Creating an SVM from scratch 
Creating an SVM from scratch
by Harrison Kinsley
Video Lecture 25 of 42
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Views: 6,927
Date Added: August 11, 2016

Lecture Description

Welcome to the 25th part of our machine learning tutorial series and the next part in our Support Vector Machine section. In this tutorial, we're going to begin setting up or own SVM from scratch.

Before we dive in, however, I will draw your attention to a few other options for solving this constraint optimization problem:

First, the topic of constraint optimization is massive, and there is quite a bit of material on the subject. Even just our subsection: Convex Optimization, is massive. A starting place might be: web.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf. For a starting place for constraint optimization in general, you could also check out www.mit.edu/~dimitrib/Constrained-Opt.pdf

Within the realm of Python specifically, the CVXOPT package has various convex optimization methods available, one of which is the quadratic programming problem we have (found @ cvxopt.solvers.qp).

Also, even more specifically there is libsvm's Python interface, or the libsvm package in general. We are opting to not make use of any of these, as the optimization problem for the Support Vector Machine IS basically the entire SVM problem.

Now, to begin our SVM in Python.

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Course Index

Course Description

The objective of this course is to give you a holistic understanding of machine learning, covering theory, application, and inner workings of supervised, unsupervised, and deep learning algorithms.

In this series, we'll be covering linear regression, K Nearest Neighbors, Support Vector Machines (SVM), flat clustering, hierarchical clustering, and neural networks.

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