Support Vectors

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Michael (Mike) Gelbart

Instructor, The University of British Columbia

What is an SVM?

  • Linear classifiers (so far)
  • Trained using the hinge loss and L2 regularization

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  • Support vector: a training example not in the flat part of the loss diagram
  • Support vector: an example that is incorrectly classified or close to the boundary
  • If an example is not a support vector, removing it has no effect on the model
  • Having a small number of support vectors makes kernel SVMs really fast

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Max-margin viewpoint

  • The SVM maximizes the "margin" for linearly separable datasets
  • Margin: distance from the boundary to the closest points

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Max-margin viewpoint

  • The SVM maximizes the "margin" for linearly separable datasets
  • Margin: distance from the boundary to the closest points

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Let's practice!

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