The support vector machine (SVM)

A support vector machine (SVM) is a linear discriminative classifier that attempts to maximize the margin between classes during training. This approach is similar to the definition of a hyperplane through the training of the logistic regression (refer to the Binomial classification section of Chapter 6, Regularization and Regression). The main difference is that the support vector machine computes the optimum separating hyperplane between groups or classes of observations. The hyperplane is indeed the equation that represents the model generated through training.

The quality of the SVM depends on the distance, known as margin, between the different classes of observations. The accuracy of the classifier increases as the margin increases.

The linear SVM

First, let's apply the support vector machine to extract a linear model (classifier or regression) for a labeled set of observations. There are two scenarios for defining a linear model. The labeled observations...