DATA MINING Ronald Westra Dep. Mathematics

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Presentation transcript:

DATA MINING Ronald Westra Dep. Mathematics from data to information Ronald Westra Dep. Mathematics Maastricht University 7 December, 2006

SUPPORT VECTOR MACHINES Theory

Support Vector Machines

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The VC dimension (Vapnik Chervonenkis dimension) is a measure of the capacity of a statistical classification algorithm. Consider a classification model f with some parameter vector θ. The model f can shatter a set of data points if, for all assignments of labels to those data points, there exists a θ such that the model f makes no errors when evaluating that set of data points. The VC dimension of a model f is the maximum h such that some data point set of cardinality h can be shattered by f. Support Vector Machines

Support Vector Machines

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The End