Why do we prefer a larger margin in SVM?

Why do we prefer a larger margin in SVM?

Maximizing the margin seems good because points near the decision surface represent very uncertain classification decisions: there is almost a 50% chance of the classifier deciding either way. By construction, an SVM classifier insists on a large margin around the decision boundary.

Why is the SVM called the maximum margin classifier?

Support vector machines attempt to pass a linearly separable hyperplane through a dataset in order to classify the data into two groups. This is the Maximum Margin Classifier. It maximizes the margin of the hyperplane. This is the best hyperplane because it reduces the generalization error the most.

What is maximum margin classifier?

The Maximal-Margin Classifier is a hypothetical classifier that best explains how SVM works in practice. The numeric input variables (x) in your data (the columns) form an n-dimensional space. By plugging in input values into the line equation, you can calculate whether a new point is above or below the line.

Why would we prefer a large margin running a SVM?

A large margin effectively corresponds to a regularization of SVM weights which prevents overfitting. Hence, we prefer a large margin (or the right margin chosen by cross-validation) because it helps us generalize our predictions and perform better on the test data by not overfitting the model to the training data.

Are there any bounds on the SVM generalization ability?

In (Vapnik, 2000), theorem 5.2 in page 139 gives the following bound on the SVM generalization ability: where nSV is the number of support vectors of the SVM. This results seems to be found again in (Burges, 1998), equations (86) and (93) respectively.

Which is the optimal hyperplane for a SVM?

SVM is a type of classifier which classifies positive and negative examples, here blue and red data points As shown in the image, the largest margin is found in order to avoid overfitting ie,.. the optimal hyperplane is at the maximum distance from the positive and negative examples (Equal distant from the boundary lines).

How to create a support vector machine ( SVM )?

We construct a support vector machine (SVM) that maximizes the minimal margin m ∗ between the separating hyperplane defined by {x: w ⋅ x + b = 0}, w ∈ Rp and b ∈ R, and the closest point among x1, ⋯, xn so as to separate the two classes defined by y = − 1 and y = 1.