <div id="vector-page-titlebar-toc" class="vector-dropdown vector-page-titlebar-toc vector-button-flush-left" > <input type="checkbox" id="vector-page-titlebar-toc-checkbox" role="button" aria-haspopup="true" data-event-name="ui.dropdown-vector-page-titlebar-toc" class="vector-dropdown-checkbox " aria-label="Toggle the table of contents" > <label id="vector-page-titlebar-toc-label" for="vector-page-titlebar-toc-checkbox" class="vector-dropdown-label cdx-button cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--weight-quiet cdx-button--icon-only " 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Available in 33 languages" > <label id="p-lang-btn-label" for="p-lang-btn-checkbox" class="vector-dropdown-label cdx-button cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--weight-quiet cdx-button--action-progressive mw-portlet-lang-heading-33" aria-hidden="true" ><span class="vector-icon mw-ui-icon-language-progressive mw-ui-icon-wikimedia-language-progressive"></span> <span class="vector-dropdown-label-text">33 languages</span> </label> <div class="vector-dropdown-content"> <div class="vector-menu-content"> <ul class="vector-menu-content-list"> <li class="interlanguage-link interwiki-ar mw-list-item"><a href="https://ar.wikipedia.org/wiki/%D8%B4%D8%B9%D8%A7%D8%B9_%D8%A7%D9%84%D8%AF%D8%B9%D9%85_%D8%A7%D9%84%D8%A2%D9%84%D9%8A" title="شعاع الدعم الآلي – Arabic" lang="ar" hreflang="ar" data-title="شعاع الدعم الآلي" data-language-autonym="العربية" data-language-local-name="Arabic" class="interlanguage-link-target"><span>العربية</span></a></li><li class="interlanguage-link interwiki-bn mw-list-item"><a href="https://bn.wikipedia.org/wiki/%E0%A6%B8%E0%A6%BE%E0%A6%AA%E0%A7%8B%E0%A6%B0%E0%A7%8D%E0%A6%9F-%E0%A6%AD%E0%A7%87%E0%A6%95%E0%A7%8D%E0%A6%9F%E0%A6%B0_%E0%A6%AE%E0%A7%87%E0%A6%B6%E0%A6%BF%E0%A6%A8" title="সাপোর্ট-ভেক্টর মেশিন – Bangla" lang="bn" hreflang="bn" data-title="সাপোর্ট-ভেক্টর মেশিন" data-language-autonym="বাংলা" data-language-local-name="Bangla" class="interlanguage-link-target"><span>বাংলা</span></a></li><li class="interlanguage-link interwiki-bg mw-list-item"><a href="https://bg.wikipedia.org/wiki/%D0%9C%D0%B0%D1%88%D0%B8%D0%BD%D0%B0_%D1%81_%D0%BF%D0%BE%D0%B4%D0%B4%D1%8A%D1%80%D0%B6%D0%B0%D1%89%D0%B8_%D0%B2%D0%B5%D0%BA%D1%82%D0%BE%D1%80%D0%B8" title="Машина с поддържащи вектори – Bulgarian" lang="bg" hreflang="bg" data-title="Машина с поддържащи вектори" data-language-autonym="Български" data-language-local-name="Bulgarian" class="interlanguage-link-target"><span>Български</span></a></li><li class="interlanguage-link interwiki-ca mw-list-item"><a href="https://ca.wikipedia.org/wiki/M%C3%A0quina_de_vector_de_suport" title="Màquina de vector de suport – Catalan" lang="ca" hreflang="ca" data-title="Màquina de vector de suport" data-language-autonym="Català" data-language-local-name="Catalan" class="interlanguage-link-target"><span>Català</span></a></li><li class="interlanguage-link interwiki-cs mw-list-item"><a href="https://cs.wikipedia.org/wiki/Support_vector_machines" title="Support vector machines – Czech" lang="cs" hreflang="cs" data-title="Support vector machines" data-language-autonym="Čeština" data-language-local-name="Czech" class="interlanguage-link-target"><span>Čeština</span></a></li><li class="interlanguage-link interwiki-de mw-list-item"><a href="https://de.wikipedia.org/wiki/Support_Vector_Machine" title="Support Vector Machine – German" lang="de" hreflang="de" data-title="Support Vector Machine" data-language-autonym="Deutsch" data-language-local-name="German" class="interlanguage-link-target"><span>Deutsch</span></a></li><li class="interlanguage-link interwiki-et mw-list-item"><a href="https://et.wikipedia.org/wiki/Tugivektor-masin" title="Tugivektor-masin – Estonian" lang="et" hreflang="et" data-title="Tugivektor-masin" data-language-autonym="Eesti" data-language-local-name="Estonian" class="interlanguage-link-target"><span>Eesti</span></a></li><li class="interlanguage-link interwiki-es mw-list-item"><a href="https://es.wikipedia.org/wiki/M%C3%A1quina_de_vectores_de_soporte" title="Máquina de vectores de soporte – Spanish" lang="es" hreflang="es" data-title="Máquina de vectores de soporte" data-language-autonym="Español" data-language-local-name="Spanish" class="interlanguage-link-target"><span>Español</span></a></li><li class="interlanguage-link interwiki-eu mw-list-item"><a href="https://eu.wikipedia.org/wiki/Euskarri_bektoredun_makina" title="Euskarri bektoredun makina – Basque" lang="eu" hreflang="eu" data-title="Euskarri bektoredun makina" data-language-autonym="Euskara" data-language-local-name="Basque" class="interlanguage-link-target"><span>Euskara</span></a></li><li class="interlanguage-link interwiki-fa mw-list-item"><a href="https://fa.wikipedia.org/wiki/%D9%85%D8%A7%D8%B4%DB%8C%D9%86_%D8%A8%D8%B1%D8%AF%D8%A7%D8%B1_%D9%BE%D8%B4%D8%AA%DB%8C%D8%A8%D8%A7%D9%86%DB%8C" title="ماشین بردار پشتیبانی – Persian" lang="fa" hreflang="fa" data-title="ماشین بردار پشتیبانی" data-language-autonym="فارسی" data-language-local-name="Persian" class="interlanguage-link-target"><span>فارسی</span></a></li><li class="interlanguage-link interwiki-fr mw-list-item"><a href="https://fr.wikipedia.org/wiki/Machine_%C3%A0_vecteurs_de_support" title="Machine à vecteurs de support – French" lang="fr" hreflang="fr" data-title="Machine à vecteurs de support" data-language-autonym="Français" data-language-local-name="French" class="interlanguage-link-target"><span>Français</span></a></li><li class="interlanguage-link interwiki-ko mw-list-item"><a href="https://ko.wikipedia.org/wiki/%EC%84%9C%ED%8F%AC%ED%8A%B8_%EB%B2%A1%ED%84%B0_%EB%A8%B8%EC%8B%A0" title="서포트 벡터 머신 – Korean" lang="ko" hreflang="ko" data-title="서포트 벡터 머신" data-language-autonym="한국어" data-language-local-name="Korean" class="interlanguage-link-target"><span>한국어</span></a></li><li class="interlanguage-link interwiki-id mw-list-item"><a href="https://id.wikipedia.org/wiki/Mesin_vektor_pendukung" title="Mesin vektor pendukung – Indonesian" lang="id" hreflang="id" data-title="Mesin vektor pendukung" data-language-autonym="Bahasa Indonesia" data-language-local-name="Indonesian" class="interlanguage-link-target"><span>Bahasa Indonesia</span></a></li><li class="interlanguage-link interwiki-it mw-list-item"><a href="https://it.wikipedia.org/wiki/Macchine_a_vettori_di_supporto" title="Macchine a vettori di supporto – Italian" lang="it" hreflang="it" data-title="Macchine a vettori di supporto" data-language-autonym="Italiano" data-language-local-name="Italian" class="interlanguage-link-target"><span>Italiano</span></a></li><li class="interlanguage-link interwiki-he mw-list-item"><a href="https://he.wikipedia.org/wiki/%D7%9E%D7%9B%D7%95%D7%A0%D7%AA_%D7%95%D7%A7%D7%98%D7%95%D7%A8%D7%99%D7%9D_%D7%AA%D7%95%D7%9E%D7%9B%D7%99%D7%9D" title="מכונת וקטורים תומכים – Hebrew" lang="he" hreflang="he" data-title="מכונת וקטורים תומכים" data-language-autonym="עברית" data-language-local-name="Hebrew" class="interlanguage-link-target"><span>עברית</span></a></li><li class="interlanguage-link interwiki-lt mw-list-item"><a href="https://lt.wikipedia.org/wiki/Atramini%C5%B3_vektori%C5%B3_klasifikatorius" title="Atraminių vektorių klasifikatorius – Lithuanian" lang="lt" hreflang="lt" data-title="Atraminių vektorių klasifikatorius" data-language-autonym="Lietuvių" data-language-local-name="Lithuanian" class="interlanguage-link-target"><span>Lietuvių</span></a></li><li class="interlanguage-link interwiki-mk mw-list-item"><a href="https://mk.wikipedia.org/wiki/%D0%9C%D0%B0%D1%88%D0%B8%D0%BD%D0%B0_%D1%81%D0%BE_%D0%BF%D0%BE%D0%B4%D0%B4%D1%80%D0%B6%D1%83%D0%B2%D0%B0%D1%87%D0%BA%D0%B8_%D0%B2%D0%B5%D0%BA%D1%82%D0%BE%D1%80%D0%B8" title="Машина со поддржувачки вектори – Macedonian" lang="mk" hreflang="mk" data-title="Машина со поддржувачки вектори" data-language-autonym="Македонски" data-language-local-name="Macedonian" class="interlanguage-link-target"><span>Македонски</span></a></li><li class="interlanguage-link interwiki-nl mw-list-item"><a href="https://nl.wikipedia.org/wiki/Support_vector_machine" title="Support vector machine – Dutch" lang="nl" hreflang="nl" data-title="Support vector machine" data-language-autonym="Nederlands" data-language-local-name="Dutch" class="interlanguage-link-target"><span>Nederlands</span></a></li><li class="interlanguage-link interwiki-ja mw-list-item"><a href="https://ja.wikipedia.org/wiki/%E3%82%B5%E3%83%9D%E3%83%BC%E3%83%88%E3%83%99%E3%82%AF%E3%82%BF%E3%83%BC%E3%83%9E%E3%82%B7%E3%83%B3" title="サポートベクターマシン – Japanese" lang="ja" hreflang="ja" data-title="サポートベクターマシン" data-language-autonym="日本語" data-language-local-name="Japanese" class="interlanguage-link-target"><span>日本語</span></a></li><li class="interlanguage-link interwiki-pa mw-list-item"><a href="https://pa.wikipedia.org/wiki/%E0%A8%B8%E0%A8%AA%E0%A9%8B%E0%A8%B0%E0%A8%9F_%E0%A8%B5%E0%A9%88%E0%A8%95%E0%A8%9F%E0%A8%B0_%E0%A8%AE%E0%A8%B8%E0%A8%BC%E0%A9%80%E0%A8%A8" title="ਸਪੋਰਟ ਵੈਕਟਰ ਮਸ਼ੀਨ – Punjabi" lang="pa" hreflang="pa" data-title="ਸਪੋਰਟ ਵੈਕਟਰ ਮਸ਼ੀਨ" data-language-autonym="ਪੰਜਾਬੀ" data-language-local-name="Punjabi" class="interlanguage-link-target"><span>ਪੰਜਾਬੀ</span></a></li><li class="interlanguage-link interwiki-pl mw-list-item"><a href="https://pl.wikipedia.org/wiki/Maszyna_wektor%C3%B3w_no%C5%9Bnych" title="Maszyna wektorów nośnych – Polish" lang="pl" hreflang="pl" 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.sidebar-below{padding:0.3em 0.8em;font-weight:bold}.mw-parser-output .sidebar-collapse .sidebar-above,.mw-parser-output .sidebar-collapse .sidebar-below{border-top:1px solid #aaa;border-bottom:1px solid #aaa}.mw-parser-output .sidebar-navbar{text-align:right;font-size:115%;padding:0 0.4em 0.4em}.mw-parser-output .sidebar-list-title{padding:0 0.4em;text-align:left;font-weight:bold;line-height:1.6em;font-size:105%}.mw-parser-output .sidebar-list-title-c{padding:0 0.4em;text-align:center;margin:0 3.3em}@media(max-width:640px){body.mediawiki .mw-parser-output .sidebar{width:100%!important;clear:both;float:none!important;margin-left:0!important;margin-right:0!important}}body.skin--responsive .mw-parser-output .sidebar a>img{max-width:none!important}@media screen{html.skin-theme-clientpref-night .mw-parser-output .sidebar:not(.notheme) .sidebar-list-title,html.skin-theme-clientpref-night .mw-parser-output .sidebar:not(.notheme) .sidebar-title-with-pretitle{background:transparent!important}html.skin-theme-clientpref-night .mw-parser-output .sidebar:not(.notheme) .sidebar-title-with-pretitle a{color:var(--color-progressive)!important}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .sidebar:not(.notheme) .sidebar-list-title,html.skin-theme-clientpref-os .mw-parser-output .sidebar:not(.notheme) .sidebar-title-with-pretitle{background:transparent!important}html.skin-theme-clientpref-os .mw-parser-output .sidebar:not(.notheme) .sidebar-title-with-pretitle a{color:var(--color-progressive)!important}}@media print{body.ns-0 .mw-parser-output .sidebar{display:none!important}}</style><style data-mw-deduplicate="TemplateStyles:r886047488">.mw-parser-output .nobold{font-weight:normal}</style><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r886047488"><table class="sidebar sidebar-collapse nomobile nowraplinks"><tbody><tr><td class="sidebar-pretitle">Part of a series on</td></tr><tr><th class="sidebar-title-with-pretitle"><a href="/wiki/Machine_learning" title="Machine learning">Machine learning</a><br />and <a href="/wiki/Data_mining" title="Data mining">data mining</a></th></tr><tr><td class="sidebar-content"> <div class="sidebar-list mw-collapsible mw-collapsed machine-learning-list-title"><div class="sidebar-list-title" style="border-top:1px solid #aaa; text-align:center;;color: var(--color-base)">Paradigms</div><div class="sidebar-list-content mw-collapsible-content hlist"> <ul><li><a href="/wiki/Supervised_learning" title="Supervised learning">Supervised learning</a></li> <li><a href="/wiki/Unsupervised_learning" title="Unsupervised learning">Unsupervised learning</a></li> <li><a href="/wiki/Semi-supervised_learning" class="mw-redirect" title="Semi-supervised learning">Semi-supervised learning</a></li> <li><a href="/wiki/Self-supervised_learning" title="Self-supervised learning">Self-supervised learning</a></li> <li><a href="/wiki/Reinforcement_learning" title="Reinforcement learning">Reinforcement learning</a></li> <li><a href="/wiki/Meta-learning_(computer_science)" title="Meta-learning (computer science)">Meta-learning</a></li> <li><a href="/wiki/Online_machine_learning" title="Online machine learning">Online learning</a></li> <li><a href="/wiki/Batch_learning" class="mw-redirect" title="Batch learning">Batch learning</a></li> <li><a href="/wiki/Curriculum_learning" title="Curriculum learning">Curriculum learning</a></li> <li><a href="/wiki/Rule-based_machine_learning" title="Rule-based machine learning">Rule-based learning</a></li> <li><a href="/wiki/Neuro-symbolic_AI" title="Neuro-symbolic AI">Neuro-symbolic AI</a></li> <li><a href="/wiki/Neuromorphic_engineering" class="mw-redirect" title="Neuromorphic engineering">Neuromorphic engineering</a></li> <li><a href="/wiki/Quantum_machine_learning" title="Quantum machine learning">Quantum machine learning</a></li></ul></div></div></td> </tr><tr><td class="sidebar-content"> <div class="sidebar-list mw-collapsible mw-collapsed machine-learning-list-title"><div class="sidebar-list-title" style="border-top:1px solid #aaa; text-align:center;;color: var(--color-base)">Problems</div><div class="sidebar-list-content mw-collapsible-content hlist"> <ul><li><a href="/wiki/Statistical_classification" title="Statistical classification">Classification</a></li> <li><a href="/wiki/Generative_model" title="Generative model">Generative modeling</a></li> <li><a href="/wiki/Regression_analysis" title="Regression analysis">Regression</a></li> <li><a href="/wiki/Cluster_analysis" title="Cluster analysis">Clustering</a></li> <li><a href="/wiki/Dimensionality_reduction" title="Dimensionality reduction">Dimensionality reduction</a></li> <li><a href="/wiki/Density_estimation" title="Density estimation">Density estimation</a></li> <li><a href="/wiki/Anomaly_detection" title="Anomaly detection">Anomaly detection</a></li> <li><a href="/wiki/Data_cleaning" class="mw-redirect" title="Data cleaning">Data cleaning</a></li> <li><a href="/wiki/Automated_machine_learning" title="Automated machine learning">AutoML</a></li> <li><a href="/wiki/Association_rule_learning" title="Association rule learning">Association rules</a></li> <li><a href="/wiki/Semantic_analysis_(machine_learning)" title="Semantic analysis (machine learning)">Semantic analysis</a></li> <li><a href="/wiki/Structured_prediction" title="Structured prediction">Structured prediction</a></li> <li><a href="/wiki/Feature_engineering" title="Feature engineering">Feature engineering</a></li> <li><a href="/wiki/Feature_learning" title="Feature learning">Feature learning</a></li> <li><a href="/wiki/Learning_to_rank" title="Learning to rank">Learning to rank</a></li> <li><a href="/wiki/Grammar_induction" title="Grammar induction">Grammar induction</a></li> <li><a href="/wiki/Ontology_learning" title="Ontology learning">Ontology learning</a></li> <li><a href="/wiki/Multimodal_learning" title="Multimodal learning">Multimodal learning</a></li></ul></div></div></td> </tr><tr><td class="sidebar-content"> <div class="sidebar-list mw-collapsible machine-learning-list-title"><div class="sidebar-list-title" style="border-top:1px solid #aaa; text-align:center;;color: var(--color-base)"><div style="display: inline-block; line-height: 1.2em; padding: .1em 0;"><a href="/wiki/Supervised_learning" title="Supervised learning">Supervised learning</a><br /><span class="nobold"><span style="font-size:85%;">(<b><a href="/wiki/Statistical_classification" title="Statistical classification">classification</a></b>&#160;&#8226;&#32;<b><a href="/wiki/Regression_analysis" title="Regression analysis">regression</a></b>)</span></span> </div></div><div class="sidebar-list-content mw-collapsible-content hlist"> <ul><li><a href="/wiki/Apprenticeship_learning" title="Apprenticeship learning">Apprenticeship learning</a></li> <li><a href="/wiki/Decision_tree_learning" title="Decision tree learning">Decision trees</a></li> <li><a href="/wiki/Ensemble_learning" title="Ensemble learning">Ensembles</a> <ul><li><a href="/wiki/Bootstrap_aggregating" title="Bootstrap aggregating">Bagging</a></li> <li><a href="/wiki/Boosting_(machine_learning)" title="Boosting (machine learning)">Boosting</a></li> <li><a href="/wiki/Random_forest" title="Random forest">Random forest</a></li></ul></li> <li><a href="/wiki/K-nearest_neighbors_algorithm" title="K-nearest neighbors algorithm"><i>k</i>-NN</a></li> <li><a href="/wiki/Linear_regression" title="Linear regression">Linear regression</a></li> <li><a href="/wiki/Naive_Bayes_classifier" title="Naive Bayes classifier">Naive Bayes</a></li> <li><a href="/wiki/Artificial_neural_network" class="mw-redirect" title="Artificial neural network">Artificial neural networks</a></li> <li><a href="/wiki/Logistic_regression" title="Logistic regression">Logistic regression</a></li> <li><a href="/wiki/Perceptron" title="Perceptron">Perceptron</a></li> <li><a href="/wiki/Relevance_vector_machine" title="Relevance vector machine">Relevance vector machine (RVM)</a></li> <li><a class="mw-selflink selflink">Support vector machine (SVM)</a></li></ul></div></div></td> </tr><tr><td class="sidebar-content"> <div class="sidebar-list mw-collapsible mw-collapsed machine-learning-list-title"><div class="sidebar-list-title" style="border-top:1px solid #aaa; text-align:center;;color: var(--color-base)"><a href="/wiki/Cluster_analysis" title="Cluster analysis">Clustering</a></div><div class="sidebar-list-content mw-collapsible-content hlist"> <ul><li><a href="/wiki/BIRCH" title="BIRCH">BIRCH</a></li> <li><a href="/wiki/CURE_algorithm" title="CURE algorithm">CURE</a></li> <li><a href="/wiki/Hierarchical_clustering" title="Hierarchical clustering">Hierarchical</a></li> <li><a href="/wiki/K-means_clustering" title="K-means clustering"><i>k</i>-means</a></li> <li><a href="/wiki/Fuzzy_clustering" title="Fuzzy clustering">Fuzzy</a></li> <li><a href="/wiki/Expectation%E2%80%93maximization_algorithm" title="Expectation–maximization algorithm">Expectation–maximization (EM)</a></li> <li><br /><a href="/wiki/DBSCAN" title="DBSCAN">DBSCAN</a></li> <li><a href="/wiki/OPTICS_algorithm" title="OPTICS algorithm">OPTICS</a></li> <li><a href="/wiki/Mean_shift" title="Mean shift">Mean shift</a></li></ul></div></div></td> </tr><tr><td class="sidebar-content"> <div class="sidebar-list mw-collapsible mw-collapsed machine-learning-list-title"><div class="sidebar-list-title" style="border-top:1px solid #aaa; text-align:center;;color: var(--color-base)"><a href="/wiki/Dimensionality_reduction" title="Dimensionality reduction">Dimensionality reduction</a></div><div class="sidebar-list-content mw-collapsible-content hlist"> <ul><li><a href="/wiki/Factor_analysis" title="Factor analysis">Factor analysis</a></li> <li><a href="/wiki/Canonical_correlation" title="Canonical correlation">CCA</a></li> <li><a href="/wiki/Independent_component_analysis" title="Independent component analysis">ICA</a></li> <li><a href="/wiki/Linear_discriminant_analysis" title="Linear discriminant analysis">LDA</a></li> <li><a href="/wiki/Non-negative_matrix_factorization" title="Non-negative matrix factorization">NMF</a></li> <li><a href="/wiki/Principal_component_analysis" title="Principal component analysis">PCA</a></li> <li><a href="/wiki/Proper_generalized_decomposition" title="Proper generalized decomposition">PGD</a></li> <li><a href="/wiki/T-distributed_stochastic_neighbor_embedding" title="T-distributed stochastic neighbor embedding">t-SNE</a></li> <li><a href="/wiki/Sparse_dictionary_learning" title="Sparse dictionary learning">SDL</a></li></ul></div></div></td> </tr><tr><td class="sidebar-content"> <div class="sidebar-list mw-collapsible mw-collapsed machine-learning-list-title"><div class="sidebar-list-title" style="border-top:1px solid #aaa; text-align:center;;color: var(--color-base)"><a href="/wiki/Structured_prediction" title="Structured prediction">Structured prediction</a></div><div class="sidebar-list-content mw-collapsible-content hlist"> <ul><li><a href="/wiki/Graphical_model" title="Graphical model">Graphical models</a> <ul><li><a href="/wiki/Bayesian_network" title="Bayesian network">Bayes net</a></li> <li><a href="/wiki/Conditional_random_field" title="Conditional random field">Conditional random field</a></li> <li><a href="/wiki/Hidden_Markov_model" title="Hidden Markov model">Hidden Markov</a></li></ul></li></ul></div></div></td> </tr><tr><td class="sidebar-content"> <div class="sidebar-list mw-collapsible mw-collapsed machine-learning-list-title"><div class="sidebar-list-title" style="border-top:1px solid #aaa; text-align:center;;color: var(--color-base)"><a href="/wiki/Anomaly_detection" title="Anomaly detection">Anomaly detection</a></div><div class="sidebar-list-content mw-collapsible-content hlist"> <ul><li><a href="/wiki/Random_sample_consensus" title="Random sample consensus">RANSAC</a></li> <li><a href="/wiki/K-nearest_neighbors_algorithm" title="K-nearest neighbors algorithm"><i>k</i>-NN</a></li> <li><a href="/wiki/Local_outlier_factor" title="Local outlier factor">Local outlier factor</a></li> <li><a href="/wiki/Isolation_forest" title="Isolation forest">Isolation forest</a></li></ul></div></div></td> </tr><tr><td class="sidebar-content"> <div class="sidebar-list mw-collapsible mw-collapsed machine-learning-list-title"><div class="sidebar-list-title" style="border-top:1px solid #aaa; text-align:center;;color: var(--color-base)"><a href="/wiki/Artificial_neural_network" class="mw-redirect" title="Artificial neural network">Artificial neural network</a></div><div class="sidebar-list-content mw-collapsible-content hlist"> <ul><li><a href="/wiki/Autoencoder" title="Autoencoder">Autoencoder</a></li> <li><a href="/wiki/Deep_learning" title="Deep learning">Deep learning</a></li> <li><a href="/wiki/Feedforward_neural_network" title="Feedforward neural network">Feedforward neural network</a></li> <li><a href="/wiki/Recurrent_neural_network" title="Recurrent neural network">Recurrent neural network</a> <ul><li><a href="/wiki/Long_short-term_memory" title="Long short-term memory">LSTM</a></li> <li><a href="/wiki/Gated_recurrent_unit" title="Gated recurrent unit">GRU</a></li> <li><a href="/wiki/Echo_state_network" title="Echo state network">ESN</a></li> <li><a href="/wiki/Reservoir_computing" title="Reservoir computing">reservoir computing</a></li></ul></li> <li><a href="/wiki/Boltzmann_machine" title="Boltzmann machine">Boltzmann machine</a> <ul><li><a href="/wiki/Restricted_Boltzmann_machine" title="Restricted Boltzmann machine">Restricted</a></li></ul></li> <li><a href="/wiki/Generative_adversarial_network" title="Generative adversarial network">GAN</a></li> <li><a href="/wiki/Diffusion_model" title="Diffusion model">Diffusion model</a></li> <li><a href="/wiki/Self-organizing_map" title="Self-organizing map">SOM</a></li> <li><a href="/wiki/Convolutional_neural_network" title="Convolutional neural network">Convolutional neural network</a> <ul><li><a href="/wiki/U-Net" title="U-Net">U-Net</a></li> <li><a href="/wiki/LeNet" title="LeNet">LeNet</a></li> <li><a href="/wiki/AlexNet" title="AlexNet">AlexNet</a></li> <li><a href="/wiki/DeepDream" title="DeepDream">DeepDream</a></li></ul></li> <li><a href="/wiki/Neural_radiance_field" title="Neural radiance field">Neural radiance field</a></li> <li><a href="/wiki/Transformer_(machine_learning_model)" class="mw-redirect" title="Transformer (machine learning model)">Transformer</a> <ul><li><a href="/wiki/Vision_transformer" title="Vision transformer">Vision</a></li></ul></li> <li><a href="/wiki/Mamba_(deep_learning_architecture)" title="Mamba (deep learning architecture)">Mamba</a></li> <li><a href="/wiki/Spiking_neural_network" title="Spiking neural network">Spiking neural network</a></li> <li><a href="/wiki/Memtransistor" title="Memtransistor">Memtransistor</a></li> <li><a href="/wiki/Electrochemical_RAM" title="Electrochemical RAM">Electrochemical RAM</a> (ECRAM)</li></ul></div></div></td> </tr><tr><td class="sidebar-content"> <div class="sidebar-list mw-collapsible mw-collapsed machine-learning-list-title"><div class="sidebar-list-title" style="border-top:1px solid #aaa; text-align:center;;color: var(--color-base)"><a href="/wiki/Reinforcement_learning" title="Reinforcement learning">Reinforcement learning</a></div><div class="sidebar-list-content mw-collapsible-content hlist"> <ul><li><a href="/wiki/Q-learning" title="Q-learning">Q-learning</a></li> <li><a href="/wiki/State%E2%80%93action%E2%80%93reward%E2%80%93state%E2%80%93action" title="State–action–reward–state–action">SARSA</a></li> <li><a href="/wiki/Temporal_difference_learning" title="Temporal difference learning">Temporal difference (TD)</a></li> <li><a href="/wiki/Multi-agent_reinforcement_learning" title="Multi-agent reinforcement learning">Multi-agent</a> <ul><li><a href="/wiki/Self-play_(reinforcement_learning_technique)" class="mw-redirect" title="Self-play (reinforcement learning technique)">Self-play</a></li></ul></li></ul></div></div></td> </tr><tr><td class="sidebar-content"> <div class="sidebar-list mw-collapsible mw-collapsed machine-learning-list-title"><div class="sidebar-list-title" style="border-top:1px solid #aaa; text-align:center;;color: var(--color-base)">Learning with humans</div><div class="sidebar-list-content mw-collapsible-content hlist"> <ul><li><a href="/wiki/Active_learning_(machine_learning)" title="Active learning (machine learning)">Active learning</a></li> <li><a href="/wiki/Crowdsourcing" title="Crowdsourcing">Crowdsourcing</a></li> <li><a href="/wiki/Human-in-the-loop" title="Human-in-the-loop">Human-in-the-loop</a></li> <li><a href="/wiki/Reinforcement_learning_from_human_feedback" title="Reinforcement learning from human feedback">RLHF</a></li></ul></div></div></td> </tr><tr><td class="sidebar-content"> <div class="sidebar-list mw-collapsible mw-collapsed machine-learning-list-title"><div class="sidebar-list-title" style="border-top:1px solid #aaa; text-align:center;;color: var(--color-base)">Model diagnostics</div><div class="sidebar-list-content mw-collapsible-content hlist"> <ul><li><a href="/wiki/Coefficient_of_determination" title="Coefficient of determination">Coefficient of determination</a></li> <li><a href="/wiki/Confusion_matrix" title="Confusion matrix">Confusion matrix</a></li> <li><a href="/wiki/Learning_curve_(machine_learning)" title="Learning curve (machine learning)">Learning curve</a></li> <li><a href="/wiki/Receiver_operating_characteristic" title="Receiver operating characteristic">ROC curve</a></li></ul></div></div></td> </tr><tr><td class="sidebar-content"> <div class="sidebar-list mw-collapsible mw-collapsed machine-learning-list-title"><div class="sidebar-list-title" style="border-top:1px solid #aaa; text-align:center;;color: var(--color-base)">Mathematical foundations</div><div class="sidebar-list-content mw-collapsible-content hlist"> <ul><li><a href="/wiki/Kernel_machines" class="mw-redirect" title="Kernel machines">Kernel machines</a></li> <li><a href="/wiki/Bias%E2%80%93variance_tradeoff" title="Bias–variance tradeoff">Bias–variance tradeoff</a></li> <li><a href="/wiki/Computational_learning_theory" title="Computational learning theory">Computational learning theory</a></li> <li><a href="/wiki/Empirical_risk_minimization" title="Empirical risk minimization">Empirical risk minimization</a></li> <li><a href="/wiki/Occam_learning" title="Occam learning">Occam learning</a></li> <li><a href="/wiki/Probably_approximately_correct_learning" title="Probably approximately correct learning">PAC learning</a></li> <li><a href="/wiki/Statistical_learning_theory" title="Statistical learning