Support vector machine

Page 1. Support Vector Machine (and Statistical Learning Theory) Tutorial Jason Weston NEC Labs America 4 Independence Way, Princeton, USA. jasonw@nec-labs.com Page 2. 1 Support Vector Machines: history • SVMs introduced in COLT-92 by Boser, Guyon & Vapnik. Became rather popular since. • Theoretically well motivated algorithm: developed from Statistical Learning Theory (Vapnik & Chervonenkis) since the 60s. • Empirically good performance: successful applications in many fields (bioinformatics, text, image recognition, . . . ) Page 3. 2 Support Vector Machines: history II • Centralized website: www.kernel-machines.org. • Several textbooks, eg ”An introduction to Support Vector Machines” by Cristianini and Shawe-Taylor is one. • A large and diverse community work on them: from machine learning, optimization, statistics, neural networks, functional analysis, etc. Page 4. 3 Support Vector Machines: basics …