Machine Learning & Artificial Intelligence · Machine Learning & Ensembles

Support Vector Machines (SVM) and Kernel Methods

Public introduction · full guide in Eikos

Introduction

What this guide covers

A rigorous mathematical exposition, from maximum margin hyperplane geometry to functional Hilbert spaces (RKHS), representation theorems and convex optimization.

Overview

Topics covered

  • Introduction
  • Support Vector Machines and Kernel Methods
  • Fundamentals of Statistical Learning
  • 1.1 Empirical Risk Minimization vs. Structural
  • 1.2 The Vapnik-Chervonenkis Dimension (VC Dimension)
  • 1.3 Vapnik Generalization Bound

Related concepts

Main connections

  • Supervised machine learning
  • Linear algebra & matrices
  • Calculus & differentiation
  • Regularization (Lasso / Ridge / Elastic Net)
  • Mean & expected value
  • Overfitting & cross-validation

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

R(f)=𝔼(𝐗,Y)∼P[𝕃(f(𝐗),Y)]=∫𝒳×𝒴𝕃(f(𝐱),y)dP(𝐱,y)
View LaTeX sourceR(f) = \mathbb{E}_{(\mathbf{X},Y) \sim P}[\mathbb{L}(f(\mathbf{X}), Y)] = \int_{\mathcal{X} \times \mathcal{Y}} \mathbb{L}(f(\mathbf{x}), y)\, dP(\mathbf{x}, y)