theory">Statistical learning</a></li> <li><a href="/wiki/Vapnik%E2%80%93Chervonenkis_theory" title="Vapnik–Chervonenkis theory">VC theory</a></li></ul></div></div></td> </tr><tr><td class="sidebar-content"> <div class="sidebar-list mw-collapsible mw-collapsed machine-learning-list-title"><div class="sidebar-list-title" style="border-top:1px solid #aaa; text-align:center;;color: var(--color-base)">Journals and conferences</div><div class="sidebar-list-content mw-collapsible-content hlist"> <ul><li><a href="/wiki/ECML_PKDD" title="ECML PKDD">ECML PKDD</a></li> <li><a href="/wiki/Conference_on_Neural_Information_Processing_Systems" title="Conference on Neural Information Processing Systems">NeurIPS</a></li> <li><a href="/wiki/International_Conference_on_Machine_Learning" title="International Conference on Machine Learning">ICML</a></li> <li><a href="/wiki/International_Conference_on_Learning_Representations" title="International Conference on Learning Representations">ICLR</a></li> <li><a href="/wiki/International_Joint_Conference_on_Artificial_Intelligence" title="International Joint Conference on Artificial Intelligence">IJCAI</a></li> <li><a href="/wiki/Machine_Learning_(journal)" title="Machine Learning (journal)">ML</a></li> <li><a href="/wiki/Journal_of_Machine_Learning_Research" title="Journal of Machine Learning Research">JMLR</a></li></ul></div></div></td> </tr><tr><td class="sidebar-content"> <div class="sidebar-list mw-collapsible mw-collapsed machine-learning-list-title"><div class="sidebar-list-title" style="border-top:1px solid #aaa; text-align:center;;color: var(--color-base)">Related articles</div><div class="sidebar-list-content mw-collapsible-content hlist"> <ul><li><a href="/wiki/Glossary_of_artificial_intelligence" title="Glossary of artificial intelligence">Glossary of artificial intelligence</a></li> <li><a href="/wiki/List_of_datasets_for_machine-learning_research" title="List of datasets for machine-learning research">List of datasets for machine-learning research</a> <ul><li><a href="/wiki/List_of_datasets_in_computer_vision_and_image_processing" title="List of datasets in computer vision and image processing">List of datasets in computer vision and image processing</a></li></ul></li> <li><a href="/wiki/Outline_of_machine_learning" title="Outline of machine learning">Outline of machine learning</a></li></ul></div></div></td> </tr><tr><td class="sidebar-navbar"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1129693374"><style data-mw-deduplicate="TemplateStyles:r1239400231">.mw-parser-output .navbar{display:inline;font-size:88%;font-weight:normal}.mw-parser-output .navbar-collapse{float:left;text-align:left}.mw-parser-output .navbar-boxtext{word-spacing:0}.mw-parser-output .navbar ul{display:inline-block;white-space:nowrap;line-height:inherit}.mw-parser-output .navbar-brackets::before{margin-right:-0.125em;content:"[ "}.mw-parser-output .navbar-brackets::after{margin-left:-0.125em;content:" ]"}.mw-parser-output .navbar li{word-spacing:-0.125em}.mw-parser-output .navbar a>span,.mw-parser-output .navbar a>abbr{text-decoration:inherit}.mw-parser-output .navbar-mini abbr{font-variant:small-caps;border-bottom:none;text-decoration:none;cursor:inherit}.mw-parser-output .navbar-ct-full{font-size:114%;margin:0 7em}.mw-parser-output .navbar-ct-mini{font-size:114%;margin:0 4em}html.skin-theme-clientpref-night .mw-parser-output .navbar li a abbr{color:var(--color-base)!important}@media(prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .navbar li a abbr{color:var(--color-base)!important}}@media print{.mw-parser-output .navbar{display:none!important}}</style><div class="navbar plainlinks hlist navbar-mini"><ul><li class="nv-view"><a href="/wiki/Template:Machine_learning" title="Template:Machine learning"><abbr title="View this template">v</abbr></a></li><li class="nv-talk"><a href="/wiki/Template_talk:Machine_learning" title="Template talk:Machine learning"><abbr title="Discuss this template">t</abbr></a></li><li class="nv-edit"><a href="/wiki/Special:EditPage/Template:Machine_learning" title="Special:EditPage/Template:Machine learning"><abbr title="Edit this template">e</abbr></a></li></ul></div></td></tr></tbody></table> <p>In <a href="/wiki/Machine_learning" title="Machine learning">machine learning</a>, <b>support vector machines</b> (<b>SVMs</b>, also <b>support vector networks</b><sup id="cite_ref-CorinnaCortes_1-0" class="reference"><a href="#cite_note-CorinnaCortes-1"><span class="cite-bracket">&#91;</span>1<span class="cite-bracket">&#93;</span></a></sup>) are <a href="/wiki/Supervised_learning" title="Supervised learning">supervised</a> <a href="/wiki/Maximum-margin_hyperplane" class="mw-redirect" title="Maximum-margin hyperplane">max-margin</a> models with associated learning <a href="/wiki/Algorithm" title="Algorithm">algorithms</a> that analyze data for <a href="/wiki/Statistical_classification" title="Statistical classification">classification</a> and <a href="/wiki/Regression_analysis" title="Regression analysis">regression analysis</a>. Developed at <a href="/wiki/AT%26T_Bell_Laboratories" class="mw-redirect" title="AT&amp;T Bell Laboratories">AT&amp;T Bell Laboratories</a>,<sup id="cite_ref-CorinnaCortes_1-1" class="reference"><a href="#cite_note-CorinnaCortes-1"><span class="cite-bracket">&#91;</span>1<span class="cite-bracket">&#93;</span></a></sup><sup id="cite_ref-2" class="reference"><a href="#cite_note-2"><span class="cite-bracket">&#91;</span>2<span class="cite-bracket">&#93;</span></a></sup> SVMs are one of the most studied models, being based on statistical learning frameworks of <a href="/wiki/VC_theory" class="mw-redirect" title="VC theory">VC theory</a> proposed by <a href="/wiki/Vladimir_Vapnik" title="Vladimir Vapnik">Vapnik</a> (1982, 1995) and <a href="/wiki/Alexey_Chervonenkis" title="Alexey Chervonenkis">Chervonenkis</a> (1974). </p><p>In addition to performing <a href="/wiki/Linear_classifier" title="Linear classifier">linear classification</a>, SVMs can efficiently perform non-linear classification using the <a href="/wiki/Kernel_method#Mathematics:_the_kernel_trick" title="Kernel method"><i>kernel trick</i></a>, representing the data only through a set of pairwise similarity comparisons between the original data points using a kernel function, which transforms them into coordinates in a higher-dimensional <a href="/wiki/Feature_space" class="mw-redirect" title="Feature space">feature space</a>. Thus, SVMs use the kernel trick to implicitly map their inputs into high-dimensional feature spaces, where linear classification can be performed.<sup id="cite_ref-3" class="reference"><a href="#cite_note-3"><span class="cite-bracket">&#91;</span>3<span class="cite-bracket">&#93;</span></a></sup> Being max-margin models, SVMs are resilient to noisy data (e.g., misclassified examples). SVMs can also be used for <a href="/wiki/Regression_analysis" title="Regression analysis">regression</a> tasks, where the objective becomes <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \epsilon }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03F5;<!-- ϵ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \epsilon }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3837cad72483d97bcdde49c85d3b7b859fb3fd2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.944ex; height:1.676ex;" alt="{\displaystyle \epsilon }"></span>-sensitive. </p><p>The support vector clustering<sup id="cite_ref-HavaSiegelmann_4-0" class="reference"><a href="#cite_note-HavaSiegelmann-4"><span class="cite-bracket">&#91;</span>4<span class="cite-bracket">&#93;</span></a></sup> algorithm, created by <a href="/wiki/Hava_Siegelmann" title="Hava Siegelmann">Hava Siegelmann</a> and <a href="/wiki/Vladimir_Vapnik" title="Vladimir Vapnik">Vladimir Vapnik</a>, applies the statistics of support vectors, developed in the support vector machines algorithm, to categorize unlabeled data.<sup class="noprint Inline-Template Template-Fact" style="white-space:nowrap;">&#91;<i><a href="/wiki/Wikipedia:Citation_needed" title="Wikipedia:Citation needed"><span title="This claim needs references to reliable sources. (March 2018)">citation needed</span></a></i>&#93;</sup> These data sets require <a href="/wiki/Unsupervised_learning" title="Unsupervised learning">unsupervised learning</a> approaches, which attempt to find natural <a href="/wiki/Cluster_analysis" title="Cluster analysis">clustering of the data</a> into groups, and then to map new data according to these clusters. </p><p>The popularity of SVMs is likely due to their amenability to theoretical analysis, and their flexibility in being applied to a wide variety of tasks, including <a href="/wiki/Structured_prediction" title="Structured prediction">structured prediction</a> problems. It is not clear that SVMs have better predictive performance than other linear models, such as <a href="/wiki/Logistic_regression" title="Logistic regression">logistic regression</a> and <a href="/wiki/Linear_regression" title="Linear regression">linear regression</a>.<sup class="noprint Inline-Template Template-Fact" style="white-space:nowrap;">&#91;<i><a href="/wiki/Wikipedia:Citation_needed" title="Wikipedia:Citation needed"><span title="This claim needs references to reliable sources. (December 2023)">citation needed</span></a></i>&#93;</sup> </p> <meta property="mw:PageProp/toc" /> <div class="mw-heading mw-heading2"><h2 id="Motivation">Motivation</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=1" title="Edit section: Motivation"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <figure class="mw-default-size mw-halign-right" typeof="mw:File/Thumb"><a href="/wiki/File:Svm_separating_hyperplanes_(SVG).svg" class="mw-file-description"><img src="//upload.wikimedia.org/wikipedia/commons/thumb/b/b5/Svm_separating_hyperplanes_%28SVG%29.svg/220px-Svm_separating_hyperplanes_%28SVG%29.svg.png" decoding="async" width="220" height="190" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/b/b5/Svm_separating_hyperplanes_%28SVG%29.svg/330px-Svm_separating_hyperplanes_%28SVG%29.svg.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/b/b5/Svm_separating_hyperplanes_%28SVG%29.svg/440px-Svm_separating_hyperplanes_%28SVG%29.svg.png 2x" data-file-width="512" data-file-height="443" /></a><figcaption>H<sub>1</sub> does not separate the classes. H<sub>2</sub> does, but only with a small margin. H<sub>3</sub> separates them with the maximal margin.</figcaption></figure> <p><a href="/wiki/Statistical_classification" title="Statistical classification">Classifying data</a> is a common task in <a href="/wiki/Machine_learning" title="Machine learning">machine learning</a>. Suppose some given data points each belong to one of two classes, and the goal is to decide which class a <i>new</i> <a href="/wiki/Data_point" class="mw-redirect" title="Data point">data point</a> will be in. In the case of support vector machines, a data point is viewed as a <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/81eac1e205430d1f40810df36a0edffdc367af36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:1.259ex; height:2.009ex;" alt="{\displaystyle p}"></span>-dimensional vector (a list of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/81eac1e205430d1f40810df36a0edffdc367af36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:1.259ex; height:2.009ex;" alt="{\displaystyle p}"></span> numbers), and we want to know whether we can separate such points with a <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (p-1)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mi>p</mi> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (p-1)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ac90749c06d21ccfffb53161ea2ef2a9d7ef4e7e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.982ex; height:2.843ex;" alt="{\displaystyle (p-1)}"></span>-dimensional <a href="/wiki/Hyperplane" title="Hyperplane">hyperplane</a>. This is called a <a href="/wiki/Linear_classifier" title="Linear classifier">linear classifier</a>. There are many hyperplanes that might classify the data. One reasonable choice as the best hyperplane is the one that represents the largest separation, or <a href="/wiki/Margin_(machine_learning)" title="Margin (machine learning)">margin</a>, between the two classes. So we choose the hyperplane so that the distance from it to the nearest data point on each side is maximized. If such a hyperplane exists, it is known as the <i><a href="/wiki/Maximum-margin_hyperplane" class="mw-redirect" title="Maximum-margin hyperplane">maximum-margin hyperplane</a></i> and the linear classifier it defines is known as a <i>maximum-<a href="/wiki/Margin_classifier" title="Margin classifier">margin classifier</a></i>; or equivalently, the <i><a href="/wiki/Perceptron#Convergence" title="Perceptron">perceptron of optimal stability</a></i>.<sup class="noprint Inline-Template Template-Fact" style="white-space:nowrap;">&#91;<i><a href="/wiki/Wikipedia:Citation_needed" title="Wikipedia:Citation needed"><span title="This claim needs references to reliable sources. (June 2013)">citation needed</span></a></i>&#93;</sup> </p><p>More formally, a support vector machine constructs a <a href="/wiki/Hyperplane" title="Hyperplane">hyperplane</a> or set of hyperplanes in a high or infinite-dimensional space, which can be used for <a href="/wiki/Statistical_classification" title="Statistical classification">classification</a>, <a href="/wiki/Regression_analysis" title="Regression analysis">regression</a>, or other tasks like outliers detection.<sup id="cite_ref-5" class="reference"><a href="#cite_note-5"><span class="cite-bracket">&#91;</span>5<span class="cite-bracket">&#93;</span></a></sup> Intuitively, a good separation is achieved by the hyperplane that has the largest distance to the nearest training-data point of any class (so-called functional margin), since in general the larger the margin, the lower the <a href="/wiki/Generalization_error" title="Generalization error">generalization error</a> of the classifier.<sup id="cite_ref-6" class="reference"><a href="#cite_note-6"><span class="cite-bracket">&#91;</span>6<span class="cite-bracket">&#93;</span></a></sup> A lower <a href="/wiki/Generalization_error" title="Generalization error">generalization error</a> means that the implementer is less likely to experience <a href="/wiki/Overfitting" title="Overfitting">overfitting</a>. </p> <figure class="mw-default-size" typeof="mw:File/Thumb"><a href="/wiki/File:Kernel_Machine.svg" class="mw-file-description"><img src="//upload.wikimedia.org/wikipedia/commons/thumb/f/fe/Kernel_Machine.svg/220px-Kernel_Machine.svg.png" decoding="async" width="220" height="100" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/f/fe/Kernel_Machine.svg/330px-Kernel_Machine.svg.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/f/fe/Kernel_Machine.svg/440px-Kernel_Machine.svg.png 2x" data-file-width="512" data-file-height="233" /></a><figcaption>Kernel machine</figcaption></figure> <p>Whereas the original problem may be stated in a finite-dimensional space, it often happens that the sets to discriminate are not <a href="/wiki/Linear_separability" title="Linear separability">linearly separable</a> in that space. For this reason, it was proposed<sup id="cite_ref-ReferenceA_7-0" class="reference"><a href="#cite_note-ReferenceA-7"><span class="cite-bracket">&#91;</span>7<span class="cite-bracket">&#93;</span></a></sup> that the original finite-dimensional space be mapped into a much higher-dimensional space, presumably making the separation easier in that space. To keep the computational load reasonable, the mappings used by SVM schemes are designed to ensure that <a href="/wiki/Dot_product" title="Dot product">dot products</a> of pairs of input data vectors may be computed easily in terms of the variables in the original space, by defining them in terms of a <a href="/wiki/Positive-definite_kernel" title="Positive-definite kernel">kernel function</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k(x,y)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>,</mo> <mi>y</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k(x,y)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7d18e060406f195657b2151490ca3d491f7a7ce0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.54ex; height:2.843ex;" alt="{\displaystyle k(x,y)}"></span> selected to suit the problem.<sup id="cite_ref-8" class="reference"><a href="#cite_note-8"><span class="cite-bracket">&#91;</span>8<span class="cite-bracket">&#93;</span></a></sup> The hyperplanes in the higher-dimensional space are defined as the set of points whose dot product with a vector in that space is constant, where such a set of vectors is an orthogonal (and thus minimal) set of vectors that defines a hyperplane. The vectors defining the hyperplanes can be chosen to be linear combinations with parameters <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \alpha _{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x03B1;<!-- α --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \alpha _{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3b1fb627423abe4988b7ed88d4920bf1ec074790" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.287ex; height:2.009ex;" alt="{\displaystyle \alpha _{i}}"></span> of images of <a href="/wiki/Feature_vector" class="mw-redirect" title="Feature vector">feature vectors</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e87000dd6142b81d041896a30fe58f0c3acb2158" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.129ex; height:2.009ex;" alt="{\displaystyle x_{i}}"></span> that occur in the data base. With this choice of a hyperplane, the points <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87f9e315fd7e2ba406057a97300593c4802b53e4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}"></span> in the <a href="/wiki/Feature_space" class="mw-redirect" title="Feature space">feature space</a> that are mapped into the hyperplane are defined by the relation <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \textstyle \sum _{i}\alpha _{i}k(x_{i},x)={\text{constant}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mstyle displaystyle="false" scriptlevel="0"> <munder> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </munder> <msub> <mi>&#x03B1;<!-- α --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mi>k</mi> <mo stretchy="false">(</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mtext>constant</mtext> </mrow> <mo>.</mo> </mstyle> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \textstyle \sum _{i}\alpha _{i}k(x_{i},x)={\text{constant}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a6f34ab5c46f89828183543c7ec44942e5cc3cff" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:25.855ex; height:3.009ex;" alt="{\displaystyle \textstyle \sum _{i}\alpha _{i}k(x_{i},x)={\text{constant}}.}"></span> Note that if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k(x,y)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>,</mo> <mi>y</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k(x,y)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7d18e060406f195657b2151490ca3d491f7a7ce0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.54ex; height:2.843ex;" alt="{\displaystyle k(x,y)}"></span> becomes small as <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>y</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b8a6208ec717213d4317e666f1ae872e00620a0d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.155ex; height:2.009ex;" alt="{\displaystyle y}"></span> grows further away from <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87f9e315fd7e2ba406057a97300593c4802b53e4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}"></span>, each term in the sum measures the degree of closeness of the test point <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87f9e315fd7e2ba406057a97300593c4802b53e4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}"></span> to the corresponding data base point <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e87000dd6142b81d041896a30fe58f0c3acb2158" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.129ex; height:2.009ex;" alt="{\displaystyle x_{i}}"></span>. In this way, the sum of kernels above can be used to measure the relative nearness of each test point to the data points originating in one or the other of the sets to be discriminated. Note the fact that the set of points <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87f9e315fd7e2ba406057a97300593c4802b53e4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}"></span> mapped into any hyperplane can be quite convoluted as a result, allowing much more complex discrimination between sets that are not convex at all in the original space. </p> <div class="mw-heading mw-heading2"><h2 id="Applications">Applications</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=2" title="Edit section: Applications"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>SVMs can be used to solve various real-world problems: </p> <ul><li>SVMs are helpful in <a href="/wiki/Text_categorization" class="mw-redirect" title="Text categorization">text and hypertext categorization</a>, as their application can significantly reduce the need for labeled training instances in both the standard inductive and <a href="/wiki/Transduction_(machine_learning)" title="Transduction (machine learning)">transductive</a> settings.<sup id="cite_ref-9" class="reference"><a href="#cite_note-9"><span class="cite-bracket">&#91;</span>9<span class="cite-bracket">&#93;</span></a></sup> Some methods for <a href="/wiki/Shallow_semantic_parsing" class="mw-redirect" title="Shallow semantic parsing">shallow semantic parsing</a> are based on support vector machines.<sup id="cite_ref-10" class="reference"><a href="#cite_note-10"><span class="cite-bracket">&#91;</span>10<span class="cite-bracket">&#93;</span></a></sup></li> <li><a href="/wiki/Image_classification" class="mw-redirect" title="Image classification">Classification of images</a> can also be performed using SVMs. Experimental results show that SVMs achieve significantly higher search accuracy than traditional query refinement schemes after just three to four rounds of relevance feedback. This is also true for <a href="/wiki/Image_segmentation" title="Image segmentation">image segmentation</a> systems, including those using a modified version SVM that uses the privileged approach as suggested by Vapnik.<sup id="cite_ref-11" class="reference"><a href="#cite_note-11"><span class="cite-bracket">&#91;</span>11<span class="cite-bracket">&#93;</span></a></sup><sup id="cite_ref-12" class="reference"><a href="#cite_note-12"><span class="cite-bracket">&#91;</span>12<span class="cite-bracket">&#93;</span></a></sup></li> <li>Classification of satellite data like <a href="/wiki/Synthetic-aperture_radar" title="Synthetic-aperture radar">SAR</a> data using supervised SVM.<sup id="cite_ref-13" class="reference"><a href="#cite_note-13"><span class="cite-bracket">&#91;</span>13<span class="cite-bracket">&#93;</span></a></sup></li> <li>Hand-written characters can be <a href="/wiki/Handwriting_recognition" title="Handwriting recognition">recognized</a> using SVM.<sup id="cite_ref-14" class="reference"><a href="#cite_note-14"><span class="cite-bracket">&#91;</span>14<span class="cite-bracket">&#93;</span></a></sup><sup id="cite_ref-15" class="reference"><a href="#cite_note-15"><span class="cite-bracket">&#91;</span>15<span class="cite-bracket">&#93;</span></a></sup></li> <li>The SVM algorithm has been widely applied in the biological and other sciences. They have been used to classify proteins with up to 90% of the compounds classified correctly. <a href="/wiki/Permutation_test" title="Permutation test">Permutation tests</a> based on SVM weights have been suggested as a mechanism for interpretation of SVM models.<sup id="cite_ref-16" class="reference"><a href="#cite_note-16"><span class="cite-bracket">&#91;</span>16<span class="cite-bracket">&#93;</span></a></sup><sup id="cite_ref-17" class="reference"><a href="#cite_note-17"><span class="cite-bracket">&#91;</span>17<span class="cite-bracket">&#93;</span></a></sup> Support vector machine weights have also been used to interpret SVM models in the past.<sup id="cite_ref-18" class="reference"><a href="#cite_note-18"><span class="cite-bracket">&#91;</span>18<span class="cite-bracket">&#93;</span></a></sup> Posthoc interpretation of support vector machine models in order to identify features used by the model to make predictions is a relatively new area of research with special significance in the biological sciences.</li></ul> <div class="mw-heading mw-heading2"><h2 id="History">History</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=3" title="Edit section: History"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The original SVM algorithm was invented by <a href="/wiki/Vladimir_N._Vapnik" class="mw-redirect" title="Vladimir N. Vapnik">Vladimir N. Vapnik</a> and <a href="/wiki/Alexey_Chervonenkis" title="Alexey Chervonenkis">Alexey Ya. Chervonenkis</a> in 1964.<sup class="noprint Inline-Template Template-Fact" style="white-space:nowrap;">&#91;<i><a href="/wiki/Wikipedia:Citation_needed" title="Wikipedia:Citation needed"><span title="This claim needs references to reliable sources. (March 2022)">citation needed</span></a></i>&#93;</sup> In 1992, Bernhard Boser, <a href="/wiki/Isabelle_Guyon" title="Isabelle Guyon">Isabelle Guyon</a> and <a href="/wiki/Vladimir_Vapnik" title="Vladimir Vapnik">Vladimir Vapnik</a> suggested a way to create nonlinear classifiers by applying the <a href="/wiki/Kernel_trick" class="mw-redirect" title="Kernel trick">kernel trick</a> to maximum-margin hyperplanes.<sup id="cite_ref-ReferenceA_7-1" class="reference"><a href="#cite_note-ReferenceA-7"><span class="cite-bracket">&#91;</span>7<span class="cite-bracket">&#93;</span></a></sup> The "soft margin" incarnation, as is commonly used in software packages, was proposed by <a href="/wiki/Corinna_Cortes" title="Corinna Cortes">Corinna Cortes</a> and Vapnik in 1993 and published in 1995.<sup id="cite_ref-CorinnaCortes_1-2" class="reference"><a href="#cite_note-CorinnaCortes-1"><span class="cite-bracket">&#91;</span>1<span class="cite-bracket">&#93;</span></a></sup> </p> <div class="mw-heading mw-heading2"><h2 id="Linear_SVM">Linear SVM</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=4" title="Edit section: Linear SVM"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <figure typeof="mw:File/Thumb"><a href="/wiki/File:SVM_margin.png" class="mw-file-description"><img alt="" src="//upload.wikimedia.org/wikipedia/commons/thumb/7/72/SVM_margin.png/300px-SVM_margin.png" decoding="async" width="300" height="292" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/7/72/SVM_margin.png/450px-SVM_margin.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/7/72/SVM_margin.png/600px-SVM_margin.png 2x" data-file-width="2155" data-file-height="2094" /></a><figcaption>Maximum-margin hyperplane and margins for an SVM trained with samples from two classes. Samples on the margin are called the support vectors.</figcaption></figure> <p>We are given a training dataset of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a601995d55609f2d9f5e233e36fbe9ea26011b3b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}"></span> points of the form <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (\mathbf {x} _{1},y_{1}),\ldots ,(\mathbf {x} _{n},y_{n}),}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>,</mo> <mo>&#x2026;<!