支持向量机回归和支持向量机_详细解释支持向量机

支持向量机回归和支持向量机

Support Vector Machine(SVM) is a supervised machine learning algorithm that is usually used in solving binary classification problems. It can also be applied in multi-class classification problems and regression problems. This article represents the mathematics behind the binary-class linear Support Vector Machines. Understanding mathematics helps implement and tune the models in practice. Moreover, you can build your own support vector machine model from scratch, and compare it with the one from Scikit-Learn. For details, you can read this article along with another article of mine.

支持向量机(SVM)是一种监督型机器学习算法，通常用于解决二进制分类问题。 它也可以应用于多类分类问题和回归问题。 本文介绍了二元类线性支持向量机背后的数学原理。 了解数学有助于在实践中实现和调整模型。 此外，您可以从头开始构建自己的支持向量机模型，并将其与Scikit-Learn的模型进行比较。 有关详细信息，您可以阅读本文以及我的另一篇文章。

Specifically, this report explains the key concepts of linear support vector machine, including the primal form and its dual form for both hard margin and soft margin case; the concept of support vectors, max-margin, and the generalization process.

具体而言，本报告解释了线性支持向量机的关键概念，包括硬边际和软边际情况的原始形式及其对偶形式； 支持向量，最大边距和归纳过程的概念。

Key Concepts of SVM

SVM的关键概念

Assume we have n training points, each observation i has p features (i.e. x_i has p dimensions), and is in two classes y_i=-1 or y_i = 1. Suppose we have two classes of observations that are linearly separable. That means we can draw a hyperplane through our feature space such that all instances of one class are on one side of the hyperplane, and all instances of the other class are on the opposite side. (A hyperplane in p dimensions is a p-1 dimensional subspace. In the two-dimensional example that follows, a hyperplane is just a line.) We define a hyperplane as:

假设我们有n个训练点，每个观测值i具有p个特征(即x_i具有p个维)，并且处于两类y_i = -1或y_i =1。假设我们有两类线性可分离的观测值。 这意味着我们可以在特征空间中绘制一个超平面，这样一类的所有实例都在超平面的一侧，而另一类的所有实例都在另一侧。 (p维上的超平面是p-1维子空间。在下面的二维示例中，超平面只是一条线。)我们将超平面定义为：

where ˜w is a p-vector and ˜b is a real number. For convenience, we require that ˜w = 1, so the quantity x * ˜w + ˜b is the distance from point x to the hyperplane.

其中〜w是p向量，〜b是实数。 为了方便起见，我们要求〜w = 1，所以数量x *〜w +〜b是从点x到超平面的距离。