10. Support Vector Machines
Here, support vector machines will be used only to classify objects which can be categorized into one of exactly two classes. As with other classification and regression methods, support vector machines as a method can be used more generally. However, we will work to understand the mathematical derivation of the binary-classification SVM.
Agenda
November 11, 2024
- linearly separable
- dot products
- support vector formulation
November 13, 2024
- not linearly separable (SVM)
- kernels (SVM)
- support vector formulation
Readings
Class notes: Support Vector Machines
Gareth, Witten, Hastie, and Tibshirani (2021), Support Vector Machines (Chapter 9) Introduction to Statistical Learning.
Max Kuhn and Julia Silge (2021), Tidy Modeling with R
Reflection questions
How is an SVM built (how do we find the model)?
Why is it often advantageous to transform the data into a higher dimensional space?
What is the kernel trick and how is it related to the SVM decision rule?
Can SVMs work on data that are not linearly separable (even in high dimensions)? How?
What are the advantages of the SVM algorithm?
What are the disadvantages of the SVM algorithm?
Ethics considerations
What type of feature engineering is required for Support Vector Machines?
Do Support Vector Machines produce a closed form “model” that can be written down or visualized and handed to a client?
If the model produces near perfect predictions on the test data, what are some potential concerns about putting that model into production?
Slides
In class slides - support vector machines for 11/11/24 + 11/13/24.
Additional Resources
Julia Silge’s blog SVMs to predict if a post office is in Hawaii
Julia Silge’s blog SVMs to predict Netflix shows as TV or movies
:::