-- … --></mo> <mo>,</mo> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo>,</mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (\mathbf {x} _{1},y_{1}),\ldots ,(\mathbf {x} _{n},y_{n}),}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3851f21b1d94ed988a19e869b7993ae18296837c" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:21.157ex; height:2.843ex;" alt="{\displaystyle (\mathbf {x} _{1},y_{1}),\ldots ,(\mathbf {x} _{n},y_{n}),}"></span> where the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/67d30d30b6c2dbe4d6f150d699de040937ecc95f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.939ex; height:2.009ex;" alt="{\displaystyle y_{i}}"></span> are either 1 or −1, each indicating the class to which the point <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} _{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} _{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/57d2ef3df60acdb53bdf90535264041fea7231cd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.211ex; height:2.009ex;" alt="{\displaystyle \mathbf {x} _{i}}"></span> belongs. Each <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} _{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} _{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/57d2ef3df60acdb53bdf90535264041fea7231cd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.211ex; height:2.009ex;" alt="{\displaystyle \mathbf {x} _{i}}"></span> is a <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/81eac1e205430d1f40810df36a0edffdc367af36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:1.259ex; height:2.009ex;" alt="{\displaystyle p}"></span>-dimensional <a href="/wiki/Real_number" title="Real number">real</a> vector. We want to find the "maximum-margin hyperplane" that divides the group of points <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} _{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} _{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/57d2ef3df60acdb53bdf90535264041fea7231cd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.211ex; height:2.009ex;" alt="{\displaystyle \mathbf {x} _{i}}"></span> for which <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y_{i}=1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>=</mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y_{i}=1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/13864bfc60110b9306a50b300d2d72b22fa1e371" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:6.2ex; height:2.509ex;" alt="{\displaystyle y_{i}=1}"></span> from the group of points for which <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y_{i}=-1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>=</mo> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y_{i}=-1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ba5a48e97f8d3c62221dc8eceb13d7c1a66ea89a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:8.008ex; height:2.509ex;" alt="{\displaystyle y_{i}=-1}"></span>, which is defined so that the distance between the hyperplane and the nearest point <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} _{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} _{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/57d2ef3df60acdb53bdf90535264041fea7231cd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.211ex; height:2.009ex;" alt="{\displaystyle \mathbf {x} _{i}}"></span> from either group is maximized. </p><p>Any <a href="/wiki/Hyperplane" title="Hyperplane">hyperplane</a> can be written as the set of points <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/32adf004df5eb0a8c7fd8c0b6b7405183c5a5ef2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.411ex; height:1.676ex;" alt="{\displaystyle \mathbf {x} }"></span> satisfying <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} -b=0,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo>=</mo> <mn>0</mn> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} -b=0,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/25fc9adce0ffd096592cc24d4d6a58eca8d72dd0" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:13.439ex; height:3.009ex;" alt="{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} -b=0,}"></span> where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {w} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {w} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/20795664b5b048744a2fd88977851104cc5816f8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.931ex; height:1.676ex;" alt="{\displaystyle \mathbf {w} }"></span> is the (not necessarily normalized) <a href="/wiki/Normal_(geometry)" title="Normal (geometry)">normal vector</a> to the hyperplane. This is much like <a href="/wiki/Hesse_normal_form" title="Hesse normal form">Hesse normal form</a>, except that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {w} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {w} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/20795664b5b048744a2fd88977851104cc5816f8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.931ex; height:1.676ex;" alt="{\displaystyle \mathbf {w} }"></span> is not necessarily a unit vector. The parameter <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\tfrac {b}{\|\mathbf {w} \|}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mfrac> <mi>b</mi> <mrow> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> </mrow> </mfrac> </mstyle> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\tfrac {b}{\|\mathbf {w} \|}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/905afdc8c606dc1629d3145153f18b30f8d1cead" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.838ex; width:3.846ex; height:4.343ex;" alt="{\displaystyle {\tfrac {b}{\|\mathbf {w} \|}}}"></span> determines the offset of the hyperplane from the origin along the normal vector <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {w} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {w} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/20795664b5b048744a2fd88977851104cc5816f8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.931ex; height:1.676ex;" alt="{\displaystyle \mathbf {w} }"></span>. </p><p>Warning: most of the literature on the subject defines the bias so that <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} +b=0.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>+</mo> <mi>b</mi> <mo>=</mo> <mn>0.</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} +b=0.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/02050652c3997d41fd957dd8c20fa9a33304da1f" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:13.439ex; height:2.843ex;" alt="{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} +b=0.}"></span> </p> <div class="mw-heading mw-heading3"><h3 id="Hard-margin">Hard-margin</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=5" title="Edit section: Hard-margin"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>If the training data is <a href="/wiki/Linearly_separable" class="mw-redirect" title="Linearly separable">linearly separable</a>, we can select two parallel hyperplanes that separate the two classes of data, so that the distance between them is as large as possible. The region bounded by these two hyperplanes is called the "margin", and the maximum-margin hyperplane is the hyperplane that lies halfway between them. With a normalized or standardized dataset, these hyperplanes can be described by the equations </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} -b=1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo>=</mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} -b=1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/93dcc30fa2db57f0ea6786dbf52359140ee95e0a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:12.793ex; height:2.843ex;" alt="{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} -b=1}"></span> (anything on or above this boundary is of one class, with label 1)</dd></dl> <p>and </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} -b=-1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo>=</mo> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} -b=-1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3447b9ee30d70638aa895dca267f4a476e3aaf45" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:14.601ex; height:2.843ex;" alt="{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} -b=-1}"></span> (anything on or below this boundary is of the other class, with label −1).</dd></dl> <p>Geometrically, the distance between these two hyperplanes is <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\tfrac {2}{\|\mathbf {w} \|}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mfrac> <mn>2</mn> <mrow> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> </mrow> </mfrac> </mstyle> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\tfrac {2}{\|\mathbf {w} \|}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d9e7c92a256c5f7e31b06e7a547eb431f863000d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.838ex; width:3.846ex; height:4.176ex;" alt="{\displaystyle {\tfrac {2}{\|\mathbf {w} \|}}}"></span>,<sup id="cite_ref-19" class="reference"><a href="#cite_note-19"><span class="cite-bracket">&#91;</span>19<span class="cite-bracket">&#93;</span></a></sup> so to maximize the distance between the planes we want to minimize <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \|\mathbf {w} \|}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \|\mathbf {w} \|}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/16826300cd1c90dfa25572e6a1b3f3f5239557b7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.256ex; height:2.843ex;" alt="{\displaystyle \|\mathbf {w} \|}"></span>. The distance is computed using the <a href="/wiki/Distance_from_a_point_to_a_plane" title="Distance from a point to a plane">distance from a point to a plane</a> equation. We also have to prevent data points from falling into the margin, we add the following constraint: for each <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle i}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>i</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle i}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/add78d8608ad86e54951b8c8bd6c8d8416533d20" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.802ex; height:2.176ex;" alt="{\displaystyle i}"></span> either <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b\geq 1\,,{\text{ if }}y_{i}=1,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo>&#x2265;<!-- ≥ --></mo> <mn>1</mn> <mspace width="thinmathspace" /> <mo>,</mo> <mrow class="MJX-TeXAtom-ORD"> <mtext>&#xA0;if&#xA0;</mtext> </mrow> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>=</mo> <mn>1</mn> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b\geq 1\,,{\text{ if }}y_{i}=1,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/293ad9400f667cfa7b1ba4891ba586ba1f95b63e" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:24.38ex; height:3.009ex;" alt="{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b\geq 1\,,{\text{ if }}y_{i}=1,}"></span> or <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b\leq -1\,,{\text{ if }}y_{i}=-1.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo>&#x2264;<!-- ≤ --></mo> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> <mspace width="thinmathspace" /> <mo>,</mo> <mrow class="MJX-TeXAtom-ORD"> <mtext>&#xA0;if&#xA0;</mtext> </mrow> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>=</mo> <mo>&#x2212;<!-- − --></mo> <mn>1.</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b\leq -1\,,{\text{ if }}y_{i}=-1.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4b81be87ecd083b666d1b41b70957e9e7a55b07f" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:27.996ex; height:3.009ex;" alt="{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b\leq -1\,,{\text{ if }}y_{i}=-1.}"></span> These constraints state that each data point must lie on the correct side of the margin. </p><p>This can be rewritten as </p> <table role="presentation" style="border-collapse:collapse; margin:0 0 0 0em; border:none;"><tbody><tr><td style="vertical-align:middle; border:none; padding:0;" class="nowrap"><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\geq 1,\quad {\text{ for all }}1\leq i\leq n.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo stretchy="false">)</mo> <mo>&#x2265;<!-- ≥ --></mo> <mn>1</mn> <mo>,</mo> <mspace width="1em" /> <mrow class="MJX-TeXAtom-ORD"> <mtext>&#xA0;for all&#xA0;</mtext> </mrow> <mn>1</mn> <mo>&#x2264;<!-- ≤ --></mo> <mi>i</mi> <mo>&#x2264;<!-- ≤ --></mo> <mi>n</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\geq 1,\quad {\text{ for all }}1\leq i\leq n.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/446cac631a589ab146d02768ff1b6181237705a4" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:37.884ex; height:3.176ex;" alt="{\displaystyle y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\geq 1,\quad {\text{ for all }}1\leq i\leq n.}"></span></td> <td style="vertical-align:middle; width:99%; border:none; padding:0;"></td> <td style="vertical-align:middle; border:none; padding:0;" class="nowrap"><b>(<span id="math_1" class="reference nourlexpansion" style="font-weight:bold;">1</span>)</b></td></tr></tbody></table> <p>We can put this together to get the optimization problem: </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}&amp;{\underset {\mathbf {w} ,\;b}{\operatorname {minimize} }}&amp;&amp;{\frac {1}{2}}\|\mathbf {w} \|^{2}\\&amp;{\text{subject to}}&amp;&amp;y_{i}(\mathbf {w} ^{\top }\mathbf {x} _{i}-b)\geq 1\quad \forall i\in \{1,\dots ,n\}\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd /> <mtd> <mrow class="MJX-TeXAtom-ORD"> <munder> <mi>minimize</mi> <mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mo>,</mo> <mspace width="thickmathspace" /> <mi>b</mi> </mrow> </munder> </mrow> </mtd> <mtd /> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </mrow> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <msup> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mtd> </mtr> <mtr> <mtd /> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>subject to</mtext> </mrow> </mtd> <mtd /> <mtd> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">&#x22A4;<!-- ⊤ --></mi> </mrow> </msup> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo stretchy="false">)</mo> <mo>&#x2265;<!-- ≥ --></mo> <mn>1</mn> <mspace width="1em" /> <mi mathvariant="normal">&#x2200;<!-- ∀ --></mi> <mi>i</mi> <mo>&#x2208;<!-- ∈ --></mo> <mo fence="false" stretchy="false">{</mo> <mn>1</mn> <mo>,</mo> <mo>&#x2026;<!-- … --></mo> <mo>,</mo> <mi>n</mi> <mo fence="false" stretchy="false">}</mo> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}&amp;{\underset {\mathbf {w} ,\;b}{\operatorname {minimize} }}&amp;&amp;{\frac {1}{2}}\|\mathbf {w} \|^{2}\\&amp;{\text{subject to}}&amp;&amp;y_{i}(\mathbf {w} ^{\top }\mathbf {x} _{i}-b)\geq 1\quad \forall i\in \{1,\dots ,n\}\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5864d6dee2beaf117b56da17c6f47e3e54d2b7d7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.704ex; margin-bottom: -0.301ex; width:50.045ex; height:9.176ex;" alt="{\displaystyle {\begin{aligned}&amp;{\underset {\mathbf {w} ,\;b}{\operatorname {minimize} }}&amp;&amp;{\frac {1}{2}}\|\mathbf {w} \|^{2}\\&amp;{\text{subject to}}&amp;&amp;y_{i}(\mathbf {w} ^{\top }\mathbf {x} _{i}-b)\geq 1\quad \forall i\in \{1,\dots ,n\}\end{aligned}}}"></span> </p><p>The <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {w} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {w} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/20795664b5b048744a2fd88977851104cc5816f8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.931ex; height:1.676ex;" alt="{\displaystyle \mathbf {w} }"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle b}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>b</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle b}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f11423fbb2e967f986e36804a8ae4271734917c3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.998ex; height:2.176ex;" alt="{\displaystyle b}"></span> that solve this problem determine the final classifier, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} \mapsto \operatorname {sgn}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} -b)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">&#x21A6;<!-- ↦ --></mo> <mi>sgn</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} \mapsto \operatorname {sgn}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} -b)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7383ad6f1f176a758e6d8fcd8b9bae95d95a2887" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:18.737ex; height:3.176ex;" alt="{\displaystyle \mathbf {x} \mapsto \operatorname {sgn}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} -b)}"></span>, where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {sgn}(\cdot )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>sgn</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mo>&#x22C5;<!-- ⋅ --></mo> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {sgn}(\cdot )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3d470ff7790cfdb63cfeed4bb4cb8367146e9ae5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.827ex; height:2.843ex;" alt="{\displaystyle \operatorname {sgn}(\cdot )}"></span> is the <a href="/wiki/Sign_function" title="Sign function">sign function</a>. </p><p>An important consequence of this geometric description is that the max-margin hyperplane is completely determined by those <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} _{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} _{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/57d2ef3df60acdb53bdf90535264041fea7231cd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.211ex; height:2.009ex;" alt="{\displaystyle \mathbf {x} _{i}}"></span> that lie nearest to it (explained below). These <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} _{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} _{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/57d2ef3df60acdb53bdf90535264041fea7231cd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.211ex; height:2.009ex;" alt="{\displaystyle \mathbf {x} _{i}}"></span> are called <i>support vectors</i>.<span class="anchor" id="Support_vectors"></span> </p> <div class="mw-heading mw-heading3"><h3 id="Soft-margin">Soft-margin</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=6" title="Edit section: Soft-margin"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>To extend SVM to cases in which the data are not linearly separable, the <i><a href="/wiki/Hinge_loss" title="Hinge loss">hinge loss</a></i> function is helpful <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \max \left(0,1-y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\right).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo movablelimits="true" form="prefix">max</mo> <mrow> <mo>(</mo> <mrow> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo stretchy="false">)</mo> </mrow> <mo>)</mo> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \max \left(0,1-y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\right).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a3ff19421060aed95bddead6de77743d48a67303" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:27.155ex; height:3.343ex;" alt="{\displaystyle \max \left(0,1-y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\right).}"></span> </p><p>Note that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/67d30d30b6c2dbe4d6f150d699de040937ecc95f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.939ex; height:2.009ex;" alt="{\displaystyle y_{i}}"></span> is the <i>i</i>-th target (i.e., in this case, 1 or −1), and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bb10a3e93a7905dc61c06ad6b9c7d41625ad1918" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:9.331ex; height:3.009ex;" alt="{\displaystyle \mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b}"></span> is the <i>i</i>-th output. </p><p>This function is zero if the constraint in <b><a href="#math_1">(1)</a></b> is satisfied, in other words, if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} _{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} _{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/57d2ef3df60acdb53bdf90535264041fea7231cd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.211ex; height:2.009ex;" alt="{\displaystyle \mathbf {x} _{i}}"></span> lies on the correct side of the margin. For data on the wrong side of the margin, the function's value is proportional to the distance from the margin. </p><p>The goal of the optimization then is to minimize: </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lVert \mathbf {w} \rVert ^{2}+C\left[{\frac {1}{n}}\sum _{i=1}^{n}\max \left(0,1-y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\right)\right],}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <msup> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>+</mo> <mi>C</mi> <mrow> <mo>[</mo> <mrow> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </mrow> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <mo movablelimits="true" form="prefix">max</mo> <mrow> <mo>(</mo> <mrow> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo stretchy="false">)</mo> </mrow> <mo>)</mo> </mrow> </mrow> <mo>]</mo> </mrow> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lVert \mathbf {w} \rVert ^{2}+C\left[{\frac {1}{n}}\sum _{i=1}^{n}\max \left(0,1-y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\right)\right],}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b5dc624654eef8f3a8994da013e19dd98774e28f" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:46.53ex; height:7.509ex;" alt="{\displaystyle \lVert \mathbf {w} \rVert ^{2}+C\left[{\frac {1}{n}}\sum _{i=1}^{n}\max \left(0,1-y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\right)\right],}"></span> </p><p>where the parameter <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle C&gt;0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>C</mi> <mo>&gt;</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle C&gt;0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c84d4126c6df243734f9355927c026df6b0d3859" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:6.027ex; height:2.176ex;" alt="{\displaystyle C&gt;0}"></span> determines the trade-off between increasing the margin size and ensuring that the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} _{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} _{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/57d2ef3df60acdb53bdf90535264041fea7231cd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.211ex; height:2.009ex;" alt="{\displaystyle \mathbf {x} _{i}}"></span> lie on the correct side of the margin (Note we can add a weight to either term in the equation above). By deconstructing the hinge loss, this optimization problem can be massaged into the following: </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}&amp;{\underset {\mathbf {w} ,\;b,\;\mathbf {\zeta } }{\operatorname {minimize} }}&amp;&amp;\|\mathbf {w} \|_{2}^{2}+C\sum _{i=1}^{n}\zeta _{i}\\&amp;{\text{subject to}}&amp;&amp;y_{i}(\mathbf {w} ^{\top }\mathbf {x} _{i}-b)\geq 1-\zeta _{i},\quad \zeta _{i}\geq 0\quad \forall i\in \{1,\dots ,n\}\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd /> <mtd> <mrow class="MJX-TeXAtom-ORD"> <munder> <mi>minimize</mi> <mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mo>,</mo> <mspace width="thickmathspace" /> <mi>b</mi> <mo>,</mo> <mspace width="thickmathspace" /> <mrow class="MJX-TeXAtom-ORD"> <mi>&#x03B6;<!-- ζ --></mi> </mrow> </mrow> </munder> </mrow> </mtd> <mtd /> <mtd> <mi></mi> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <msubsup> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <mo>+</mo> <mi>C</mi> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>&#x03B6;<!-- ζ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mtd> </mtr> <mtr> <mtd /> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>subject to</mtext> </mrow> </mtd> <mtd /> <mtd> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">&#x22A4;<!-- ⊤ --></mi> </mrow> </msup> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo stretchy="false">)</mo> <mo>&#x2265;<!-- ≥ --></mo> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <msub> <mi>&#x03B6;<!-- ζ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <mspace width="1em" /> <msub> <mi>&#x03B6;<!-- ζ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2265;<!-- ≥ --></mo> <mn>0</mn> <mspace width="1em" /> <mi mathvariant="normal">&#x2200;<!-- ∀ --></mi> <mi>i</mi> <mo>&#x2208;<!-- ∈ --></mo> <mo fence="false" stretchy="false">{</mo> <mn>1</mn> <mo>,</mo> <mo>&#x2026;<!-- … --></mo> <mo>,</mo> <mi>n</mi> <mo fence="false" stretchy="false">}</mo> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}&amp;{\underset {\mathbf {w} ,\;b,\;\mathbf {\zeta } }{\operatorname {minimize} }}&amp;&amp;\|\mathbf {w} \|_{2}^{2}+C\sum _{i=1}^{n}\zeta _{i}\\&amp;{\text{subject to}}&amp;&amp;y_{i}(\mathbf {w} ^{\top }\mathbf {x} _{i}-b)\geq 1-\zeta _{i},\quad \zeta _{i}\geq 0\quad \forall i\in \{1,\dots ,n\}\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5dc1df921ad8a6eb065617d4445a697dabf323fc" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -4.505ex; width:64.139ex; height:10.176ex;" alt="{\displaystyle {\begin{aligned}&amp;{\underset {\mathbf {w} ,\;b,\;\mathbf {\zeta } }{\operatorname {minimize} }}&amp;&amp;\|\mathbf {w} \|_{2}^{2}+C\sum _{i=1}^{n}\zeta _{i}\\&amp;{\text{subject to}}&amp;&amp;y_{i}(\mathbf {w} ^{\top }\mathbf {x} _{i}-b)\geq 1-\zeta _{i},\quad \zeta _{i}\geq 0\quad \forall i\in \{1,\dots ,n\}\end{aligned}}}"></span> </p><p>Thus, for large values of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle C}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>C</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle C}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4fc55753007cd3c18576f7933f6f089196732029" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.766ex; height:2.176ex;" alt="{\displaystyle C}"></span>, it will behave similar to the hard-margin SVM, if the input data are linearly classifiable, but will still learn if a classification rule is viable or not. </p> <div class="mw-heading mw-heading2"><h2 id="Nonlinear_kernels">Nonlinear kernels</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=7" title="Edit section: Nonlinear kernels"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <figure class="mw-default-size" typeof="mw:File/Thumb"><a href="/wiki/File:Kernel_Machine.svg" class="mw-file-description"><img src="//upload.wikimedia.org/wikipedia/commons/thumb/f/fe/Kernel_Machine.svg/220px-Kernel_Machine.svg.png" decoding="async" width="220" height="100" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/f/fe/Kernel_Machine.svg/330px-Kernel_Machine.svg.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/f/fe/Kernel_Machine.svg/440px-Kernel_Machine.svg.png 2x" data-file-width="512" data-file-height="233" /></a><figcaption>Kernel machine</figcaption></figure> <p>The original maximum-margin hyperplane algorithm proposed by Vapnik in 1963 constructed a <a href="/wiki/Linear_classifier" title="Linear classifier">linear classifier</a>. However, in 1992, <a href="/w/index.php?title=Bernhard_Boser&amp;action=edit&amp;redlink=1" class="new" title="Bernhard Boser (page does not exist)">Bernhard Boser</a>, <a href="/wiki/Isabelle_Guyon" title="Isabelle Guyon">Isabelle Guyon</a> and <a href="/wiki/Vladimir_Vapnik" title="Vladimir Vapnik">Vladimir Vapnik</a> suggested a way to create nonlinear classifiers by applying the <a href="/wiki/Kernel_trick" class="mw-redirect" title="Kernel trick">kernel trick</a> (originally proposed by Aizerman et al.<sup id="cite_ref-20" class="reference"><a href="#cite_note-20"><span class="cite-bracket">&#91;</span>20<span class="cite-bracket">&#93;</span></a></sup>) to maximum-margin hyperplanes.