The support vector machine (SVM)

An 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 9, Regression and Regularization). 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.

Note

Optional mathematical formulation:

SVMs are formulated as a convex optimization problem. The mathematical foundation of the related algorithms is described in this chapter for reference and is not required for understanding the kernel and SVM models.

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...