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Hence, one should choose the hyperplane such that the distance from it to the nearest data point on each side is maximized. If such a hyperplane exists, it is known as the maximum-margin hyperplane, and the linear classifier it defines is known as a maximum margin classifier (or, equivalently, the perceptron of optimal stability). [citation needed
The original maximum-margin hyperplane algorithm proposed by Vapnik in 1963 constructed a linear classifier. However, in 1992, Bernhard Boser, Isabelle Guyon and Vladimir Vapnik suggested a way to create nonlinear classifiers by applying the kernel trick (originally proposed by Aizerman et al. [20]) to maximum-margin hyperplanes. [7]
A related result is the supporting hyperplane theorem. In the context of support-vector machines, the optimally separating hyperplane or maximum-margin hyperplane is a hyperplane which separates two convex hulls of points and is equidistant from the two. [1] [2] [3]
So we choose the hyperplane so that the distance from it to the nearest data point on each side is maximized. If such a hyperplane exists, it is known as the maximum-margin hyperplane and the linear classifier it defines is known as a maximum margin classifier.
The margin for an iterative boosting algorithm given a dataset with two classes can be defined as follows: the classifier is given a sample pair (,), where is a domain space and = {, +} is the sample's label.
The plot shows that the Hinge loss penalizes predictions y < 1, corresponding to the notion of a margin in a support vector machine. In machine learning, the hinge loss is a loss function used for training classifiers. The hinge loss is used for "maximum-margin" classification, most notably for support vector machines (SVMs). [1]
How margin trading works Buying on margin involves getting a loan from your brokerage and using the money from the loan to invest in more securities than you can buy with your available cash.
In particular, support vector machines find a hyperplane that separates the feature space into two classes with the maximum margin. If the problem is not originally linearly separable, the kernel trick can be used to turn it into a linearly separable one, by increasing the number of dimensions. Thus a general hypersurface in a small dimension ...
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