<sup id="cite_ref-ReferenceA_7-2" class="reference"><a href="#cite_note-ReferenceA-7"><span class="cite-bracket">&#91;</span>7<span class="cite-bracket">&#93;</span></a></sup> The kernel trick, where <a href="/wiki/Dot_product" title="Dot product">dot products</a> are replaced by kernels, is easily derived in the dual representation of the SVM problem. This allows the algorithm to fit the maximum-margin hyperplane in a transformed <a href="/wiki/Feature_space" class="mw-redirect" title="Feature space">feature space</a>. The transformation may be nonlinear and the transformed space high-dimensional; although the classifier is a hyperplane in the transformed feature space, it may be nonlinear in the original input space. </p><p>It is noteworthy that working in a higher-dimensional feature space increases the <a href="/wiki/Generalization_error" title="Generalization error">generalization error</a> of support vector machines, although given enough samples the algorithm still performs well.<sup id="cite_ref-21" class="reference"><a href="#cite_note-21"><span class="cite-bracket">&#91;</span>21<span class="cite-bracket">&#93;</span></a></sup> </p><p>Some common kernels include: </p> <ul><li><a href="/wiki/Homogeneous_polynomial" title="Homogeneous polynomial">Polynomial (homogeneous)</a>: <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k(\mathbf {x} _{i},\mathbf {x} _{j})=(\mathbf {x} _{i}\cdot \mathbf {x} _{j})^{d}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x22C5;<!-- ⋅ --></mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>d</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k(\mathbf {x} _{i},\mathbf {x} _{j})=(\mathbf {x} _{i}\cdot \mathbf {x} _{j})^{d}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6bf5a463f18d498ecd5a1dbad23c6a9cd5aefcac" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:20.796ex; height:3.343ex;" alt="{\displaystyle k(\mathbf {x} _{i},\mathbf {x} _{j})=(\mathbf {x} _{i}\cdot \mathbf {x} _{j})^{d}}"></span>. Particularly, when <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle d=1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>d</mi> <mo>=</mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle d=1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/958b426c5ace91d4fb7f5a3becd7b21dba288d50" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.477ex; height:2.176ex;" alt="{\displaystyle d=1}"></span>, this becomes the linear kernel.</li> <li><a href="/wiki/Polynomial_kernel" title="Polynomial kernel">Polynomial</a> (inhomogeneous): <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k(\mathbf {x} _{i},\mathbf {x} _{j})=(\mathbf {x} _{i}\cdot \mathbf {x} _{j}+r)^{d}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x22C5;<!-- ⋅ --></mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo>+</mo> <mi>r</mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>d</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k(\mathbf {x} _{i},\mathbf {x} _{j})=(\mathbf {x} _{i}\cdot \mathbf {x} _{j}+r)^{d}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1ae443fe0a081824fee0c2981f3315fc61c34f9d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:24.685ex; height:3.343ex;" alt="{\displaystyle k(\mathbf {x} _{i},\mathbf {x} _{j})=(\mathbf {x} _{i}\cdot \mathbf {x} _{j}+r)^{d}}"></span>.</li> <li>Gaussian <a href="/wiki/Radial_basis_function_kernel" title="Radial basis function kernel">radial basis function</a>: <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k(\mathbf {x} _{i},\mathbf {x} _{j})=\exp \left(-\gamma \left\|\mathbf {x} _{i}-\mathbf {x} _{j}\right\|^{2}\right)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <mi>exp</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mrow> <mo>(</mo> <mrow> <mo>&#x2212;<!-- − --></mo> <mi>&#x03B3;<!-- γ --></mi> <msup> <mrow> <mo symmetric="true">&#x2016;</mo> <mrow> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> </mrow> <mo symmetric="true">&#x2016;</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mrow> <mo>)</mo> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k(\mathbf {x} _{i},\mathbf {x} _{j})=\exp \left(-\gamma \left\|\mathbf {x} _{i}-\mathbf {x} _{j}\right\|^{2}\right)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5f77e4fc13db08ef81b79ca6e2c3d279ecdec38a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.838ex; width:31.834ex; height:4.843ex;" alt="{\displaystyle k(\mathbf {x} _{i},\mathbf {x} _{j})=\exp \left(-\gamma \left\|\mathbf {x} _{i}-\mathbf {x} _{j}\right\|^{2}\right)}"></span> for <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma &gt;0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03B3;<!-- γ --></mi> <mo>&gt;</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma &gt;0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/775a6435e4270cddf2cd7dcb486c20f7f4bb8cee" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.523ex; height:2.676ex;" alt="{\displaystyle \gamma &gt;0}"></span>. Sometimes parametrized using <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma =1/(2\sigma ^{2})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03B3;<!-- γ --></mi> <mo>=</mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mo stretchy="false">(</mo> <mn>2</mn> <msup> <mi>&#x03C3;<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma =1/(2\sigma ^{2})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/895cbf591da9a695ffd1daec88a86ae0e50e8079" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.042ex; height:3.176ex;" alt="{\displaystyle \gamma =1/(2\sigma ^{2})}"></span>.</li> <li><a href="/wiki/Sigmoid_function" title="Sigmoid function">Sigmoid function</a> (<a href="/wiki/Hyperbolic_tangent" class="mw-redirect" title="Hyperbolic tangent">Hyperbolic tangent</a>): <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k(\mathbf {x_{i}} ,\mathbf {x_{j}} )=\tanh(\kappa \mathbf {x} _{i}\cdot \mathbf {x} _{j}+c)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <msub> <mi mathvariant="bold">x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">i</mi> </mrow> </msub> </mrow> <mo>,</mo> <mrow class="MJX-TeXAtom-ORD"> <msub> <mi mathvariant="bold">x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">j</mi> </mrow> </msub> </mrow> <mo stretchy="false">)</mo> <mo>=</mo> <mi>tanh</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>&#x03BA;<!-- κ --></mi> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x22C5;<!-- ⋅ --></mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo>+</mo> <mi>c</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k(\mathbf {x_{i}} ,\mathbf {x_{j}} )=\tanh(\kappa \mathbf {x} _{i}\cdot \mathbf {x} _{j}+c)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/410bae228c88d942888ee20927f337918a4578f9" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:29.399ex; height:3.009ex;" alt="{\displaystyle k(\mathbf {x_{i}} ,\mathbf {x_{j}} )=\tanh(\kappa \mathbf {x} _{i}\cdot \mathbf {x} _{j}+c)}"></span> for some (not every) <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \kappa &gt;0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BA;<!-- κ --></mi> <mo>&gt;</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \kappa &gt;0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f2d8b6e1180bd22cf9e92b0295ede259cb80db64" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.6ex; height:2.176ex;" alt="{\displaystyle \kappa &gt;0}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle c&lt;0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>c</mi> <mo>&lt;</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle c&lt;0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/26a48dc798956117afd8c429c39886678c0e7204" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.268ex; height:2.176ex;" alt="{\displaystyle c&lt;0}"></span>.</li></ul> <p>The kernel is related to the transform <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \varphi (\mathbf {x} _{i})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03C6;<!-- φ --></mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \varphi (\mathbf {x} _{i})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/76218776e3a23ed7df619f158290314bbe6b800f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.54ex; height:2.843ex;" alt="{\displaystyle \varphi (\mathbf {x} _{i})}"></span> by the equation <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k(\mathbf {x} _{i},\mathbf {x} _{j})=\varphi (\mathbf {x} _{i})\cdot \varphi (\mathbf {x} _{j})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <mi>&#x03C6;<!-- φ --></mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>&#x22C5;<!-- ⋅ --></mo> <mi>&#x03C6;<!-- φ --></mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k(\mathbf {x} _{i},\mathbf {x} _{j})=\varphi (\mathbf {x} _{i})\cdot \varphi (\mathbf {x} _{j})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9bfee6115949f816688bf33929829d9dda810c9b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:24.554ex; height:3.009ex;" alt="{\displaystyle k(\mathbf {x} _{i},\mathbf {x} _{j})=\varphi (\mathbf {x} _{i})\cdot \varphi (\mathbf {x} _{j})}"></span>. The value <span class="texhtml"><b>w</b></span> is also in the transformed space, with <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle \mathbf {w} =\sum _{i}\alpha _{i}y_{i}\varphi (\mathbf {x} _{i})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mo>=</mo> <munder> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </munder> <msub> <mi>&#x03B1;<!-- α --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mi>&#x03C6;<!-- φ --></mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle \mathbf {w} =\sum _{i}\alpha _{i}y_{i}\varphi (\mathbf {x} _{i})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c137c44077af44fafda3a182628ab924d5cedde7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:18.437ex; height:3.009ex;" alt="{\textstyle \mathbf {w} =\sum _{i}\alpha _{i}y_{i}\varphi (\mathbf {x} _{i})}"></span>. Dot products with <span class="texhtml"><b>w</b></span> for classification can again be computed by the kernel trick, i.e. <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle \mathbf {w} \cdot \varphi (\mathbf {x} )=\sum _{i}\alpha _{i}y_{i}k(\mathbf {x} _{i},\mathbf {x} )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mo>&#x22C5;<!-- ⋅ --></mo> <mi>&#x03C6;<!-- φ --></mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <mo>=</mo> <munder> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </munder> <msub> <mi>&#x03B1;<!-- α --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mi>k</mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle \mathbf {w} \cdot \varphi (\mathbf {x} )=\sum _{i}\alpha _{i}y_{i}k(\mathbf {x} _{i},\mathbf {x} )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/525bec723a8dc180e229457c2a92d13bf1f9e137" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:26.992ex; height:3.009ex;" alt="{\textstyle \mathbf {w} \cdot \varphi (\mathbf {x} )=\sum _{i}\alpha _{i}y_{i}k(\mathbf {x} _{i},\mathbf {x} )}"></span>. </p> <div class="mw-heading mw-heading2"><h2 id="Computing_the_SVM_classifier">Computing the SVM classifier</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=8" title="Edit section: Computing the SVM classifier"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Computing the (soft-margin) SVM classifier amounts to minimizing an expression of the form </p> <table role="presentation" style="border-collapse:collapse; margin:0 0 0 0em; border:none;"><tbody><tr><td style="vertical-align:middle; border:none; padding:0;" class="nowrap"><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left[{\frac {1}{n}}\sum _{i=1}^{n}\max \left(0,1-y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\right)\right]+\lambda \|\mathbf {w} \|^{2}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow> <mo>[</mo> <mrow> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </mrow> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <mo movablelimits="true" form="prefix">max</mo> <mrow> <mo>(</mo> <mrow> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo stretchy="false">)</mo> </mrow> <mo>)</mo> </mrow> </mrow> <mo>]</mo> </mrow> <mo>+</mo> <mi>&#x03BB;<!-- λ --></mi> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <msup> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \left[{\frac {1}{n}}\sum _{i=1}^{n}\max \left(0,1-y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\right)\right]+\lambda \|\mathbf {w} \|^{2}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/da0bbcb17f1aea2cda78397d3276d2eefec41a30" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:45.345ex; height:7.509ex;" alt="{\displaystyle \left[{\frac {1}{n}}\sum _{i=1}^{n}\max \left(0,1-y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\right)\right]+\lambda \|\mathbf {w} \|^{2}.}"></span></td> <td style="vertical-align:middle; width:99%; border:none; padding:0;"></td> <td style="vertical-align:middle; border:none; padding:0;" class="nowrap"><b>(<span id="math_2" class="reference nourlexpansion" style="font-weight:bold;">2</span>)</b></td></tr></tbody></table> <p>We focus on the soft-margin classifier since, as noted above, choosing a sufficiently small value for <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BB;<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b43d0ea3c9c025af1be9128e62a18fa74bedda2a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.355ex; height:2.176ex;" alt="{\displaystyle \lambda }"></span> yields the hard-margin classifier for linearly classifiable input data. The classical approach, which involves reducing <b><a href="#math_2">(2)</a></b> to a <a href="/wiki/Quadratic_programming" title="Quadratic programming">quadratic programming</a> problem, is detailed below. Then, more recent approaches such as sub-gradient descent and coordinate descent will be discussed. </p> <div class="mw-heading mw-heading3"><h3 id="Primal">Primal</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=9" title="Edit section: Primal"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Minimizing <b><a href="#math_2">(2)</a></b> can be rewritten as a constrained optimization problem with a differentiable objective function in the following way. </p><p>For each <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle i\in \{1,\,\ldots ,\,n\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>i</mi> <mo>&#x2208;<!-- ∈ --></mo> <mo fence="false" stretchy="false">{</mo> <mn>1</mn> <mo>,</mo> <mspace width="thinmathspace" /> <mo>&#x2026;<!-- … --></mo> <mo>,</mo> <mspace width="thinmathspace" /> <mi>n</mi> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle i\in \{1,\,\ldots ,\,n\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2b16335bac1f89284abe32d0deb82682b38ecd94" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:14.478ex; height:2.843ex;" alt="{\displaystyle i\in \{1,\,\ldots ,\,n\}}"></span> we introduce a variable <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \zeta _{i}=\max \left(0,1-y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\right)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x03B6;<!-- ζ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>=</mo> <mo movablelimits="true" form="prefix">max</mo> <mrow> <mo>(</mo> <mrow> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo stretchy="false">)</mo> </mrow> <mo>)</mo> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \zeta _{i}=\max \left(0,1-y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\right)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/47ce7c7aac83c15e7ea058a27d477939d7da0b35" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:31.038ex; height:3.343ex;" alt="{\displaystyle \zeta _{i}=\max \left(0,1-y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\right)}"></span>. Note that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \zeta _{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x03B6;<!-- ζ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \zeta _{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/aab3f49d01957ab74f9581cd34ba72cc7efc4bdc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.818ex; height:2.509ex;" alt="{\displaystyle \zeta _{i}}"></span> is the smallest nonnegative number satisfying <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\geq 1-\zeta _{i}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo stretchy="false">)</mo> <mo>&#x2265;<!-- ≥ --></mo> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <msub> <mi>&#x03B6;<!-- ζ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\geq 1-\zeta _{i}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8c615ea126daa1a792ed2301275f12d45b5bfb92" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:22.646ex; height:3.176ex;" alt="{\displaystyle y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\geq 1-\zeta _{i}.}"></span> </p><p>Thus we can rewrite the optimization problem as follows </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}&amp;{\text{minimize }}{\frac {1}{n}}\sum _{i=1}^{n}\zeta _{i}+\lambda \|\mathbf {w} \|^{2}\\[0.5ex]&amp;{\text{subject to }}y_{i}\left(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b\right)\geq 1-\zeta _{i}\,{\text{ and }}\,\zeta _{i}\geq 0,\,{\text{for all }}i.\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="0.515em 0.3em" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd /> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>minimize&#xA0;</mtext> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </mrow> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>&#x03B6;<!-- ζ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>+</mo> <mi>&#x03BB;<!-- λ --></mi> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <msup> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mtd> </mtr> <mtr> <mtd /> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>subject to&#xA0;</mtext> </mrow> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mrow> <mo>(</mo> <mrow> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> </mrow> <mo>)</mo> </mrow> <mo>&#x2265;<!-- ≥ --></mo> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <msub> <mi>&#x03B6;<!-- ζ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mspace width="thinmathspace" /> <mrow class="MJX-TeXAtom-ORD"> <mtext>&#xA0;and&#xA0;</mtext> </mrow> <mspace width="thinmathspace" /> <msub> <mi>&#x03B6;<!-- ζ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2265;<!-- ≥ --></mo> <mn>0</mn> <mo>,</mo> <mspace width="thinmathspace" /> <mrow class="MJX-TeXAtom-ORD"> <mtext>for all&#xA0;</mtext> </mrow> <mi>i</mi> <mo>.</mo> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}&amp;{\text{minimize }}{\frac {1}{n}}\sum _{i=1}^{n}\zeta _{i}+\lambda \|\mathbf {w} \|^{2}\\[0.5ex]&amp;{\text{subject to }}y_{i}\left(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b\right)\geq 1-\zeta _{i}\,{\text{ and }}\,\zeta _{i}\geq 0,\,{\text{for all }}i.\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/55f31fe5bcd9363b51ab5a4c4387202f32f047ee" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -4.678ex; margin-bottom: -0.327ex; width:54.905ex; height:11.176ex;" alt="{\displaystyle {\begin{aligned}&amp;{\text{minimize }}{\frac {1}{n}}\sum _{i=1}^{n}\zeta _{i}+\lambda \|\mathbf {w} \|^{2}\\[0.5ex]&amp;{\text{subject to }}y_{i}\left(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b\right)\geq 1-\zeta _{i}\,{\text{ and }}\,\zeta _{i}\geq 0,\,{\text{for all }}i.\end{aligned}}}"></span> </p><p>This is called the <i>primal</i> problem. </p> <div class="mw-heading mw-heading3"><h3 id="Dual">Dual</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=10" title="Edit section: Dual"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>By solving for the <a href="/wiki/Duality_(optimization)" title="Duality (optimization)">Lagrangian dual</a> of the above problem, one obtains the simplified problem </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}&amp;{\text{maximize}}\,\,f(c_{1}\ldots c_{n})=\sum _{i=1}^{n}c_{i}-{\frac {1}{2}}\sum _{i=1}^{n}\sum _{j=1}^{n}y_{i}c_{i}(\mathbf {x} _{i}^{\mathsf {T}}\mathbf {x} _{j})y_{j}c_{j},\\&amp;{\text{subject to }}\sum _{i=1}^{n}c_{i}y_{i}=0,\,{\text{and }}0\leq c_{i}\leq {\frac {1}{2n\lambda }}\;{\text{for all }}i.\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd /> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>maximize</mtext> </mrow> <mspace width="thinmathspace" /> <mspace width="thinmathspace" /> <mi>f</mi> <mo stretchy="false">(</mo> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>&#x2026;<!-- … --></mo> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </mrow> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">(</mo> <msubsup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msubsup> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo stretchy="false">)</mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo>,</mo> </mtd> </mtr> <mtr> <mtd /> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>subject to&#xA0;</mtext> </mrow> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>=</mo> <mn>0</mn> <mo>,</mo> <mspace width="thinmathspace" /> <mrow class="MJX-TeXAtom-ORD"> <mtext>and&#xA0;</mtext> </mrow> <mn>0</mn> <mo>&#x2264;<!-- ≤ --></mo> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2264;<!-- ≤ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mrow> <mn>2</mn> <mi>n</mi> <mi>&#x03BB;<!-- λ --></mi> </mrow> </mfrac> </mrow> <mspace width="thickmathspace" /> <mrow class="MJX-TeXAtom-ORD"> <mtext>for all&#xA0;</mtext> </mrow> <mi>i</mi> <mo>.</mo> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}&amp;{\text{maximize}}\,\,f(c_{1}\ldots c_{n})=\sum _{i=1}^{n}c_{i}-{\frac {1}{2}}\sum _{i=1}^{n}\sum _{j=1}^{n}y_{i}c_{i}(\mathbf {x} _{i}^{\mathsf {T}}\mathbf {x} _{j})y_{j}c_{j},\\&amp;{\text{subject to }}\sum _{i=1}^{n}c_{i}y_{i}=0,\,{\text{and }}0\leq c_{i}\leq {\frac {1}{2n\lambda }}\;{\text{for all }}i.\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/90ec65706ca90aa8b5aad2d9bb4c767f5487cb56" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -6.671ex; width:58.625ex; height:14.509ex;" alt="{\displaystyle {\begin{aligned}&amp;{\text{maximize}}\,\,f(c_{1}\ldots c_{n})=\sum _{i=1}^{n}c_{i}-{\frac {1}{2}}\sum _{i=1}^{n}\sum _{j=1}^{n}y_{i}c_{i}(\mathbf {x} _{i}^{\mathsf {T}}\mathbf {x} _{j})y_{j}c_{j},\\&amp;{\text{subject to }}\sum _{i=1}^{n}c_{i}y_{i}=0,\,{\text{and }}0\leq c_{i}\leq {\frac {1}{2n\lambda }}\;{\text{for all }}i.\end{aligned}}}"></span> </p><p>This is called the <i>dual</i> problem. Since the dual maximization problem is a quadratic function of the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle c_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle c_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/01acb7953ba52c2aa44264b5d0f8fd223aa178a2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.807ex; height:2.009ex;" alt="{\displaystyle c_{i}}"></span> subject to linear constraints, it is efficiently solvable by <a href="/wiki/Quadratic_programming" title="Quadratic programming">quadratic programming</a> algorithms. </p><p>Here, the variables <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle c_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle c_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/01acb7953ba52c2aa44264b5d0f8fd223aa178a2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.807ex; height:2.009ex;" alt="{\displaystyle c_{i}}"></span> are defined such that </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {w} =\sum _{i=1}^{n}c_{i}y_{i}\mathbf {x} _{i}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mo>=</mo> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {w} =\sum _{i=1}^{n}c_{i}y_{i}\mathbf {x} _{i}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c4a707abda1076fbe1c29bb689034cd3cf0bdf9c" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:15.375ex; height:6.843ex;" alt="{\displaystyle \mathbf {w} =\sum _{i=1}^{n}c_{i}y_{i}\mathbf {x} _{i}.}"></span> </p><p>Moreover, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle c_{i}=0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>=</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle c_{i}=0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/06dbc33495a748ad5067cb6ff07cba653cffaf2c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:6.067ex; height:2.509ex;" alt="{\displaystyle c_{i}=0}"></span> exactly when <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} _{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} _{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/57d2ef3df60acdb53bdf90535264041fea7231cd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.211ex; height:2.009ex;" alt="{\displaystyle \mathbf {x} _{i}}"></span> lies on the correct side of the margin, and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 0&lt;c_{i}&lt;(2n\lambda )^{-1}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>0</mn> <mo>&lt;</mo> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&lt;</mo> <mo stretchy="false">(</mo> <mn>2</mn> <mi>n</mi> <mi>&#x03BB;<!-- λ --></mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 0&lt;c_{i}&lt;(2n\lambda )^{-1}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ac59f447ace7b665f4bff3f047611b25eed26226" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:17.22ex; height:3.176ex;" alt="{\displaystyle 0&lt;c_{i}&lt;(2n\lambda )^{-1}}"></span> when <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} _{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} _{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/57d2ef3df60acdb53bdf90535264041fea7231cd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.211ex; height:2.009ex;" alt="{\displaystyle \mathbf {x} _{i}}"></span> lies on the margin's boundary. It follows that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {w} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {w} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/20795664b5b048744a2fd88977851104cc5816f8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.931ex; height:1.676ex;" alt="{\displaystyle \mathbf {w} }"></span> can be written as a linear combination of the support vectors. </p><p>The offset, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle b}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>b</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle b}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f11423fbb2e967f986e36804a8ae4271734917c3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.998ex; height:2.176ex;" alt="{\displaystyle b}"></span>, can be recovered by finding an <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} _{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} _{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/57d2ef3df60acdb53bdf90535264041fea7231cd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.211ex; height:2.009ex;" alt="{\displaystyle \mathbf {x} _{i}}"></span> on the margin's boundary and solving <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)=1\iff b=\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-y_{i}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>1</mn> <mspace width="thickmathspace" /> <mo stretchy="false">&#x27FA;<!-- ⟺ --></mo> <mspace width="thickmathspace" /> <mi>b</mi> <mo>=</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)=1\iff b=\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-y_{i}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b47ab52ef7a24e6fbf07ff7cc3b549677e4d8413" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:39.253ex; height:3.176ex;" alt="{\displaystyle y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)=1\iff b=\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-y_{i}.}"></span> </p><p>(Note that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y_{i}^{-1}=y_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msubsup> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> </msubsup> <mo>=</mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y_{i}^{-1}=y_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fdb3f52ac1c7e8a452147480c68ab77669cf6f95" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:8.531ex; height:3.343ex;" alt="{\displaystyle y_{i}^{-1}=y_{i}}"></span> since <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y_{i}=\pm 1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>=</mo> <mo>&#x00B1;<!