support vector machine

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Support Vector Machine Putri W Novianti Victor L Jong Biostatistics & Research Support Julius Center for Health Sciences and Primary Care University Medical Center Utrecht

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Page 1: Support Vector Machine

Support Vector Machine

Putri W Novianti

Victor L Jong

Biostatistics & Research Support

Julius Center for Health Sciences and Primary Care

University Medical Center Utrecht

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• Binary classification method

• The method finds the best decision hyperplane that separate sample from

two classes with maximum margin

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What if the problem is not linearly separable?

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- SVM only handle binary classification

- Although binary classification is the most common classification in microarray, multiclass outcome could be occur in practice

- Modification is needed to handle multiclass outcome

- one-versus-rest (OVR)

- one-versus-one (OVO)

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Multiclass outcome

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Multiclass outcome

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OVR-SVM

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OVO-SVM

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Example 1. Classification in Iris Data

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Example 1. Classification in Iris Data

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SVM for Regression

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SVM for Regression

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References

[1] Zhang, X. Support Vector Machine. Lecture slides on Data Mining course. Fall 2010, KSA: KAUST

[2] Statnikov, A. et al. 2005. A comprehensive evaluation of multicategory classification methods for microarray gene expression cancer diagnosis. Bioinformatics, 21:5, 631-643

[3] Hastie, T., Tibshirani, R., Friedman, J. The elements of statistical learning, second edition. 2009. New York: Springer

[4] Guyon, I et al. 2002. Gene selection for cancer classification using support vector machines. Machine Learning, 49, 389-422

[5] Meyer, D. et al. 2012. R package: e1071.

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