/* SVM Classifier */ package smile.classification; import smile.base.svm.KernelMachine; import smile.base.svm.LinearKernelMachine; import smile.base.svm.LASVM; import smile.util.SparseArray; import smile.math.kernel.BinarySparseLinearKernel; import smile.math.kernel.LinearKernel; import smile.math.kernel.MercerKernel; import smile.math.kernel.SparseLinearKernel; /** * Support vector machines for classification. The basic support vector machine * is a binary linear classifier which chooses the hyperplane that represents * the largest separation, or margin, between the two classes. If such a * hyperplane exists, it is known as the maximum-margin hyperplane and the * linear classifier it defines is known as a maximum margin classifier. *
* If there exists no hyperplane that can perfectly split the positive and * negative instances, the soft margin method will choose a hyperplane * that splits the instances as cleanly as possible, while still maximizing * the distance to the nearest cleanly split instances. *
* The nonlinear SVMs are created by applying the kernel trick to * maximum-margin hyperplanes. The resulting algorithm is formally similar, * except that every dot product is replaced by a nonlinear kernel function. * This allows the algorithm to fit the maximum-margin hyperplane in a * transformed feature space. The transformation may be nonlinear and * the transformed space be high dimensional. For example, the feature space * corresponding Gaussian kernel is a Hilbert space of infinite dimension. * Thus though the classifier is a hyperplane in the high-dimensional feature * space, it may be nonlinear in the original input space. Maximum margin * classifiers are well regularized, so the infinite dimension does not spoil * the results. *
* The effectiveness of SVM depends on the selection of kernel, the kernel's * parameters, and soft margin parameter C. Given a kernel, best combination * of C and kernel's parameters is often selected by a grid-search with * cross validation. *
* The dominant approach for creating multi-class SVMs is to reduce the
* single multi-class problem into multiple binary classification problems.
* Common methods for such reduction is to build binary classifiers which
* distinguish between (i) one of the labels to the rest (one-versus-all)
* or (ii) between every pair of classes (one-versus-one). Classification
* of new instances for one-versus-all case is done by a winner-takes-all
* strategy, in which the classifier with the highest output function assigns
* the class. 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 most votes
* determines the instance classification.
public class SVM