-- ± --></mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y_{i}=\pm 1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5603fac8c4038df3f4299323c0cbc0a311040424" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:8.008ex; height:2.509ex;" alt="{\displaystyle y_{i}=\pm 1}"></span>.) </p> <div class="mw-heading mw-heading3"><h3 id="Kernel_trick">Kernel trick</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=11" title="Edit section: Kernel trick"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1236090951">.mw-parser-output .hatnote{font-style:italic}.mw-parser-output div.hatnote{padding-left:1.6em;margin-bottom:0.5em}.mw-parser-output .hatnote i{font-style:normal}.mw-parser-output .hatnote+link+.hatnote{margin-top:-0.5em}@media print{body.ns-0 .mw-parser-output .hatnote{display:none!important}}</style><div role="note" class="hatnote navigation-not-searchable">Main article: <a href="/wiki/Kernel_method" title="Kernel method">Kernel method</a></div> <figure class="mw-default-size mw-halign-right" typeof="mw:File/Thumb"><a href="/wiki/File:Kernel_trick_idea.svg" class="mw-file-description"><img src="//upload.wikimedia.org/wikipedia/commons/thumb/c/cc/Kernel_trick_idea.svg/220px-Kernel_trick_idea.svg.png" decoding="async" width="220" height="94" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/c/cc/Kernel_trick_idea.svg/330px-Kernel_trick_idea.svg.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/c/cc/Kernel_trick_idea.svg/440px-Kernel_trick_idea.svg.png 2x" data-file-width="1344" data-file-height="576" /></a><figcaption>A training example of SVM with kernel given by φ((<i>a</i>, <i>b</i>)) = (<i>a</i>, <i>b</i>, <i>a</i><sup>2</sup> + <i>b</i><sup>2</sup>)</figcaption></figure> <p>Suppose now that we would like to learn a nonlinear classification rule which corresponds to a linear classification rule for the transformed data points <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \varphi (\mathbf {x} _{i}).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03C6;<!-- φ --></mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \varphi (\mathbf {x} _{i}).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/842b8ca2760c01ba5ed6552bb9e9d8174d7a45a3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.187ex; height:2.843ex;" alt="{\displaystyle \varphi (\mathbf {x} _{i}).}"></span> Moreover, we are given a kernel function <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3c9a2c7b599b37105512c5d570edc034056dd40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}"></span> which satisfies <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k(\mathbf {x} _{i},\mathbf {x} _{j})=\varphi (\mathbf {x} _{i})\cdot \varphi (\mathbf {x} _{j})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <mi>&#x03C6;<!-- φ --></mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>&#x22C5;<!-- ⋅ --></mo> <mi>&#x03C6;<!-- φ --></mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k(\mathbf {x} _{i},\mathbf {x} _{j})=\varphi (\mathbf {x} _{i})\cdot \varphi (\mathbf {x} _{j})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9bfee6115949f816688bf33929829d9dda810c9b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:24.554ex; height:3.009ex;" alt="{\displaystyle k(\mathbf {x} _{i},\mathbf {x} _{j})=\varphi (\mathbf {x} _{i})\cdot \varphi (\mathbf {x} _{j})}"></span>. </p><p>We know the classification vector <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {w} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {w} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/20795664b5b048744a2fd88977851104cc5816f8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.931ex; height:1.676ex;" alt="{\displaystyle \mathbf {w} }"></span> in the transformed space satisfies </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {w} =\sum _{i=1}^{n}c_{i}y_{i}\varphi (\mathbf {x} _{i}),}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mo>=</mo> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mi>&#x03C6;<!-- φ --></mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {w} =\sum _{i=1}^{n}c_{i}y_{i}\varphi (\mathbf {x} _{i}),}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e117c6d8f5519f2fa57159033ff856f7a1b58221" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:18.704ex; height:6.843ex;" alt="{\displaystyle \mathbf {w} =\sum _{i=1}^{n}c_{i}y_{i}\varphi (\mathbf {x} _{i}),}"></span> </p><p>where, the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle c_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle c_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/01acb7953ba52c2aa44264b5d0f8fd223aa178a2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.807ex; height:2.009ex;" alt="{\displaystyle c_{i}}"></span> are obtained by solving the optimization problem </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}{\text{maximize}}\,\,f(c_{1}\ldots c_{n})&amp;=\sum _{i=1}^{n}c_{i}-{\frac {1}{2}}\sum _{i=1}^{n}\sum _{j=1}^{n}y_{i}c_{i}(\varphi (\mathbf {x} _{i})\cdot \varphi (\mathbf {x} _{j}))y_{j}c_{j}\\&amp;=\sum _{i=1}^{n}c_{i}-{\frac {1}{2}}\sum _{i=1}^{n}\sum _{j=1}^{n}y_{i}c_{i}k(\mathbf {x} _{i},\mathbf {x} _{j})y_{j}c_{j}\\{\text{subject to }}\sum _{i=1}^{n}c_{i}y_{i}&amp;=0,\,{\text{and }}0\leq c_{i}\leq {\frac {1}{2n\lambda }}\;{\text{for all }}i.\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>maximize</mtext> </mrow> <mspace width="thinmathspace" /> <mspace width="thinmathspace" /> <mi>f</mi> <mo stretchy="false">(</mo> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>&#x2026;<!-- … --></mo> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mtd> <mtd> <mi></mi> <mo>=</mo> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </mrow> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mi>&#x03C6;<!-- φ --></mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>&#x22C5;<!-- ⋅ --></mo> <mi>&#x03C6;<!-- φ --></mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> </mtd> </mtr> <mtr> <mtd /> <mtd> <mi></mi> <mo>=</mo> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </mrow> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mi>k</mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo stretchy="false">)</mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>subject to&#xA0;</mtext> </mrow> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mtd> <mtd> <mi></mi> <mo>=</mo> <mn>0</mn> <mo>,</mo> <mspace width="thinmathspace" /> <mrow class="MJX-TeXAtom-ORD"> <mtext>and&#xA0;</mtext> </mrow> <mn>0</mn> <mo>&#x2264;<!-- ≤ --></mo> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2264;<!-- ≤ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mrow> <mn>2</mn> <mi>n</mi> <mi>&#x03BB;<!-- λ --></mi> </mrow> </mfrac> </mrow> <mspace width="thickmathspace" /> <mrow class="MJX-TeXAtom-ORD"> <mtext>for all&#xA0;</mtext> </mrow> <mi>i</mi> <mo>.</mo> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}{\text{maximize}}\,\,f(c_{1}\ldots c_{n})&amp;=\sum _{i=1}^{n}c_{i}-{\frac {1}{2}}\sum _{i=1}^{n}\sum _{j=1}^{n}y_{i}c_{i}(\varphi (\mathbf {x} _{i})\cdot \varphi (\mathbf {x} _{j}))y_{j}c_{j}\\&amp;=\sum _{i=1}^{n}c_{i}-{\frac {1}{2}}\sum _{i=1}^{n}\sum _{j=1}^{n}y_{i}c_{i}k(\mathbf {x} _{i},\mathbf {x} _{j})y_{j}c_{j}\\{\text{subject to }}\sum _{i=1}^{n}c_{i}y_{i}&amp;=0,\,{\text{and }}0\leq c_{i}\leq {\frac {1}{2n\lambda }}\;{\text{for all }}i.\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cbaeb993c2f9bcf9d046ce72bc9bd72e1a7ac05e" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -10.338ex; width:65.764ex; height:21.843ex;" alt="{\displaystyle {\begin{aligned}{\text{maximize}}\,\,f(c_{1}\ldots c_{n})&amp;=\sum _{i=1}^{n}c_{i}-{\frac {1}{2}}\sum _{i=1}^{n}\sum _{j=1}^{n}y_{i}c_{i}(\varphi (\mathbf {x} _{i})\cdot \varphi (\mathbf {x} _{j}))y_{j}c_{j}\\&amp;=\sum _{i=1}^{n}c_{i}-{\frac {1}{2}}\sum _{i=1}^{n}\sum _{j=1}^{n}y_{i}c_{i}k(\mathbf {x} _{i},\mathbf {x} _{j})y_{j}c_{j}\\{\text{subject to }}\sum _{i=1}^{n}c_{i}y_{i}&amp;=0,\,{\text{and }}0\leq c_{i}\leq {\frac {1}{2n\lambda }}\;{\text{for all }}i.\end{aligned}}}"></span> </p><p>The coefficients <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle c_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle c_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/01acb7953ba52c2aa44264b5d0f8fd223aa178a2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.807ex; height:2.009ex;" alt="{\displaystyle c_{i}}"></span> can be solved for using quadratic programming, as before. Again, we can find some index <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle i}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>i</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle i}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/add78d8608ad86e54951b8c8bd6c8d8416533d20" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.802ex; height:2.176ex;" alt="{\displaystyle i}"></span> such that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 0&lt;c_{i}&lt;(2n\lambda )^{-1}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>0</mn> <mo>&lt;</mo> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&lt;</mo> <mo stretchy="false">(</mo> <mn>2</mn> <mi>n</mi> <mi>&#x03BB;<!-- λ --></mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 0&lt;c_{i}&lt;(2n\lambda )^{-1}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ac59f447ace7b665f4bff3f047611b25eed26226" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:17.22ex; height:3.176ex;" alt="{\displaystyle 0&lt;c_{i}&lt;(2n\lambda )^{-1}}"></span>, so that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \varphi (\mathbf {x} _{i})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03C6;<!-- φ --></mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \varphi (\mathbf {x} _{i})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/76218776e3a23ed7df619f158290314bbe6b800f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.54ex; height:2.843ex;" alt="{\displaystyle \varphi (\mathbf {x} _{i})}"></span> lies on the boundary of the margin in the transformed space, and then solve </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}b=\mathbf {w} ^{\mathsf {T}}\varphi (\mathbf {x} _{i})-y_{i}&amp;=\left[\sum _{j=1}^{n}c_{j}y_{j}\varphi (\mathbf {x} _{j})\cdot \varphi (\mathbf {x} _{i})\right]-y_{i}\\&amp;=\left[\sum _{j=1}^{n}c_{j}y_{j}k(\mathbf {x} _{j},\mathbf {x} _{i})\right]-y_{i}.\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <mi>b</mi> <mo>=</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <mi>&#x03C6;<!-- φ --></mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>&#x2212;<!-- − --></mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mtd> <mtd> <mi></mi> <mo>=</mo> <mrow> <mo>[</mo> <mrow> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mi>&#x03C6;<!-- φ --></mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>&#x22C5;<!-- ⋅ --></mo> <mi>&#x03C6;<!-- φ --></mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mrow> <mo>]</mo> </mrow> <mo>&#x2212;<!-- − --></mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mtd> </mtr> <mtr> <mtd /> <mtd> <mi></mi> <mo>=</mo> <mrow> <mo>[</mo> <mrow> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mi>k</mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo>,</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mrow> <mo>]</mo> </mrow> <mo>&#x2212;<!-- − --></mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>.</mo> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}b=\mathbf {w} ^{\mathsf {T}}\varphi (\mathbf {x} _{i})-y_{i}&amp;=\left[\sum _{j=1}^{n}c_{j}y_{j}\varphi (\mathbf {x} _{j})\cdot \varphi (\mathbf {x} _{i})\right]-y_{i}\\&amp;=\left[\sum _{j=1}^{n}c_{j}y_{j}k(\mathbf {x} _{j},\mathbf {x} _{i})\right]-y_{i}.\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/84f72e9d29c896b17db3c3640ed94a2395ef5ce8" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -7.171ex; width:49.615ex; height:15.509ex;" alt="{\displaystyle {\begin{aligned}b=\mathbf {w} ^{\mathsf {T}}\varphi (\mathbf {x} _{i})-y_{i}&amp;=\left[\sum _{j=1}^{n}c_{j}y_{j}\varphi (\mathbf {x} _{j})\cdot \varphi (\mathbf {x} _{i})\right]-y_{i}\\&amp;=\left[\sum _{j=1}^{n}c_{j}y_{j}k(\mathbf {x} _{j},\mathbf {x} _{i})\right]-y_{i}.\end{aligned}}}"></span> </p><p>Finally, </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {z} \mapsto \operatorname {sgn}(\mathbf {w} ^{\mathsf {T}}\varphi (\mathbf {z} )-b)=\operatorname {sgn} \left(\left[\sum _{i=1}^{n}c_{i}y_{i}k(\mathbf {x} _{i},\mathbf {z} )\right]-b\right).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">z</mi> </mrow> <mo stretchy="false">&#x21A6;<!-- ↦ --></mo> <mi>sgn</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <mi>&#x03C6;<!-- φ --></mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">z</mi> </mrow> <mo stretchy="false">)</mo> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>sgn</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mrow> <mo>(</mo> <mrow> <mrow> <mo>[</mo> <mrow> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mi>k</mi> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">z</mi> </mrow> <mo stretchy="false">)</mo> </mrow> <mo>]</mo> </mrow> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> </mrow> <mo>)</mo> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {z} \mapsto \operatorname {sgn}(\mathbf {w} ^{\mathsf {T}}\varphi (\mathbf {z} )-b)=\operatorname {sgn} \left(\left[\sum _{i=1}^{n}c_{i}y_{i}k(\mathbf {x} _{i},\mathbf {z} )\right]-b\right).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5ad3c52254fc4372047bc849648b0b8554e47ab4" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:53.908ex; height:7.509ex;" alt="{\displaystyle \mathbf {z} \mapsto \operatorname {sgn}(\mathbf {w} ^{\mathsf {T}}\varphi (\mathbf {z} )-b)=\operatorname {sgn} \left(\left[\sum _{i=1}^{n}c_{i}y_{i}k(\mathbf {x} _{i},\mathbf {z} )\right]-b\right).}"></span> </p> <div class="mw-heading mw-heading3"><h3 id="Modern_methods">Modern methods</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=12" title="Edit section: Modern methods"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Recent algorithms for finding the SVM classifier include sub-gradient descent and coordinate descent. Both techniques have proven to offer significant advantages over the traditional approach when dealing with large, sparse datasets—sub-gradient methods are especially efficient when there are many training examples, and coordinate descent when the dimension of the feature space is high. </p> <div class="mw-heading mw-heading4"><h4 id="Sub-gradient_descent">Sub-gradient descent</h4><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=13" title="Edit section: Sub-gradient descent"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p><a href="/wiki/Subgradient_method" title="Subgradient method">Sub-gradient descent</a> algorithms for the SVM work directly with the expression </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(\mathbf {w} ,b)=\left[{\frac {1}{n}}\sum _{i=1}^{n}\max \left(0,1-y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\right)\right]+\lambda \|\mathbf {w} \|^{2}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mo>,</mo> <mi>b</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow> <mo>[</mo> <mrow> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </mrow> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <mo movablelimits="true" form="prefix">max</mo> <mrow> <mo>(</mo> <mrow> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo stretchy="false">)</mo> </mrow> <mo>)</mo> </mrow> </mrow> <mo>]</mo> </mrow> <mo>+</mo> <mi>&#x03BB;<!-- λ --></mi> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <msup> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(\mathbf {w} ,b)=\left[{\frac {1}{n}}\sum _{i=1}^{n}\max \left(0,1-y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\right)\right]+\lambda \|\mathbf {w} \|^{2}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/458eaac43a20c151eb9c977c96b6df2d6066bae9" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:55.494ex; height:7.509ex;" alt="{\displaystyle f(\mathbf {w} ,b)=\left[{\frac {1}{n}}\sum _{i=1}^{n}\max \left(0,1-y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} _{i}-b)\right)\right]+\lambda \|\mathbf {w} \|^{2}.}"></span> </p><p>Note that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span> is a <a href="/wiki/Convex_function" title="Convex function">convex function</a> of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {w} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {w} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/20795664b5b048744a2fd88977851104cc5816f8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.931ex; height:1.676ex;" alt="{\displaystyle \mathbf {w} }"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle b}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>b</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle b}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f11423fbb2e967f986e36804a8ae4271734917c3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.998ex; height:2.176ex;" alt="{\displaystyle b}"></span>. As such, traditional <a href="/wiki/Gradient_descent" title="Gradient descent">gradient descent</a> (or <a href="/wiki/Stochastic_gradient_descent" title="Stochastic gradient descent">SGD</a>) methods can be adapted, where instead of taking a step in the direction of the function's gradient, a step is taken in the direction of a vector selected from the function's <a href="/wiki/Subderivative" title="Subderivative">sub-gradient</a>. This approach has the advantage that, for certain implementations, the number of iterations does not scale with <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a601995d55609f2d9f5e233e36fbe9ea26011b3b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}"></span>, the number of data points.<sup id="cite_ref-22" class="reference"><a href="#cite_note-22"><span class="cite-bracket">&#91;</span>22<span class="cite-bracket">&#93;</span></a></sup> </p> <div class="mw-heading mw-heading4"><h4 id="Coordinate_descent">Coordinate descent</h4><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=14" title="Edit section: Coordinate descent"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p><a href="/wiki/Coordinate_descent" title="Coordinate descent">Coordinate descent</a> algorithms for the SVM work from the dual problem </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}&amp;{\text{maximize}}\,\,f(c_{1}\ldots c_{n})=\sum _{i=1}^{n}c_{i}-{\frac {1}{2}}\sum _{i=1}^{n}\sum _{j=1}^{n}y_{i}c_{i}(x_{i}\cdot x_{j})y_{j}c_{j},\\&amp;{\text{subject to }}\sum _{i=1}^{n}c_{i}y_{i}=0,\,{\text{and }}0\leq c_{i}\leq {\frac {1}{2n\lambda }}\;{\text{for all }}i.\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd /> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>maximize</mtext> </mrow> <mspace width="thinmathspace" /> <mspace width="thinmathspace" /> <mi>f</mi> <mo stretchy="false">(</mo> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>&#x2026;<!-- … --></mo> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </mrow> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">(</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x22C5;<!-- ⋅ --></mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo stretchy="false">)</mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo>,</mo> </mtd> </mtr> <mtr> <mtd /> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>subject to&#xA0;</mtext> </mrow> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>=</mo> <mn>0</mn> <mo>,</mo> <mspace width="thinmathspace" /> <mrow class="MJX-TeXAtom-ORD"> <mtext>and&#xA0;</mtext> </mrow> <mn>0</mn> <mo>&#x2264;<!-- ≤ --></mo> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2264;<!-- ≤ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mrow> <mn>2</mn> <mi>n</mi> <mi>&#x03BB;<!-- λ --></mi> </mrow> </mfrac> </mrow> <mspace width="thickmathspace" /> <mrow class="MJX-TeXAtom-ORD"> <mtext>for all&#xA0;</mtext> </mrow> <mi>i</mi> <mo>.</mo> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}&amp;{\text{maximize}}\,\,f(c_{1}\ldots c_{n})=\sum _{i=1}^{n}c_{i}-{\frac {1}{2}}\sum _{i=1}^{n}\sum _{j=1}^{n}y_{i}c_{i}(x_{i}\cdot x_{j})y_{j}c_{j},\\&amp;{\text{subject to }}\sum _{i=1}^{n}c_{i}y_{i}=0,\,{\text{and }}0\leq c_{i}\leq {\frac {1}{2n\lambda }}\;{\text{for all }}i.\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ac2cee0a2ea9c264de1c4a81224489b666a2cb50" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -6.671ex; width:59.59ex; height:14.509ex;" alt="{\displaystyle {\begin{aligned}&amp;{\text{maximize}}\,\,f(c_{1}\ldots c_{n})=\sum _{i=1}^{n}c_{i}-{\frac {1}{2}}\sum _{i=1}^{n}\sum _{j=1}^{n}y_{i}c_{i}(x_{i}\cdot x_{j})y_{j}c_{j},\\&amp;{\text{subject to }}\sum _{i=1}^{n}c_{i}y_{i}=0,\,{\text{and }}0\leq c_{i}\leq {\frac {1}{2n\lambda }}\;{\text{for all }}i.\end{aligned}}}"></span> </p><p>For each <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle i\in \{1,\,\ldots ,\,n\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>i</mi> <mo>&#x2208;<!-- ∈ --></mo> <mo fence="false" stretchy="false">{</mo> <mn>1</mn> <mo>,</mo> <mspace width="thinmathspace" /> <mo>&#x2026;<!-- … --></mo> <mo>,</mo> <mspace width="thinmathspace" /> <mi>n</mi> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle i\in \{1,\,\ldots ,\,n\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2b16335bac1f89284abe32d0deb82682b38ecd94" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:14.478ex; height:2.843ex;" alt="{\displaystyle i\in \{1,\,\ldots ,\,n\}}"></span>, iteratively, the coefficient <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle c_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle c_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/01acb7953ba52c2aa44264b5d0f8fd223aa178a2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.807ex; height:2.009ex;" alt="{\displaystyle c_{i}}"></span> is adjusted in the direction of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \partial f/\partial c_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">&#x2202;<!-- ∂ --></mi> <mi>f</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi mathvariant="normal">&#x2202;<!-- ∂ --></mi> <msub> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \partial f/\partial c_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/36ed38d3ef346e0e67f1c4e306c6dfad3ff4a03f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.884ex; height:2.843ex;" alt="{\displaystyle \partial f/\partial c_{i}}"></span>. Then, the resulting vector of coefficients <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (c_{1}',\,\ldots ,\,c_{n}')}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <msubsup> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> <mo>&#x2032;</mo> </msubsup> <mo>,</mo> <mspace width="thinmathspace" /> <mo>&#x2026;<!-- … --></mo> <mo>,</mo> <mspace width="thinmathspace" /> <msubsup> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> <mo>&#x2032;</mo> </msubsup> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (c_{1}',\,\ldots ,\,c_{n}')}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6d62cfdb4596f4eb5ef503e371cda2673a21a417" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:12.048ex; height:3.009ex;" alt="{\displaystyle (c_{1}&#039;,\,\ldots ,\,c_{n}&#039;)}"></span> is projected onto the nearest vector of coefficients that satisfies the given constraints. (Typically Euclidean distances are used.) The process is then repeated until a near-optimal vector of coefficients is obtained. The resulting algorithm is extremely fast in practice, although few performance guarantees have been proven.<sup id="cite_ref-23" class="reference"><a href="#cite_note-23"><span class="cite-bracket">&#91;</span>23<span class="cite-bracket">&#93;</span></a></sup> </p> <div class="mw-heading mw-heading2"><h2 id="Empirical_risk_minimization">Empirical risk minimization</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=15" title="Edit section: Empirical risk minimization"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The soft-margin support vector machine described above is an example of an <a href="/wiki/Empirical_risk_minimization" title="Empirical risk minimization">empirical risk minimization</a> (ERM) algorithm for the <i><a href="/wiki/Hinge_loss" title="Hinge loss">hinge loss</a></i>. Seen this way, support vector machines belong to a natural class of algorithms for statistical inference, and many of its unique features are due to the behavior of the hinge loss. This perspective can provide further insight into how and why SVMs work, and allow us to better analyze their statistical properties. </p> <div class="mw-heading mw-heading3"><h3 id="Risk_minimization">Risk minimization</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=16" title="Edit section: Risk minimization"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>In supervised learning, one is given a set of training examples <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{1}\ldots X_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>&#x2026;<!-- … --></mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{1}\ldots X_{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/610b0e2fd0d0077a4ee6b4889c517df0bb247e9b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:9.619ex; height:2.509ex;" alt="{\displaystyle X_{1}\ldots X_{n}}"></span> with labels <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y_{1}\ldots y_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>&#x2026;<!-- … --></mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y_{1}\ldots y_{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b4b3185c099fa9c8f71b67af0f06a5f1ca4eacb4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:8.049ex; height:2.009ex;" alt="{\displaystyle y_{1}\ldots y_{n}}"></span>, and wishes to predict <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y_{n+1}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>+</mo> <mn>1</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y_{n+1}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6477fbeae2962cc55973c2298b8653cfd4f5e5d1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:4.458ex; height:2.009ex;" alt="{\displaystyle y_{n+1}}"></span> given <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{n+1}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>+</mo> <mn>1</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{n+1}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4a5e2ebcd9ef3ffc3f45a5745884e0a46de672cf" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:5.243ex; height:2.509ex;" alt="{\displaystyle X_{n+1}}"></span>. To do so one forms a <a href="/wiki/Hypothesis" title="Hypothesis">hypothesis</a>, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span>, such that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(X_{n+1})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>+</mo> <mn>1</mn> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(X_{n+1})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/94acd214551f2f3dc0d340774e03e32e23f8900a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:8.331ex; height:2.843ex;" alt="{\displaystyle f(X_{n+1})}"></span> is a "good" approximation of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y_{n+1}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>+</mo> <mn>1</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y_{n+1}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6477fbeae2962cc55973c2298b8653cfd4f5e5d1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:4.458ex; height:2.009ex;" alt="{\displaystyle y_{n+1}}"></span>. A "good" approximation is usually defined with the help of a <i><a href="/wiki/Loss_function" title="Loss function">loss function</a>,</i> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \ell (y,z)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x2113;<!