Support Vector Classification

Christian Ullrich ()
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Christian Ullrich: BMW AG

Chapter 9 in Forecasting and Hedging in the Foreign Exchange Markets, 2009, pp 65-82 from Springer

Abstract: Computational geometry is the branch of computer science that studies algorithms for solving geometric problems. The input to a computational-geometry problem is typically a description of a set of geometric objects, such as a set of points, a set of line segments, or the vertices of a polygon. The output is a response to a query about these objects (such as whether any of the lines intersect), or even a new geometric object (such as a convex hull or a separating hyperplane). The problem under consideration is the linear separability problem [112]. In the special case of finding whether two sets of points in general space can be separated, the linear separability problem becomes the binary classification problem (BCP). The most general form of the BCP is the case of whether two sets of points in general space can be separated by k hyperplanes.

Keywords: Support Vector; Input Space; Generalization Error; Training Point; Hypothesis Space (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/978-3-642-00495-7_9

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