线性支持向量机linear support vector machine
PLA?depending on randomness
VC bound? whichever you like!
Eout(w) <= Ein(w) + Omiga(h)
Gaussian-like 测试资料与训练资料有一些区别(测量误差)
同样是线性拟合,好的超平面拥有更好的对测量误差的容忍度。(costfunction会更小!)
考虑到高斯噪声,样本离超平面越远,就有更高的噪声容忍度。
<==> more robust to overfitting <==> robustness of hyperplane
定义一个线的分类效果,就是看这个线离最近的资料的距离,越远越好。
robustness === fatness distance to closes xn
找出最fat线。
max fatness(w)
subject to w classifies every(xn, yn) correctly fatness(w) = min distance(xn, w)
fatness: formally called margin
Large-Margin Separating Hyperplane
Distance to Hyperplane
max w marg(w)
subject to exery ynwT xn > 0 margin(w) = min n=1,…,N distance(xn,w)
shorten x and w distance needs w0 and w1,…,wd differently (to be derived)
w0 取名b(bias截距)
// h(x) = sign(wT * x + b
wT是平面的法向量
//
distance(x, b, w) =