-- ℓ --></mi> <mo stretchy="false">(</mo> <mi>y</mi> <mo>,</mo> <mi>z</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \ell (y,z)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0542e5e1c1c4a564707bcab0c4d75d41d90b4149" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.057ex; height:2.843ex;" alt="{\displaystyle \ell (y,z)}"></span>, which characterizes how bad <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle z}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>z</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle z}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bf368e72c009decd9b6686ee84a375632e11de98" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.088ex; height:1.676ex;" alt="{\displaystyle z}"></span> is as a prediction of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>y</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b8a6208ec717213d4317e666f1ae872e00620a0d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.155ex; height:2.009ex;" alt="{\displaystyle y}"></span>. We would then like to choose a hypothesis that minimizes the <i><a href="/wiki/Loss_function#Expected_loss" title="Loss function">expected risk</a>:</i> </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \varepsilon (f)=\mathbb {E} \left[\ell (y_{n+1},f(X_{n+1}))\right].}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03B5;<!-- ε --></mi> <mo stretchy="false">(</mo> <mi>f</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">E</mi> </mrow> <mrow> <mo>[</mo> <mrow> <mi>&#x2113;<!-- ℓ --></mi> <mo stretchy="false">(</mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>+</mo> <mn>1</mn> </mrow> </msub> <mo>,</mo> <mi>f</mi> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>+</mo> <mn>1</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> </mrow> <mo>]</mo> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \varepsilon (f)=\mathbb {E} \left[\ell (y_{n+1},f(X_{n+1}))\right].}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4b39a0005cd33d8ba9a9c9b18998577b32b6f519" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:28.137ex; height:2.843ex;" alt="{\displaystyle \varepsilon (f)=\mathbb {E} \left[\ell (y_{n+1},f(X_{n+1}))\right].}"></span> </p><p>In most cases, we don't know the joint distribution of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{n+1},\,y_{n+1}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>+</mo> <mn>1</mn> </mrow> </msub> <mo>,</mo> <mspace width="thinmathspace" /> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>+</mo> <mn>1</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{n+1},\,y_{n+1}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6ce272dcd8a53ad1cffe693e3cb0fa4975144910" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:11.123ex; height:2.509ex;" alt="{\displaystyle X_{n+1},\,y_{n+1}}"></span> outright. In these cases, a common strategy is to choose the hypothesis that minimizes the <i>empirical risk:</i> </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\hat {\varepsilon }}(f)={\frac {1}{n}}\sum _{k=1}^{n}\ell (y_{k},f(X_{k})).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>&#x03B5;<!-- ε --></mi> <mo stretchy="false">&#x005E;<!-- ^ --></mo> </mover> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>f</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </mrow> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <mi>&#x2113;<!-- ℓ --></mi> <mo stretchy="false">(</mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo>,</mo> <mi>f</mi> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\hat {\varepsilon }}(f)={\frac {1}{n}}\sum _{k=1}^{n}\ell (y_{k},f(X_{k})).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5effe9ff7d4aa45d199b44208338fca1beaff29d" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:26.691ex; height:6.843ex;" alt="{\displaystyle {\hat {\varepsilon }}(f)={\frac {1}{n}}\sum _{k=1}^{n}\ell (y_{k},f(X_{k})).}"></span> </p><p>Under certain assumptions about the sequence of random variables <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{k},\,y_{k}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo>,</mo> <mspace width="thinmathspace" /> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{k},\,y_{k}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e660c35f54d421f56c67b2851ec36e2997c4ff82" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:6.662ex; height:2.509ex;" alt="{\displaystyle X_{k},\,y_{k}}"></span> (for example, that they are generated by a finite Markov process), if the set of hypotheses being considered is small enough, the minimizer of the empirical risk will closely approximate the minimizer of the expected risk as <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a601995d55609f2d9f5e233e36fbe9ea26011b3b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}"></span> grows large. This approach is called <i>empirical risk minimization,</i> or ERM. </p> <div class="mw-heading mw-heading3"><h3 id="Regularization_and_stability">Regularization and stability</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=17" title="Edit section: Regularization and stability"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>In order for the minimization problem to have a well-defined solution, we have to place constraints on the set <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathcal {H}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">H</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\mathcal {H}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/19ef4c7b923a5125ac91aa491838a95ee15b804f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.964ex; height:2.176ex;" alt="{\displaystyle {\mathcal {H}}}"></span> of hypotheses being considered. If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathcal {H}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">H</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\mathcal {H}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/19ef4c7b923a5125ac91aa491838a95ee15b804f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.964ex; height:2.176ex;" alt="{\displaystyle {\mathcal {H}}}"></span> is a <a href="/wiki/Normed_vector_space" title="Normed vector space">normed space</a> (as is the case for SVM), a particularly effective technique is to consider only those hypotheses <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span> for which <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lVert f\rVert _{\mathcal {H}}&lt;k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mi>f</mi> <msub> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">H</mi> </mrow> </mrow> </msub> <mo>&lt;</mo> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lVert f\rVert _{\mathcal {H}}&lt;k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ecafa1e48e7f4c96ae905dd3a5c38a0abc8f1499" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.534ex; height:2.843ex;" alt="{\displaystyle \lVert f\rVert _{\mathcal {H}}&lt;k}"></span> . This is equivalent to imposing a <i>regularization penalty</i> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathcal {R}}(f)=\lambda _{k}\lVert f\rVert _{\mathcal {H}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">R</mi> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>f</mi> <mo stretchy="false">)</mo> <mo>=</mo> <msub> <mi>&#x03BB;<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mi>f</mi> <msub> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">H</mi> </mrow> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\mathcal {R}}(f)=\lambda _{k}\lVert f\rVert _{\mathcal {H}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/db475c0281cb63bbab9c07dfa3f5907e38042867" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.825ex; height:2.843ex;" alt="{\displaystyle {\mathcal {R}}(f)=\lambda _{k}\lVert f\rVert _{\mathcal {H}}}"></span>, and solving the new optimization problem </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\hat {f}}=\mathrm {arg} \min _{f\in {\mathcal {H}}}{\hat {\varepsilon }}(f)+{\mathcal {R}}(f).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>f</mi> <mo stretchy="false">&#x005E;<!-- ^ --></mo> </mover> </mrow> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">a</mi> <mi mathvariant="normal">r</mi> <mi mathvariant="normal">g</mi> </mrow> <munder> <mo movablelimits="true" form="prefix">min</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>f</mi> <mo>&#x2208;<!-- ∈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">H</mi> </mrow> </mrow> </mrow> </munder> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>&#x03B5;<!-- ε --></mi> <mo stretchy="false">&#x005E;<!-- ^ --></mo> </mover> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>f</mi> <mo stretchy="false">)</mo> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">R</mi> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>f</mi> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\hat {f}}=\mathrm {arg} \min _{f\in {\mathcal {H}}}{\hat {\varepsilon }}(f)+{\mathcal {R}}(f).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/293561377f72d19a1b5e4bc7b4072f9e27cde3a9" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.338ex; width:25.673ex; height:4.843ex;" alt="{\displaystyle {\hat {f}}=\mathrm {arg} \min _{f\in {\mathcal {H}}}{\hat {\varepsilon }}(f)+{\mathcal {R}}(f).}"></span> </p><p>This approach is called <i><a href="/wiki/Tikhonov_regularization" class="mw-redirect" title="Tikhonov regularization">Tikhonov regularization</a>.</i> </p><p>More generally, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathcal {R}}(f)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">R</mi> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>f</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\mathcal {R}}(f)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7d31edb990b84c3ee6c146bcbc3e4cf73f9edebd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.059ex; height:2.843ex;" alt="{\displaystyle {\mathcal {R}}(f)}"></span> can be some measure of the complexity of the hypothesis <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span>, so that simpler hypotheses are preferred. </p> <div class="mw-heading mw-heading3"><h3 id="SVM_and_the_hinge_loss">SVM and the hinge loss</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=18" title="Edit section: SVM and the hinge loss"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Recall that the (soft-margin) SVM classifier <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\hat {\mathbf {w} }},b:\mathbf {x} \mapsto \operatorname {sgn}({\hat {\mathbf {w} }}^{\mathsf {T}}\mathbf {x} -b)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mo stretchy="false">&#x005E;<!-- ^ --></mo> </mover> </mrow> </mrow> <mo>,</mo> <mi>b</mi> <mo>:</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">&#x21A6;<!-- ↦ --></mo> <mi>sgn</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mo stretchy="false">&#x005E;<!-- ^ --></mo> </mover> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\hat {\mathbf {w} }},b:\mathbf {x} \mapsto \operatorname {sgn}({\hat {\mathbf {w} }}^{\mathsf {T}}\mathbf {x} -b)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/411e97a3c1cb64f17e88319754ee77839f434884" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:24.637ex; height:3.176ex;" alt="{\displaystyle {\hat {\mathbf {w} }},b:\mathbf {x} \mapsto \operatorname {sgn}({\hat {\mathbf {w} }}^{\mathsf {T}}\mathbf {x} -b)}"></span> is chosen to minimize the following expression: </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left[{\frac {1}{n}}\sum _{i=1}^{n}\max \left(0,1-y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} -b)\right)\right]+\lambda \|\mathbf {w} \|^{2}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow> <mo>[</mo> <mrow> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </mrow> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <mo movablelimits="true" form="prefix">max</mo> <mrow> <mo>(</mo> <mrow> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo stretchy="false">)</mo> </mrow> <mo>)</mo> </mrow> </mrow> <mo>]</mo> </mrow> <mo>+</mo> <mi>&#x03BB;<!-- λ --></mi> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <msup> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \left[{\frac {1}{n}}\sum _{i=1}^{n}\max \left(0,1-y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} -b)\right)\right]+\lambda \|\mathbf {w} \|^{2}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/85d62a82b5412759d590dea809a53f63b41bb697" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:44.545ex; height:7.509ex;" alt="{\displaystyle \left[{\frac {1}{n}}\sum _{i=1}^{n}\max \left(0,1-y_{i}(\mathbf {w} ^{\mathsf {T}}\mathbf {x} -b)\right)\right]+\lambda \|\mathbf {w} \|^{2}.}"></span> </p><p>In light of the above discussion, we see that the SVM technique is equivalent to empirical risk minimization with Tikhonov regularization, where in this case the loss function is the <a href="/wiki/Hinge_loss" title="Hinge loss">hinge loss</a> </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \ell (y,z)=\max \left(0,1-yz\right).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x2113;<!-- ℓ --></mi> <mo stretchy="false">(</mo> <mi>y</mi> <mo>,</mo> <mi>z</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mo movablelimits="true" form="prefix">max</mo> <mrow> <mo>(</mo> <mrow> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <mi>y</mi> <mi>z</mi> </mrow> <mo>)</mo> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \ell (y,z)=\max \left(0,1-yz\right).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f03fe80f1f508ee3bb4585294fc15be08d710b38" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:25.154ex; height:2.843ex;" alt="{\displaystyle \ell (y,z)=\max \left(0,1-yz\right).}"></span> </p><p>From this perspective, SVM is closely related to other fundamental <a href="/wiki/Statistical_classification#Linear_classifiers" title="Statistical classification">classification algorithms</a> such as <a href="/wiki/Regularized_least-squares" class="mw-redirect" title="Regularized least-squares">regularized least-squares</a> and <a href="/wiki/Logistic_regression" title="Logistic regression">logistic regression</a>. The difference between the three lies in the choice of loss function: regularized least-squares amounts to empirical risk minimization with the <a href="/wiki/Loss_functions_for_classification" title="Loss functions for classification">square-loss</a>, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \ell _{sq}(y,z)=(y-z)^{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x2113;<!-- ℓ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>s</mi> <mi>q</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mi>y</mi> <mo>,</mo> <mi>z</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mo stretchy="false">(</mo> <mi>y</mi> <mo>&#x2212;<!-- − --></mo> <mi>z</mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \ell _{sq}(y,z)=(y-z)^{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1a694b3b83b6ea73c59f2adbcffc86c235d8ec1d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:18.862ex; height:3.343ex;" alt="{\displaystyle \ell _{sq}(y,z)=(y-z)^{2}}"></span>; logistic regression employs the <a href="/wiki/Loss_functions_for_classification" title="Loss functions for classification">log-loss</a>, </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \ell _{\log }(y,z)=\ln(1+e^{-yz}).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x2113;<!-- ℓ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>log</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mi>y</mi> <mo>,</mo> <mi>z</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>ln</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>+</mo> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mi>y</mi> <mi>z</mi> </mrow> </msup> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \ell _{\log }(y,z)=\ln(1+e^{-yz}).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a92f84406a4b24bcabc577a0fb40d3d5c1600df2" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:24.068ex; height:3.176ex;" alt="{\displaystyle \ell _{\log }(y,z)=\ln(1+e^{-yz}).}"></span> </p> <div class="mw-heading mw-heading4"><h4 id="Target_functions">Target functions</h4><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=19" title="Edit section: Target functions"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The difference between the hinge loss and these other loss functions is best stated in terms of <i>target functions -</i> the function that minimizes expected risk for a given pair of random variables <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X,\,y}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>,</mo> <mspace width="thinmathspace" /> <mi>y</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X,\,y}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e45c9f4c3881481e8cdc5f139ade3202f6909a49" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:4.557ex; height:2.509ex;" alt="{\displaystyle X,\,y}"></span>. </p><p>In particular, let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y_{x}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y_{x}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/34ec692a85ddcae3ac6171302043d07ef26f5bb4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.312ex; height:2.009ex;" alt="{\displaystyle y_{x}}"></span> denote <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>y</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b8a6208ec717213d4317e666f1ae872e00620a0d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.155ex; height:2.009ex;" alt="{\displaystyle y}"></span> conditional on the event that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X=x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>=</mo> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X=x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0661396d873679039ffe8e908a39f02402d4912d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:6.408ex; height:2.176ex;" alt="{\displaystyle X=x}"></span>. In the classification setting, we have: </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y_{x}={\begin{cases}1&amp;{\text{with probability }}p_{x}\\-1&amp;{\text{with probability }}1-p_{x}\end{cases}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> </mrow> </msub> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>{</mo> <mtable columnalign="left left" rowspacing=".2em" columnspacing="1em" displaystyle="false"> <mtr> <mtd> <mn>1</mn> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>with probability&#xA0;</mtext> </mrow> <msub> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>with probability&#xA0;</mtext> </mrow> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <msub> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> </mrow> </msub> </mtd> </mtr> </mtable> <mo fence="true" stretchy="true" symmetric="true"></mo> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y_{x}={\begin{cases}1&amp;{\text{with probability }}p_{x}\\-1&amp;{\text{with probability }}1-p_{x}\end{cases}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a44c6730ad1c54a1a7e7dd2d5bd3367aeb4e69f0" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:36.413ex; height:6.176ex;" alt="{\displaystyle y_{x}={\begin{cases}1&amp;{\text{with probability }}p_{x}\\-1&amp;{\text{with probability }}1-p_{x}\end{cases}}}"></span> </p><p>The optimal classifier is therefore: </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f^{*}(x)={\begin{cases}1&amp;{\text{if }}p_{x}\geq 1/2\\-1&amp;{\text{otherwise}}\end{cases}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>f</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2217;<!-- ∗ --></mo> </mrow> </msup> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>{</mo> <mtable columnalign="left left" rowspacing=".2em" columnspacing="1em" displaystyle="false"> <mtr> <mtd> <mn>1</mn> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>if&#xA0;</mtext> </mrow> <msub> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> </mrow> </msub> <mo>&#x2265;<!-- ≥ --></mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>2</mn> </mtd> </mtr> <mtr> <mtd> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mtext>otherwise</mtext> </mrow> </mtd> </mtr> </mtable> <mo fence="true" stretchy="true" symmetric="true"></mo> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f^{*}(x)={\begin{cases}1&amp;{\text{if }}p_{x}\geq 1/2\\-1&amp;{\text{otherwise}}\end{cases}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c2a2a1f3d88f708c2b1eea7a27a234e9a93765fb" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:27.267ex; height:6.176ex;" alt="{\displaystyle f^{*}(x)={\begin{cases}1&amp;{\text{if }}p_{x}\geq 1/2\\-1&amp;{\text{otherwise}}\end{cases}}}"></span> </p><p>For the square-loss, the target function is the conditional expectation function, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f_{sq}(x)=\mathbb {E} \left[y_{x}\right]}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>f</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>s</mi> <mi>q</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">E</mi> </mrow> <mrow> <mo>[</mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> </mrow> </msub> <mo>]</mo> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f_{sq}(x)=\mathbb {E} \left[y_{x}\right]}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/db61f0b198879db710784726430ff7acf542d724" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:14.679ex; height:3.009ex;" alt="{\displaystyle f_{sq}(x)=\mathbb {E} \left[y_{x}\right]}"></span>; For the logistic loss, it's the logit function, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f_{\log }(x)=\ln \left(p_{x}/({1-p_{x}})\right)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>f</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>log</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>ln</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mrow> <mo>(</mo> <mrow> <msub> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> </mrow> </msub> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <msub> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> </mrow> </msub> </mrow> <mo stretchy="false">)</mo> </mrow> <mo>)</mo> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f_{\log }(x)=\ln \left(p_{x}/({1-p_{x}})\right)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/804aaf5d3cf30ad7bd797e67042f56798892f79a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:25.117ex; height:3.009ex;" alt="{\displaystyle f_{\log }(x)=\ln \left(p_{x}/({1-p_{x}})\right)}"></span>. While both of these target functions yield the correct classifier, as <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {sgn}(f_{sq})=\operatorname {sgn}(f_{\log })=f^{*}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>sgn</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <msub> <mi>f</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>s</mi> <mi>q</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <mi>sgn</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <msub> <mi>f</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>log</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <msup> <mi>f</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2217;<!-- ∗ --></mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {sgn}(f_{sq})=\operatorname {sgn}(f_{\log })=f^{*}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ddd85db7c69d2f7847d16e8df237a2d4c194aa8f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:25.304ex; height:3.009ex;" alt="{\displaystyle \operatorname {sgn}(f_{sq})=\operatorname {sgn}(f_{\log })=f^{*}}"></span>, they give us more information than we need. In fact, they give us enough information to completely describe the distribution of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y_{x}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y_{x}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/34ec692a85ddcae3ac6171302043d07ef26f5bb4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.312ex; height:2.009ex;" alt="{\displaystyle y_{x}}"></span>. </p><p>On the other hand, one can check that the target function for the hinge loss is <i>exactly</i> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f^{*}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>f</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2217;<!-- ∗ --></mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f^{*}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/190a73fde235865b8d2a783334f90194331c7f19" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.375ex; height:2.676ex;" alt="{\displaystyle f^{*}}"></span>. Thus, in a sufficiently rich hypothesis space—or equivalently, for an appropriately chosen kernel—the SVM classifier will converge to the simplest function (in terms of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathcal {R}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">R</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\mathcal {R}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/74532dc308c806964b832df0d0d73352195c2f2f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.971ex; height:2.176ex;" alt="{\displaystyle {\mathcal {R}}}"></span>) that correctly classifies the data. This extends the geometric interpretation of SVM—for linear classification, the empirical risk is minimized by any function whose margins lie between the support vectors, and the simplest of these is the max-margin classifier.<sup id="cite_ref-24" class="reference"><a href="#cite_note-24"><span class="cite-bracket">&#91;</span>24<span class="cite-bracket">&#93;</span></a></sup> </p> <div class="mw-heading mw-heading2"><h2 id="Properties">Properties</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=20" title="Edit section: Properties"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>SVMs belong to a family of generalized <a href="/wiki/Linear_classifier" title="Linear classifier">linear classifiers</a> and can be interpreted as an extension of the <a href="/wiki/Perceptron" title="Perceptron">perceptron</a>.<sup id="cite_ref-25" class="reference"><a href="#cite_note-25"><span class="cite-bracket">&#91;</span>25<span class="cite-bracket">&#93;</span></a></sup> They can also be considered a special case of <a href="/wiki/Tikhonov_regularization" class="mw-redirect" title="Tikhonov regularization">Tikhonov regularization</a>. A special property is that they simultaneously minimize the empirical <i>classification error</i> and maximize the <i>geometric margin</i>; hence they are also known as <b>maximum <a href="/wiki/Margin_classifier" title="Margin classifier">margin classifiers</a></b>. </p><p>A comparison of the SVM to other classifiers has been made by Meyer, Leisch and Hornik.<sup id="cite_ref-26" class="reference"><a href="#cite_note-26"><span class="cite-bracket">&#91;</span>26<span class="cite-bracket">&#93;</span></a></sup> </p> <div class="mw-heading mw-heading3"><h3 id="Parameter_selection">Parameter selection</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=21" title="Edit section: Parameter selection"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The effectiveness of SVM depends on the selection of kernel, the kernel's parameters, and soft margin parameter <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BB;<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b43d0ea3c9c025af1be9128e62a18fa74bedda2a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.355ex; height:2.176ex;" alt="{\displaystyle \lambda }"></span>. A common choice is a Gaussian kernel, which has a single parameter <i><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03B3;<!-- γ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a223c880b0ce3da8f64ee33c4f0010beee400b1a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.262ex; height:2.176ex;" alt="{\displaystyle \gamma }"></span></i>. The best combination of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BB;<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b43d0ea3c9c025af1be9128e62a18fa74bedda2a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.355ex; height:2.176ex;" alt="{\displaystyle \lambda }"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03B3;<!-- γ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a223c880b0ce3da8f64ee33c4f0010beee400b1a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.262ex; height:2.176ex;" alt="{\displaystyle \gamma }"></span> is often selected by a <a href="/wiki/Grid_search" class="mw-redirect" title="Grid search">grid search</a> with exponentially growing sequences of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BB;<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b43d0ea3c9c025af1be9128e62a18fa74bedda2a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.355ex; height:2.176ex;" alt="{\displaystyle \lambda }"></span> and <i><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03B3;<!-- γ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a223c880b0ce3da8f64ee33c4f0010beee400b1a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.262ex; height:2.176ex;" alt="{\displaystyle \gamma }"></span></i>, for example, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda \in \{2^{-5},2^{-3},\dots ,2^{13},2^{15}\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BB;<!-- λ --></mi> <mo>&#x2208;<!-- ∈ --></mo> <mo fence="false" stretchy="false">{</mo> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mn>5</mn> </mrow> </msup> <mo>,</mo> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mn>3</mn> </mrow> </msup> <mo>,</mo> <mo>&#x2026;<!-- … --></mo> <mo>,</mo> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>13</mn> </mrow> </msup> <mo>,</mo> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>15</mn> </mrow> </msup> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda \in \{2^{-5},2^{-3},\dots ,2^{13},2^{15}\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/de96727e155179aa84d0e08fec1e47dc6b012001" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:26.835ex; height:3.176ex;" alt="{\displaystyle \lambda \in \{2^{-5},2^{-3},\dots ,2^{13},2^{15}\}}"></span>; <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma \in \{2^{-15},2^{-13},\dots ,2^{1},2^{3}\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03B3;<!-- γ --></mi> <mo>&#x2208;<!-- ∈ --></mo> <mo fence="false" stretchy="false">{</mo> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mn>15</mn> </mrow> </msup> <mo>,</mo> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mn>13</mn> </mrow> </msup> <mo>,</mo> <mo>&#x2026;<!-- … --></mo> <mo>,</mo> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msup> <mo>,</mo> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msup> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma \in \{2^{-15},2^{-13},\dots ,2^{1},2^{3}\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/17dfb35d6d61d36c513a4a9eb005b9ed8777791a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:26.742ex; height:3.176ex;" alt="{\displaystyle \gamma \in \{2^{-15},2^{-13},\dots ,2^{1},2^{3}\}}"></span>. Typically, each combination of parameter choices is checked using <a href="/wiki/Cross-validation_(statistics)" title="Cross-validation (statistics)">cross validation</a>, and the parameters with best cross-validation accuracy are picked. Alternatively, recent work in <a href="/wiki/Bayesian_optimization" title="Bayesian optimization">Bayesian optimization</a> can be used to select <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BB;<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b43d0ea3c9c025af1be9128e62a18fa74bedda2a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.355ex; height:2.176ex;" alt="{\displaystyle \lambda }"></span> and <i><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03B3;<!-- γ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a223c880b0ce3da8f64ee33c4f0010beee400b1a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.262ex; height:2.176ex;" alt="{\displaystyle \gamma }"></span></i> , often requiring the evaluation of far fewer parameter combinations than grid search. The final model, which is used for testing and for classifying new data, is then trained on the whole training set using the selected parameters.<sup id="cite_ref-27" class="reference"><a href="#cite_note-27"><span class="cite-bracket">&#91;</span>27<span class="cite-bracket">&#93;</span></a></sup> </p> <div class="mw-heading mw-heading3"><h3 id="Issues">Issues</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=22" title="Edit section: Issues"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Potential drawbacks of the SVM include the following aspects: </p> <ul><li>Requires full labeling of input data</li> <li>Uncalibrated <a href="/wiki/Class_membership_probabilities" class="mw-redirect" title="Class membership probabilities">class membership probabilities</a>—SVM stems from Vapnik's theory which avoids estimating probabilities on finite data</li> <li>The SVM is only directly applicable for two-class tasks. Therefore, algorithms that reduce the multi-class task to several binary problems have to be applied; see the <a href="#Multiclass_SVM">multi-class SVM</a> section.</li> <li>Parameters of a solved model are difficult to interpret.</li></ul> <div class="mw-heading mw-heading2"><h2 id="Extensions">Extensions</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=23" title="Edit section: Extensions"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <div class="mw-heading mw-heading3"><h3 id="Multiclass_SVM">Multiclass SVM</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=24" title="Edit section: Multiclass SVM"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Multiclass SVM aims to assign labels to instances by using support vector machines, where the labels are drawn from a finite set of several elements. </p><p>The dominant approach for doing so is to reduce the single <a href="/wiki/Multiclass_problem" class="mw-redirect" title="Multiclass problem">multiclass problem</a> into multiple <a href="/wiki/Binary_classification" title="Binary classification">binary classification</a> problems.<sup id="cite_ref-duan2005_28-0" class="reference"><a href="#cite_note-duan2005-28"><span class="cite-bracket">&#91;</span>28<span class="cite-bracket">&#93;</span></a></sup> Common methods for such reduction include:<sup id="cite_ref-duan2005_28-1" class="reference"><a href="#cite_note-duan2005-28"><span class="cite-bracket">&#91;</span>28<span class="cite-bracket">&#93;</span></a></sup><sup id="cite_ref-hsu2002_29-0" class="reference"><a href="#cite_note-hsu2002-29"><span class="cite-bracket">&#91;</span>29<span class="cite-bracket">&#93;</span></a></sup> </p> <ul><li>Building binary classifiers that distinguish between one of the labels and the rest (<i>one-versus-all</i>) or between every pair of classes (<i>one-versus-one</i>). Classification of new instances for the one-versus-all case is done by a winner-takes-all strategy, in which the classifier with the highest-output function assigns the class (it is important that the output functions be calibrated to produce comparable scores). For the one-versus-one approach, classification is done by a max-wins voting strategy, in which every classifier assigns the instance to one of the two classes, then the vote for the assigned class is increased by one vote, and finally the class with the most votes determines the instance classification.</li> <li><a href="/wiki/Directed_acyclic_graph" title="Directed acyclic graph">Directed acyclic graph</a> SVM (DAGSVM)<sup id="cite_ref-30" class="reference"><a href="#cite_note-30"><span class="cite-bracket">&#91;</span>30<span class="cite-bracket">&#93;</span></a></sup></li> <li><a href="/wiki/Error_correcting_code" class="mw-redirect" title="Error correcting code">Error-correcting output codes</a><sup id="cite_ref-31" class="reference"><a href="#cite_note-31"><span class="cite-bracket">&#91;</span>31<span class="cite-bracket">&#93;</span></a></sup></li></ul> <p>Crammer and Singer proposed a multiclass SVM method which casts the <a href="/wiki/Multiclass_classification" title="Multiclass classification">multiclass classification</a> problem into a single optimization problem, rather than decomposing it into multiple binary classification problems.<sup id="cite_ref-32" class="reference"><a href="#cite_note-32"><span class="cite-bracket">&#91;</span>32<span class="cite-bracket">&#93;</span></a></sup> See also Lee, Lin and Wahba<sup id="cite_ref-33" class="reference"><a href="#cite_note-33"><span class="cite-bracket">&#91;</span>33<span class="cite-bracket">&#93;</span></a></sup><sup id="cite_ref-34" class="reference"><a href="#cite_note-34"><span class="cite-bracket">&#91;</span>34<span class="cite-bracket">&#93;</span></a></sup> and Van den Burg and Groenen.<sup id="cite_ref-35" class="reference"><a href="#cite_note-35"><span class="cite-bracket">&#91;</span>35<span class="cite-bracket">&#93;</span></a></sup> </p> <div class="mw-heading mw-heading3"><h3 id="Transductive_support_vector_machines">Transductive support vector machines</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=25" title="Edit section: Transductive support vector machines"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Transductive support vector machines extend SVMs in that they could also treat partially labeled data in <a href="/wiki/Semi-supervised_learning" class="mw-redirect" title="Semi-supervised learning">semi-supervised learning</a> by following the principles of <a href="/wiki/Transduction_(machine_learning)" title="Transduction (machine learning)">transduction</a>. Here, in addition to the training set <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathcal {D}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">D</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\mathcal {D}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3277962e1959c3241fb1b70c7f0ac6dcefebd966" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.792ex; height:2.176ex;" alt="{\displaystyle {\mathcal {D}}}"></span>, the learner is also given a set </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathcal {D}}^{\star }=\{\mathbf {x} _{i}^{\star }\mid \mathbf {x} _{i}^{\star }\in \mathbb {R} ^{p}\}_{i=1}^{k}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">D</mi> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x22C6;<!-- ⋆ --></mo> </mrow> </msup> <mo>=</mo> <mo fence="false" stretchy="false">{</mo> <msubsup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x22C6;<!-- ⋆ --></mo> </mrow> </msubsup> <mo>&#x2223;<!-- ∣ --></mo> <msubsup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x22C6;<!-- ⋆ --></mo> </mrow> </msubsup> <mo>&#x2208;<!-- ∈ --></mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>p</mi> </mrow> </msup> <msubsup> <mo fence="false" stretchy="false">}</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msubsup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\mathcal {D}}^{\star }=\{\mathbf {x} _{i}^{\star }\mid \mathbf {x} _{i}^{\star }\in \mathbb {R} ^{p}\}_{i=1}^{k}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a85548a3b6819a8e9899f7228286674cc457f824" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:23.615ex; height:3.176ex;" alt="{\displaystyle {\mathcal {D}}^{\star }=\{\mathbf {x} _{i}^{\star }\mid \mathbf {x} _{i}^{\star }\in \mathbb {R} ^{p}\}_{i=1}^{k}}"></span> </p><p>of test examples to be classified. Formally, a transductive support vector machine is defined by the following primal optimization problem:<sup id="cite_ref-36" class="reference"><a href="#cite_note-36"><span class="cite-bracket">&#91;</span>36<span class="cite-bracket">&#93;</span></a></sup> </p><p>Minimize (in <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {w} ,b,\mathbf {y} ^{\star }}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mo>,</mo> <mi>b</mi> <mo>,</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">y</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x22C6;<!-- ⋆ --></mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {w} ,b,\mathbf {y} ^{\star }}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bb4e853e9c2307487503db429df9c87f8812811d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:7.462ex; height:2.676ex;" alt="{\displaystyle \mathbf {w} ,b,\mathbf {y} ^{\star }}"></span>) </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {1}{2}}\|\mathbf {w} \|^{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </mrow> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <msup> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {1}{2}}\|\mathbf {w} \|^{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/69a34c96227f9003e853c0c6f8ce15445ede7be1" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.838ex; width:7.309ex; height:5.176ex;" alt="{\displaystyle {\frac {1}{2}}\|\mathbf {w} \|^{2}}"></span> </p><p>subject to (for any <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle i=1,\dots ,n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>i</mi> <mo>=</mo> <mn>1</mn> <mo>,</mo> <mo>&#x2026;<!-- … --></mo> <mo>,</mo> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle i=1,\dots ,n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f3f269b2f3b2f87fec0168426652a5ea80b56112" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:11.636ex; height:2.509ex;" alt="{\displaystyle i=1,\dots ,n}"></span> and any <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle j=1,\dots ,k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>j</mi> <mo>=</mo> <mn>1</mn> <mo>,</mo> <mo>&#x2026;<!-- … --></mo> <mo>,</mo> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle j=1,\dots ,k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/17b9f8d6a741f04e9280f1aa8ad318057beff36f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.027ex; width:11.635ex; height:2.509ex;" alt="{\displaystyle j=1,\dots ,k}"></span>) </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}&amp;y_{i}(\mathbf {w} \cdot \mathbf {x} _{i}-b)\geq 1,\\&amp;y_{j}^{\star }(\mathbf {w} \cdot \mathbf {x} _{j}^{\star }-b)\geq 1,\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd /> <mtd> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mo>&#x22C5;<!-- ⋅ --></mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo stretchy="false">)</mo> <mo>&#x2265;<!-- ≥ --></mo> <mn>1</mn> <mo>,</mo> </mtd> </mtr> <mtr> <mtd /> <mtd> <msubsup> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x22C6;<!-- ⋆ --></mo> </mrow> </msubsup> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">w</mi> </mrow> <mo>&#x22C5;<!-- ⋅ --></mo> <msubsup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x22C6;<!-- ⋆ --></mo> </mrow> </msubsup> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mo stretchy="false">)</mo> <mo>&#x2265;<!-- ≥ --></mo> <mn>1</mn> <mo>,</mo> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}&amp;y_{i}(\mathbf {w} \cdot \mathbf {x} _{i}-b)\geq 1,\\&amp;y_{j}^{\star }(\mathbf {w} \cdot \mathbf {x} _{j}^{\star }-b)\geq 1,\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2884901096701ede8aad45888b214ff5e423e0dc" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.671ex; width:19.597ex; height:6.509ex;" alt="{\displaystyle {\begin{aligned}&amp;y_{i}(\mathbf {w} \cdot \mathbf {x} _{i}-b)\geq 1,\\&amp;y_{j}^{\star }(\mathbf {w} \cdot \mathbf {x} _{j}^{\star }-b)\geq 1,\end{aligned}}}"></span> </p><p>and </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y_{j}^{\star }\in \{-1,1\}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msubsup> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x22C6;<!-- ⋆ --></mo> </mrow> </msubsup> <mo>&#x2208;<!-- ∈ --></mo> <mo fence="false" stretchy="false">{</mo> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> <mo>,</mo> <mn>1</mn> <mo fence="false" stretchy="false">}</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y_{j}^{\star }\in \{-1,1\}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ed01a216a1487a2e935fdfe3bbcae451bacae940" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.338ex; width:13.194ex; height:3.343ex;" alt="{\displaystyle y_{j}^{\star }\in \{-1,1\}.}"></span> </p><p>Transductive support vector machines were introduced by Vladimir N. Vapnik in 1998. </p> <div class="mw-heading mw-heading3"><h3 id="Structured_SVM">Structured SVM</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=26" title="Edit section: Structured SVM"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1236090951"><div role="note" class="hatnote navigation-not-searchable">Main article: <a href="/wiki/Structured_SVM" class="mw-redirect" title="Structured SVM">structured SVM</a></div> <p>Structured support-vector machine is an extension of the traditional SVM model. While the SVM model is primarily designed for binary classification, multiclass classification, and regression tasks, structured SVM broadens its application to handle general structured output labels, for example parse trees, classification with taxonomies, sequence alignment and many more.<sup id="cite_ref-37" class="reference"><a href="#cite_note-37"><span class="cite-bracket">&#91;</span>37<span class="cite-bracket">&#93;</span></a></sup> </p> <div class="mw-heading mw-heading3"><h3 id="Regression">Regression</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=27" title="Edit section: Regression"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <figure class="mw-default-size mw-halign-right" typeof="mw:File/Thumb"><a href="/wiki/File:Svr_epsilons_demo.svg" class="mw-file-description"><img src="//upload.wikimedia.org/wikipedia/commons/thumb/7/7a/Svr_epsilons_demo.svg/220px-Svr_epsilons_demo.svg.png" decoding="async" width="220" height="110" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/7/7a/Svr_epsilons_demo.svg/330px-Svr_epsilons_demo.svg.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/7/7a/Svr_epsilons_demo.svg/440px-Svr_epsilons_demo.svg.png 2x" data-file-width="900" data-file-height="450" /></a><figcaption>Support vector regression (prediction) with different thresholds <i>ε</i>. As <i>ε</i> increases, the prediction becomes less sensitive to errors.</figcaption></figure> <p>A version of SVM for <a href="/wiki/Regression_analysis" title="Regression analysis">regression</a> was proposed in 1996 by <a href="/wiki/Vladimir_N._Vapnik" class="mw-redirect" title="Vladimir N. Vapnik">Vladimir N. Vapnik</a>, Harris Drucker, Christopher J. C. Burges, Linda Kaufman and Alexander J. Smola.<sup id="cite_ref-38" class="reference"><a href="#cite_note-38"><span class="cite-bracket">&#91;</span>38<span class="cite-bracket">&#93;</span></a></sup> This method is called support vector regression (SVR). The model produced by support vector classification (as described above) depends only on a subset of the training data, because the cost function for building the model does not care about training points that lie beyond the margin. Analogously, the model produced by SVR depends only on a subset of the training data, because the cost function for building the model ignores any training data close to the model prediction. Another SVM version known as <a href="/wiki/Least-squares_support_vector_machine" title="Least-squares support vector machine">least-squares support vector machine</a> (LS-SVM) has been proposed by Suykens and Vandewalle.<sup id="cite_ref-39" class="reference"><a href="#cite_note-39"><span class="cite-bracket">&#91;</span>39<span class="cite-bracket">&#93;</span></a></sup> </p><p>Training the original SVR means solving<sup id="cite_ref-40" class="reference"><a href="#cite_note-40"><span class="cite-bracket">&#91;</span>40<span class="cite-bracket">&#93;</span></a></sup> </p> <dl><dd>minimize <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\tfrac {1}{2}}\|w\|^{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </mstyle> </mrow> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mi>w</mi> <msup> <mo fence="false" stretchy="false">&#x2016;<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\tfrac {1}{2}}\|w\|^{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7e57eb5af0505ace268f4e239bec5a5e45b265fd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.171ex; width:6.701ex; height:3.509ex;" alt="{\displaystyle {\tfrac {1}{2}}\|w\|^{2}}"></span></dd> <dd>subject to <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle |y_{i}-\langle w,x_{i}\rangle -b|\leq \varepsilon }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mo fence="false" stretchy="false">&#x27E8;<!-- ⟨ --></mo> <mi>w</mi> <mo>,</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo fence="false" stretchy="false">&#x27E9;<!-- ⟩ --></mo> <mo>&#x2212;<!-- − --></mo> <mi>b</mi> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo>&#x2264;<!-- ≤ --></mo> <mi>&#x03B5;<!-- ε --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle |y_{i}-\langle w,x_{i}\rangle -b|\leq \varepsilon }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8e5c77b2ab4ab6c23dc93202502574592354d40d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:20.73ex; height:2.843ex;" alt="{\displaystyle |y_{i}-\langle w,x_{i}\rangle -b|\leq \varepsilon }"></span></dd></dl> <p>where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e87000dd6142b81d041896a30fe58f0c3acb2158" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.129ex; height:2.009ex;" alt="{\displaystyle x_{i}}"></span> is a training sample with target value <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/67d30d30b6c2dbe4d6f150d699de040937ecc95f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.939ex; height:2.009ex;" alt="{\displaystyle y_{i}}"></span>. The inner product plus intercept <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \langle w,x_{i}\rangle +b}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">&#x27E8;<!-- ⟨ --></mo> <mi>w</mi> <mo>,</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo fence="false" stretchy="false">&#x27E9;<!-- ⟩ --></mo> <mo>+</mo> <mi>b</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \langle w,x_{i}\rangle +b}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6edf655afe55c88493246d8a6017750083c31de5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.475ex; height:2.843ex;" alt="{\displaystyle \langle w,x_{i}\rangle +b}"></span> is the prediction for that sample, and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \varepsilon }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03B5;<!-- ε --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \varepsilon }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a30c89172e5b88edbd45d3e2772c7f5e562e5173" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.083ex; height:1.676ex;" alt="{\displaystyle \varepsilon }"></span> is a free parameter that serves as a threshold: all predictions have to be within an <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \varepsilon }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03B5;<!-- ε --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \varepsilon }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a30c89172e5b88edbd45d3e2772c7f5e562e5173" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.083ex; height:1.676ex;" alt="{\displaystyle \varepsilon }"></span> range of the true predictions. Slack variables are usually added into the above to allow for errors and to allow approximation in the case the above problem is infeasible. </p> <div class="mw-heading mw-heading3"><h3 id="Bayesian_SVM">Bayesian SVM</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=28" title="Edit section: Bayesian SVM"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>In 2011 it was shown by Polson and Scott that the SVM admits a <a href="/wiki/Bayesian_probability" title="Bayesian probability">Bayesian</a> interpretation through the technique of <a href="/wiki/Data_augmentation" title="Data augmentation">data augmentation</a>.<sup id="cite_ref-41" class="reference"><a href="#cite_note-41"><span class="cite-bracket">&#91;</span>41<span class="cite-bracket">&#93;</span></a></sup> In this approach the SVM is viewed as a <a href="/wiki/Graphical_model" title="Graphical model">graphical model</a> (where the parameters are connected via probability distributions). This extended view allows the application of <a href="/wiki/Bayesian_probability" title="Bayesian probability">Bayesian</a> techniques to SVMs, such as flexible feature modeling, automatic <a href="/wiki/Hyperparameter_(machine_learning)" title="Hyperparameter (machine learning)">hyperparameter</a> tuning, and <a href="/wiki/Posterior_predictive_distribution" title="Posterior predictive distribution">predictive uncertainty quantification</a>. Recently, a scalable version of the Bayesian SVM was developed by <a rel="nofollow" class="external text" href="https://arxiv.org/search/stat?searchtype=author&amp;query=Wenzel%2C+F">Florian Wenzel</a>, enabling the application of Bayesian SVMs to <a href="/wiki/Big_data" title="Big data">big data</a>.<sup id="cite_ref-42" class="reference"><a href="#cite_note-42"><span class="cite-bracket">&#91;</span>42<span class="cite-bracket">&#93;</span></a></sup> Florian Wenzel developed two different versions, a variational inference (VI) scheme for the Bayesian kernel support vector machine (SVM) and a stochastic version (SVI) for the linear Bayesian SVM.<sup id="cite_ref-43" class="reference"><a href="#cite_note-43"><span class="cite-bracket">&#91;</span>43<span class="cite-bracket">&#93;</span></a></sup> </p> <div class="mw-heading mw-heading2"><h2 id="Implementation">Implementation</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=29" title="Edit section: Implementation"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The parameters of the maximum-margin hyperplane are derived by solving the optimization. There exist several specialized algorithms for quickly solving the <a href="/wiki/Quadratic_programming" title="Quadratic programming">quadratic programming</a> (QP) problem that arises from SVMs, mostly relying on heuristics for breaking the problem down into smaller, more manageable chunks. </p><p>Another approach is to use an <a href="/wiki/Interior-point_method" title="Interior-point method">interior-point method</a> that uses <a href="/wiki/Newton%27s_method" title="Newton&#39;s method">Newton</a>-like iterations to find a solution of the <a href="/wiki/Karush%E2%80%93Kuhn%E2%80%93Tucker_conditions" title="Karush–Kuhn–Tucker conditions">Karush–Kuhn–Tucker conditions</a> of the primal and dual problems.<sup id="cite_ref-44" class="reference"><a href="#cite_note-44"><span class="cite-bracket">&#91;</span>44<span class="cite-bracket">&#93;</span></a></sup> Instead of solving a sequence of broken-down problems, this approach directly solves the problem altogether. To avoid solving a linear system involving the large kernel matrix, a low-rank approximation to the matrix is often used in the kernel trick. </p><p>Another common method is Platt's <a href="/wiki/Sequential_minimal_optimization" title="Sequential minimal optimization">sequential minimal optimization</a> (SMO) algorithm, which breaks the problem down into 2-dimensional sub-problems that are solved analytically, eliminating the need for a numerical optimization algorithm and matrix storage. This algorithm is conceptually simple, easy to implement, generally faster, and has better scaling properties for difficult SVM problems.<sup id="cite_ref-45" class="reference"><a href="#cite_note-45"><span class="cite-bracket">&#91;</span>45<span class="cite-bracket">&#93;</span></a></sup> </p><p>The special case of linear support vector machines can be solved more efficiently by the same kind of algorithms used to optimize its close cousin, <a href="/wiki/Logistic_regression" title="Logistic regression">logistic regression</a>; this class of algorithms includes <a href="/wiki/Stochastic_gradient_descent" title="Stochastic gradient descent">sub-gradient descent</a> (e.g., PEGASOS<sup id="cite_ref-46" class="reference"><a href="#cite_note-46"><span class="cite-bracket">&#91;</span>46<span class="cite-bracket">&#93;</span></a></sup>) and <a href="/wiki/Coordinate_descent" title="Coordinate descent">coordinate descent</a> (e.g., LIBLINEAR<sup id="cite_ref-47" class="reference"><a href="#cite_note-47"><span class="cite-bracket">&#91;</span>47<span class="cite-bracket">&#93;</span></a></sup>). LIBLINEAR has some attractive training-time properties. Each convergence iteration takes time linear in the time taken to read the train data, and the iterations also have a <a href="/wiki/Rate_of_convergence" title="Rate of convergence">Q-linear convergence</a> property, making the algorithm extremely fast. </p><p>The general kernel SVMs can also be solved more efficiently using <a href="/wiki/Stochastic_gradient_descent" title="Stochastic gradient descent">sub-gradient descent</a> (e.g. P-packSVM<sup id="cite_ref-48" class="reference"><a href="#cite_note-48"><span class="cite-bracket">&#91;</span>48<span class="cite-bracket">&#93;</span></a></sup>), especially when <a href="/wiki/Parallelization" class="mw-redirect" title="Parallelization">parallelization</a> is allowed. </p><p>Kernel SVMs are available in many machine-learning toolkits, including <a href="/wiki/LIBSVM" title="LIBSVM">LIBSVM</a>, <a href="/wiki/MATLAB" title="MATLAB">MATLAB</a>, <a rel="nofollow" class="external text" href="http://support.sas.com/documentation/cdl/en/whatsnew/64209/HTML/default/viewer.htm#emdocwhatsnew71.htm">SAS</a>, SVMlight, <a rel="nofollow" class="external text" href="https://cran.r-project.org/package=kernlab">kernlab</a>, <a href="/wiki/Scikit-learn" title="Scikit-learn">scikit-learn</a>, <a href="/wiki/Shogun_(toolbox)" title="Shogun (toolbox)">Shogun</a>, <a href="/wiki/Weka_(machine_learning)" class="mw-redirect" title="Weka (machine learning)">Weka</a>, <a rel="nofollow" class="external text" href="http://image.diku.dk/shark/">Shark</a>, <a rel="nofollow" class="external text" href="https://mloss.org/software/view/409/">JKernelMachines</a>, <a href="/wiki/OpenCV" title="OpenCV">OpenCV</a> and others. </p><p>Preprocessing of data (standardization) is highly recommended to enhance accuracy of classification.<sup id="cite_ref-49" class="reference"><a href="#cite_note-49"><span class="cite-bracket">&#91;</span>49<span class="cite-bracket">&#93;</span></a></sup> There are a few methods of standardization, such as min-max, normalization by decimal scaling, Z-score.<sup id="cite_ref-50" class="reference"><a href="#cite_note-50"><span class="cite-bracket">&#91;</span>50<span class="cite-bracket">&#93;</span></a></sup> Subtraction of mean and division by variance of each feature is usually used for SVM.<sup id="cite_ref-51" class="reference"><a href="#cite_note-51"><span class="cite-bracket">&#91;</span>51<span class="cite-bracket">&#93;</span></a></sup> </p> <div class="mw-heading mw-heading2"><h2 id="See_also">See also</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=30" title="Edit section: See also"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><a href="/wiki/In_situ_adaptive_tabulation" title="In situ adaptive tabulation">In situ adaptive tabulation</a></li> <li><a href="/wiki/Kernel_machines" class="mw-redirect" title="Kernel machines">Kernel machines</a></li> <li><a href="/wiki/Fisher_kernel" title="Fisher kernel">Fisher kernel</a></li> <li><a href="/wiki/Platt_scaling" title="Platt scaling">Platt scaling</a></li> <li><a href="/wiki/Polynomial_kernel" title="Polynomial kernel">Polynomial kernel</a></li> <li><a href="/wiki/Predictive_analytics" title="Predictive analytics">Predictive analytics</a></li> <li><a href="/wiki/Regularization_perspectives_on_support_vector_machines" title="Regularization perspectives on support vector machines">Regularization perspectives on support vector machines</a></li> <li><a href="/wiki/Relevance_vector_machine" title="Relevance vector machine">Relevance vector machine</a>, a probabilistic sparse-kernel model identical in functional form to SVM</li> <li><a href="/wiki/Sequential_minimal_optimization" title="Sequential minimal optimization">Sequential minimal optimization</a></li> <li><a href="/wiki/Space_mapping" title="Space mapping">Space mapping</a></li> <li><a href="/wiki/Winnow_(algorithm)" title="Winnow (algorithm)">Winnow (algorithm)</a></li></ul> <div class="mw-heading mw-heading2"><h2 id="References">References</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=31" title="Edit section: References"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1239543626">.mw-parser-output .reflist{margin-bottom:0.5em;list-style-type:decimal}@media screen{.mw-parser-output .reflist{font-size:90%}}.mw-parser-output .reflist .references{font-size:100%;margin-bottom:0;list-style-type:inherit}.mw-parser-output .reflist-columns-2{column-width:30em}.mw-parser-output .reflist-columns-3{column-width:25em}.mw-parser-output .reflist-columns{margin-top:0.3em}.mw-parser-output .reflist-columns ol{margin-top:0}.mw-parser-output .reflist-columns li{page-break-inside:avoid;break-inside:avoid-column}.mw-parser-output .reflist-upper-alpha{list-style-type:upper-alpha}.mw-parser-output .reflist-upper-roman{list-style-type:upper-roman}.mw-parser-output .reflist-lower-alpha{list-style-type:lower-alpha}.mw-parser-output .reflist-lower-greek{list-style-type:lower-greek}.mw-parser-output .reflist-lower-roman{list-style-type:lower-roman}</style><div class="reflist reflist-columns references-column-width" style="column-width: 30em;"> <ol class="references"> <li id="cite_note-CorinnaCortes-1"><span class="mw-cite-backlink">^ <a href="#cite_ref-CorinnaCortes_1-0"><sup><i><b>a</b></i></sup></a> <a href="#cite_ref-CorinnaCortes_1-1"><sup><i><b>b</b></i></sup></a> <a href="#cite_ref-CorinnaCortes_1-2"><sup><i><b>c</b></i></sup></a></span> <span class="reference-text"><style data-mw-deduplicate="TemplateStyles:r1238218222">.mw-parser-output cite.citation{font-style:inherit;word-wrap:break-word}.mw-parser-output .citation q{quotes:"\"""\"""'""'"}.mw-parser-output .citation:target{background-color:rgba(0,127,255,0.133)}.mw-parser-output .id-lock-free.id-lock-free a{background:url("//upload.wikimedia.org/wikipedia/commons/6/65/Lock-green.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-limited.id-lock-limited a,.mw-parser-output .id-lock-registration.id-lock-registration a{background:url("//upload.wikimedia.org/wikipedia/commons/d/d6/Lock-gray-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-subscription.id-lock-subscription a{background:url("//upload.wikimedia.org/wikipedia/commons/a/aa/Lock-red-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .cs1-ws-icon a{background:url("//upload.wikimedia.org/wikipedia/commons/4/4c/Wikisource-logo.svg")right 0.1em center/12px no-repeat}body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-free a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-limited a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-registration a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-subscription a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .cs1-ws-icon a{background-size:contain;padding:0 1em 0 0}.mw-parser-output .cs1-code{color:inherit;background:inherit;border:none;padding:inherit}.mw-parser-output .cs1-hidden-error{display:none;color:var(--color-error,#d33)}.mw-parser-output .cs1-visible-error{color:var(--color-error,#d33)}.mw-parser-output .cs1-maint{display:none;color:#085;margin-left:0.3em}.mw-parser-output .cs1-kern-left{padding-left:0.2em}.mw-parser-output .cs1-kern-right{padding-right:0.2em}.mw-parser-output .citation .mw-selflink{font-weight:inherit}@media screen{.mw-parser-output .cs1-format{font-size:95%}html.skin-theme-clientpref-night .mw-parser-output .cs1-maint{color:#18911f}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .cs1-maint{color:#18911f}}</style><cite id="CITEREFCortesVapnik1995" class="citation journal cs1"><a href="/wiki/Corinna_Cortes" title="Corinna Cortes">Cortes, Corinna</a>; <a href="/wiki/Vladimir_Vapnik" title="Vladimir Vapnik">Vapnik, Vladimir</a> (1995). <a rel="nofollow" class="external text" href="http://image.diku.dk/imagecanon/material/cortes_vapnik95.pdf">"Support-vector networks"</a> <span class="cs1-format">(PDF)</span>. <i><a href="/wiki/Machine_Learning_(journal)" title="Machine Learning (journal)">Machine Learning</a></i>. <b>20</b> (3): 273–297. <a href="/wiki/CiteSeerX_(identifier)" class="mw-redirect" title="CiteSeerX (identifier)">CiteSeerX</a>&#160;<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.15.9362">10.1.1.15.9362</a></span>. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://doi.org/10.1007%2FBF00994018">10.1007/BF00994018</a></span>. <a href="/wiki/S2CID_(identifier)" class="mw-redirect" title="S2CID (identifier)">S2CID</a>&#160;<a rel="nofollow" class="external text" href="https://api.semanticscholar.org/CorpusID:206787478">206787478</a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.jtitle=Machine+Learning&amp;rft.atitle=Support-vector+networks&amp;rft.volume=20&amp;rft.issue=3&amp;rft.pages=273-297&amp;rft.date=1995&amp;rft_id=https%3A%2F%2Fciteseerx.ist.psu.edu%2Fviewdoc%2Fsummary%3Fdoi%3D10.1.1.15.9362%23id-name%3DCiteSeerX&amp;rft_id=https%3A%2F%2Fapi.semanticscholar.org%2FCorpusID%3A206787478%23id-name%3DS2CID&amp;rft_id=info%3Adoi%2F10.1007%2FBF00994018&amp;rft.aulast=Cortes&amp;rft.aufirst=Corinna&amp;rft.au=Vapnik%2C+Vladimir&amp;rft_id=http%3A%2F%2Fimage.diku.dk%2Fimagecanon%2Fmaterial%2Fcortes_vapnik95.pdf&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASupport+vector+machine" class="Z3988"></span></span> </li> <li id="cite_note-2"><span class="mw-cite-backlink"><b><a href="#cite_ref-2">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFVapnik1997" class="citation book cs1">Vapnik, Vladimir N. (1997). <a rel="nofollow" class="external text" href="https://link.springer.com/chapter/10.1007/BFb0020166">"The Support Vector method"</a>. In Gerstner, Wulfram; Germond, Alain; Hasler, Martin; Nicoud, Jean-Daniel (eds.). <i>Artificial Neural Networks — ICANN'97</i>. Lecture Notes in Computer Science. Vol.&#160;1327. 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Support Vector Machines — scikit-learn 0.20.2 documentation"</a>. <a rel="nofollow" class="external text" href="https://web.archive.org/web/20171108151644/http://scikit-learn.org/stable/modules/svm.html">Archived</a> from the original on 2017-11-08<span class="reference-accessdate">. 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(1998). <a rel="nofollow" class="external text" href="http://research.microsoft.com/pubs/69644/tr-98-14.pdf"><i>Sequential Minimal Optimization: A Fast Algorithm for Training Support Vector Machines</i></a> <span class="cs1-format">(PDF)</span>. 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ICML. <a rel="nofollow" class="external text" href="https://web.archive.org/web/20131215051700/http://ttic.uchicago.edu/~shai/papers/ShalevSiSr07.pdf">Archived</a> <span class="cs1-format">(PDF)</span> from the original on 2013-12-15.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=conference&amp;rft.btitle=Pegasos%3A+Primal+Estimated+sub-GrAdient+SOlver+for+SVM&amp;rft.date=2007&amp;rft.aulast=Shalev-Shwartz&amp;rft.aufirst=Shai&amp;rft.au=Singer%2C+Yoram&amp;rft.au=Srebro%2C+Nathan&amp;rft_id=http%3A%2F%2Fttic.uchicago.edu%2F~shai%2Fpapers%2FShalevSiSr07.pdf&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASupport+vector+machine" class="Z3988"></span></span> </li> <li id="cite_note-47"><span class="mw-cite-backlink"><b><a href="#cite_ref-47">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFFanChangHsiehWang2008" class="citation journal cs1">Fan, Rong-En; Chang, Kai-Wei; Hsieh, Cho-Jui; Wang, Xiang-Rui; Lin, Chih-Jen (2008). <a rel="nofollow" class="external text" href="https://www.csie.ntu.edu.tw/~cjlin/papers/liblinear.pdf">"LIBLINEAR: A library for large linear classification"</a> <span class="cs1-format">(PDF)</span>. <i><a href="/wiki/Journal_of_Machine_Learning_Research" title="Journal of Machine Learning Research">Journal of Machine Learning Research</a></i>. <b>9</b>: 1871–1874.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.jtitle=Journal+of+Machine+Learning+Research&amp;rft.atitle=LIBLINEAR%3A+A+library+for+large+linear+classification&amp;rft.volume=9&amp;rft.pages=1871-1874&amp;rft.date=2008&amp;rft.aulast=Fan&amp;rft.aufirst=Rong-En&amp;rft.au=Chang%2C+Kai-Wei&amp;rft.au=Hsieh%2C+Cho-Jui&amp;rft.au=Wang%2C+Xiang-Rui&amp;rft.au=Lin%2C+Chih-Jen&amp;rft_id=https%3A%2F%2Fwww.csie.ntu.edu.tw%2F~cjlin%2Fpapers%2Fliblinear.pdf&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASupport+vector+machine" class="Z3988"></span></span> </li> <li id="cite_note-48"><span class="mw-cite-backlink"><b><a href="#cite_ref-48">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFAllen_ZhuChenWangZhu2009" class="citation conference cs1">Allen Zhu, Zeyuan; Chen, Weizhu; Wang, Gang; Zhu, Chenguang; Chen, Zheng (2009). <a rel="nofollow" class="external text" href="http://people.csail.mit.edu/zeyuan/paper/2009-ICDM-Parallel.pdf"><i>P-packSVM: Parallel Primal grAdient desCent Kernel SVM</i></a> <span class="cs1-format">(PDF)</span>. ICDM. <a rel="nofollow" class="external text" href="https://web.archive.org/web/20140407095709/http://people.csail.mit.edu/zeyuan/paper/2009-ICDM-Parallel.pdf">Archived</a> <span class="cs1-format">(PDF)</span> from the original on 2014-04-07.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=conference&amp;rft.btitle=P-packSVM%3A+Parallel+Primal+grAdient+desCent+Kernel+SVM&amp;rft.date=2009&amp;rft.aulast=Allen+Zhu&amp;rft.aufirst=Zeyuan&amp;rft.au=Chen%2C+Weizhu&amp;rft.au=Wang%2C+Gang&amp;rft.au=Zhu%2C+Chenguang&amp;rft.au=Chen%2C+Zheng&amp;rft_id=http%3A%2F%2Fpeople.csail.mit.edu%2Fzeyuan%2Fpaper%2F2009-ICDM-Parallel.pdf&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASupport+vector+machine" class="Z3988"></span></span> </li> <li id="cite_note-49"><span class="mw-cite-backlink"><b><a href="#cite_ref-49">^</a></b></span> <span class="reference-text"> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFFanChangHsiehWang2008" class="citation journal cs1">Fan, Rong-En; Chang, Kai-Wei; Hsieh, Cho-Jui; Wang, Xiang-Rui; Lin, Chih-Jen (2008). "LIBLINEAR: A library for large linear classification". <i>Journal of Machine Learning Research</i>. <b>9</b> (Aug): 1871–1874.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.jtitle=Journal+of+Machine+Learning+Research&amp;rft.atitle=LIBLINEAR%3A+A+library+for+large+linear+classification&amp;rft.volume=9&amp;rft.issue=Aug&amp;rft.pages=1871-1874&amp;rft.date=2008&amp;rft.aulast=Fan&amp;rft.aufirst=Rong-En&amp;rft.au=Chang%2C+Kai-Wei&amp;rft.au=Hsieh%2C+Cho-Jui&amp;rft.au=Wang%2C+Xiang-Rui&amp;rft.au=Lin%2C+Chih-Jen&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASupport+vector+machine" class="Z3988"></span></span> </li> <li id="cite_note-50"><span class="mw-cite-backlink"><b><a href="#cite_ref-50">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFMohamadUsman2013" class="citation journal cs1">Mohamad, Ismail; Usman, Dauda (2013-09-01). <a rel="nofollow" class="external text" href="https://doi.org/10.19026%2Frjaset.6.3638">"Standardization and Its Effects on K-Means Clustering Algorithm"</a>. <i>Research Journal of Applied Sciences, Engineering and Technology</i>. <b>6</b> (17): 3299–3303. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://doi.org/10.19026%2Frjaset.6.3638">10.19026/rjaset.6.3638</a></span>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.jtitle=Research+Journal+of+Applied+Sciences%2C+Engineering+and+Technology&amp;rft.atitle=Standardization+and+Its+Effects+on+K-Means+Clustering+Algorithm&amp;rft.volume=6&amp;rft.issue=17&amp;rft.pages=3299-3303&amp;rft.date=2013-09-01&amp;rft_id=info%3Adoi%2F10.19026%2Frjaset.6.3638&amp;rft.aulast=Mohamad&amp;rft.aufirst=Ismail&amp;rft.au=Usman%2C+Dauda&amp;rft_id=https%3A%2F%2Fdoi.org%2F10.19026%252Frjaset.6.3638&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASupport+vector+machine" class="Z3988"></span></span> </li> <li id="cite_note-51"><span class="mw-cite-backlink"><b><a href="#cite_ref-51">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFFennellZuoLerman2019" class="citation journal cs1">Fennell, Peter; Zuo, Zhiya; <a href="/wiki/Kristina_Lerman" title="Kristina Lerman">Lerman, Kristina</a> (2019-12-01). <a rel="nofollow" class="external text" href="https://doi.org/10.1140%2Fepjds%2Fs13688-019-0201-0">"Predicting and explaining behavioral data with structured feature space decomposition"</a>. <i>EPJ Data Science</i>. <b>8</b>. <a href="/wiki/ArXiv_(identifier)" class="mw-redirect" title="ArXiv (identifier)">arXiv</a>:<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://arxiv.org/abs/1810.09841">1810.09841</a></span>. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://doi.org/10.1140%2Fepjds%2Fs13688-019-0201-0">10.1140/epjds/s13688-019-0201-0</a></span>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.jtitle=EPJ+Data+Science&amp;rft.atitle=Predicting+and+explaining+behavioral+data+with+structured+feature+space+decomposition&amp;rft.volume=8&amp;rft.date=2019-12-01&amp;rft_id=info%3Aarxiv%2F1810.09841&amp;rft_id=info%3Adoi%2F10.1140%2Fepjds%2Fs13688-019-0201-0&amp;rft.aulast=Fennell&amp;rft.aufirst=Peter&amp;rft.au=Zuo%2C+Zhiya&amp;rft.au=Lerman%2C+Kristina&amp;rft_id=https%3A%2F%2Fdoi.org%2F10.1140%252Fepjds%252Fs13688-019-0201-0&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASupport+vector+machine" class="Z3988"></span></span> </li> </ol></div> <div class="mw-heading mw-heading2"><h2 id="Further_reading">Further reading</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=32" title="Edit section: Further reading"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFBennettCampbell2000" class="citation journal cs1">Bennett, Kristin P.; Campbell, Colin (2000). <a rel="nofollow" class="external text" href="http://kdd.org/exploration_files/bennett.pdf">"Support Vector Machines: Hype or Hallelujah?"</a> <span class="cs1-format">(PDF)</span>. <i>SIGKDD Explorations</i>. <b>2</b> (2): 1–13. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1145%2F380995.380999">10.1145/380995.380999</a>. <a href="/wiki/S2CID_(identifier)" class="mw-redirect" title="S2CID (identifier)">S2CID</a>&#160;<a rel="nofollow" class="external text" href="https://api.semanticscholar.org/CorpusID:207753020">207753020</a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.jtitle=SIGKDD+Explorations&amp;rft.atitle=Support+Vector+Machines%3A+Hype+or+Hallelujah%3F&amp;rft.volume=2&amp;rft.issue=2&amp;rft.pages=1-13&amp;rft.date=2000&amp;rft_id=info%3Adoi%2F10.1145%2F380995.380999&amp;rft_id=https%3A%2F%2Fapi.semanticscholar.org%2FCorpusID%3A207753020%23id-name%3DS2CID&amp;rft.aulast=Bennett&amp;rft.aufirst=Kristin+P.&amp;rft.au=Campbell%2C+Colin&amp;rft_id=http%3A%2F%2Fkdd.org%2Fexploration_files%2Fbennett.pdf&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASupport+vector+machine" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFCristianiniShawe-Taylor2000" class="citation book cs1">Cristianini, Nello; Shawe-Taylor, John (2000). <i>An Introduction to Support Vector Machines and other kernel-based learning methods</i>. Cambridge University Press. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/0-521-78019-5" title="Special:BookSources/0-521-78019-5"><bdi>0-521-78019-5</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=An+Introduction+to+Support+Vector+Machines+and+other+kernel-based+learning+methods&amp;rft.pub=Cambridge+University+Press&amp;rft.date=2000&amp;rft.isbn=0-521-78019-5&amp;rft.aulast=Cristianini&amp;rft.aufirst=Nello&amp;rft.au=Shawe-Taylor%2C+John&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASupport+vector+machine" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFFradkinMuchnik2006" class="citation book cs1">Fradkin, Dmitriy; Muchnik, Ilya (2006). <a rel="nofollow" class="external text" href="http://paul.rutgers.edu/~dfradkin/papers/svm.pdf">"Support Vector Machines for Classification"</a> <span class="cs1-format">(PDF)</span>. In Abello, J.; Carmode, G. (eds.). <i>Discrete Methods in Epidemiology</i>. DIMACS Series in Discrete Mathematics and Theoretical Computer Science. Vol.&#160;70. pp.&#160;13–20.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=bookitem&amp;rft.atitle=Support+Vector+Machines+for+Classification&amp;rft.btitle=Discrete+Methods+in+Epidemiology&amp;rft.series=DIMACS+Series+in+Discrete+Mathematics+and+Theoretical+Computer+Science&amp;rft.pages=13-20&amp;rft.date=2006&amp;rft.aulast=Fradkin&amp;rft.aufirst=Dmitriy&amp;rft.au=Muchnik%2C+Ilya&amp;rft_id=http%3A%2F%2Fpaul.rutgers.edu%2F~dfradkin%2Fpapers%2Fsvm.pdf&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASupport+vector+machine" class="Z3988"></span><sup class="noprint Inline-Template" style="white-space:nowrap;">&#91;<i><a href="/wiki/Template:Harvard_citation_documentation#Wikilink_to_citation_does_not_work" title="Template:Harvard citation documentation"><span title="Template:Harvard citation documentation#Wikilink to citation does not work (June 2022)">citation not found</span></a></i>&#93;</sup></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFJoachims1998" class="citation book cs1">Joachims, Thorsten (1998). "Text categorization with Support Vector Machines: Learning with many relevant features". In Nédellec, Claire; Rouveirol, Céline (eds.). <i>"Machine Learning: ECML-98</i>. Lecture Notes in Computer Science. Vol.&#160;1398. Berlin, Heidelberg: Springer. p.&#160;137-142. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1007%2FBFb0026683">10.1007/BFb0026683</a>. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/978-3-540-64417-0" title="Special:BookSources/978-3-540-64417-0"><bdi>978-3-540-64417-0</bdi></a>. <a href="/wiki/S2CID_(identifier)" class="mw-redirect" title="S2CID (identifier)">S2CID</a>&#160;<a rel="nofollow" class="external text" href="https://api.semanticscholar.org/CorpusID:2427083">2427083</a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=bookitem&amp;rft.atitle=Text+categorization+with+Support+Vector+Machines%3A+Learning+with+many+relevant+features&amp;rft.btitle=%22Machine+Learning%3A+ECML-98&amp;rft.place=Berlin%2C+Heidelberg&amp;rft.series=Lecture+Notes+in+Computer+Science&amp;rft.pages=137-142&amp;rft.pub=Springer&amp;rft.date=1998&amp;rft_id=https%3A%2F%2Fapi.semanticscholar.org%2FCorpusID%3A2427083%23id-name%3DS2CID&amp;rft_id=info%3Adoi%2F10.1007%2FBFb0026683&amp;rft.isbn=978-3-540-64417-0&amp;rft.aulast=Joachims&amp;rft.aufirst=Thorsten&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASupport+vector+machine" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFIvanciuc2007" class="citation journal cs1">Ivanciuc, Ovidiu (2007). <a rel="nofollow" class="external text" href="http://www.ivanciuc.org/Files/Reprint/Ivanciuc_SVM_CCR_2007_23_291.pdf">"Applications of Support Vector Machines in Chemistry"</a> <span class="cs1-format">(PDF)</span>. <i>Reviews in Computational Chemistry</i>. <b>23</b>: 291–400. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1002%2F9780470116449.ch6">10.1002/9780470116449.ch6</a>. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/9780470116449" title="Special:BookSources/9780470116449"><bdi>9780470116449</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.jtitle=Reviews+in+Computational+Chemistry&amp;rft.atitle=Applications+of+Support+Vector+Machines+in+Chemistry&amp;rft.volume=23&amp;rft.pages=291-400&amp;rft.date=2007&amp;rft_id=info%3Adoi%2F10.1002%2F9780470116449.ch6&amp;rft.isbn=9780470116449&amp;rft.aulast=Ivanciuc&amp;rft.aufirst=Ovidiu&amp;rft_id=http%3A%2F%2Fwww.ivanciuc.org%2FFiles%2FReprint%2FIvanciuc_SVM_CCR_2007_23_291.pdf&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASupport+vector+machine" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFJamesWittenHastieTibshirani2013" class="citation book cs1">James, Gareth; Witten, Daniela; Hastie, Trevor; Tibshirani, Robert (2013). <a rel="nofollow" class="external text" href="http://www-bcf.usc.edu/~gareth/ISL/ISLR%20Seventh%20Printing.pdf#page=345">"Support Vector Machines"</a> <span class="cs1-format">(PDF)</span>. <i>An Introduction to Statistical Learning&#160;: with Applications in R</i>. New York: Springer. pp.&#160;337–372. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/978-1-4614-7137-0" title="Special:BookSources/978-1-4614-7137-0"><bdi>978-1-4614-7137-0</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=bookitem&amp;rft.atitle=Support+Vector+Machines&amp;rft.btitle=An+Introduction+to+Statistical+Learning+%3A+with+Applications+in+R&amp;rft.place=New+York&amp;rft.pages=337-372&amp;rft.pub=Springer&amp;rft.date=2013&amp;rft.isbn=978-1-4614-7137-0&amp;rft.aulast=James&amp;rft.aufirst=Gareth&amp;rft.au=Witten%2C+Daniela&amp;rft.au=Hastie%2C+Trevor&amp;rft.au=Tibshirani%2C+Robert&amp;rft_id=http%3A%2F%2Fwww-bcf.usc.edu%2F~gareth%2FISL%2FISLR%2520Seventh%2520Printing.pdf%23page%3D345&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASupport+vector+machine" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFSchölkopfSmola2002" class="citation book cs1">Schölkopf, Bernhard; Smola, Alexander J. (2002). <i>Learning with Kernels</i>. Cambridge, MA: MIT Press. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/0-262-19475-9" title="Special:BookSources/0-262-19475-9"><bdi>0-262-19475-9</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Learning+with+Kernels&amp;rft.place=Cambridge%2C+MA&amp;rft.pub=MIT+Press&amp;rft.date=2002&amp;rft.isbn=0-262-19475-9&amp;rft.aulast=Sch%C3%B6lkopf&amp;rft.aufirst=Bernhard&amp;rft.au=Smola%2C+Alexander+J.&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASupport+vector+machine" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFSteinwartChristmann2008" class="citation book cs1">Steinwart, Ingo; Christmann, Andreas (2008). <i>Support Vector Machines</i>. New York: Springer. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/978-0-387-77241-7" title="Special:BookSources/978-0-387-77241-7"><bdi>978-0-387-77241-7</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Support+Vector+Machines&amp;rft.place=New+York&amp;rft.pub=Springer&amp;rft.date=2008&amp;rft.isbn=978-0-387-77241-7&amp;rft.aulast=Steinwart&amp;rft.aufirst=Ingo&amp;rft.au=Christmann%2C+Andreas&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASupport+vector+machine" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFTheodoridisKoutroumbas2009" class="citation book cs1">Theodoridis, Sergios; Koutroumbas, Konstantinos (2009). <i>Pattern Recognition</i> (4th&#160;ed.). Academic Press. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/978-1-59749-272-0" title="Special:BookSources/978-1-59749-272-0"><bdi>978-1-59749-272-0</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Pattern+Recognition&amp;rft.edition=4th&amp;rft.pub=Academic+Press&amp;rft.date=2009&amp;rft.isbn=978-1-59749-272-0&amp;rft.aulast=Theodoridis&amp;rft.aufirst=Sergios&amp;rft.au=Koutroumbas%2C+Konstantinos&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASupport+vector+machine" class="Z3988"></span></li></ul> <div class="mw-heading mw-heading2"><h2 id="External_links">External links</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Support_vector_machine&amp;action=edit&amp;section=33" title="Edit section: External links"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><a rel="nofollow" class="external text" href="http://www.csie.ntu.edu.tw/~cjlin/libsvm/">libsvm</a>, <a href="/wiki/LIBSVM" title="LIBSVM">LIBSVM</a> is a popular library of SVM learners</li> <li><a rel="nofollow" class="external text" href="http://www.csie.ntu.edu.tw/~cjlin/liblinear/">liblinear</a> is a library for large linear classification including some SVMs</li> <li><a rel="nofollow" class="external text" href="http://svmlight.joachims.org">SVM light</a> is a collection of software tools for learning and classification using SVM</li> <li><a rel="nofollow" class="external text" href="http://cs.stanford.edu/people/karpathy/svmjs/demo/">SVMJS live demo</a> <a rel="nofollow" class="external text" href="https://web.archive.org/web/20130505185215/http://cs.stanford.edu/people/karpathy/svmjs/demo/">Archived</a> 2013-05-05 at the <a href="/wiki/Wayback_Machine" title="Wayback Machine">Wayback Machine</a> is a GUI demo for <a 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