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SVM training and SRM

Finally the most important question is, ``does SVM training actually implement SRM principle ?'' and if yes, ``how ?'' i.e. can one prove that SVM training actually minimises the VC dimension and empirical error at the same time. From Section gif, the VC dimension of a nonlinear SVM is N +1, where N is the dimensionality of space tex2html_wrap_inline1792 . In [Burges, 1998], the dimensionality of space tex2html_wrap_inline1792 for a p-degree polynomial and RBF kernel is shown to be tex2html_wrap_inline1842 and tex2html_wrap_inline1844 respectively, where tex2html_wrap_inline1846 is the dimensionality of the original low dimension space. Hence SVM could have a very high VC dimension.

[Vapnik, 1995] stated that the VC dimension is bounded by the inequality in Eqn. gif. The influence of A on the capacity of the SVM classifier is shown in Figure gif.

  equation292

All training vectors are bounded by a sphere of radius R, and tex2html_wrap_inline1712 norm of w (Eqn. gif) is bound by A, i.e. tex2html_wrap_inline1858 .

  eqnarray296

R can be found by first estimating the centre of the sphere that encloses all the training data. This is a convex QP problem, which can be solve using very similar techniques to those used in the SVM training, i.e. using Lagrangian and prima-dual formulation. [Burges, 1998] shows that the centre is given by Eqn. gif ( tex2html_wrap_inline1642 is the Lagrange multiplier). Then R is computed using Eqn. gif.

  equation305

  eqnarray308

   figure314
Figure: Constraining the hyper-planes to remain outside the spheres of radius tex2html_wrap_inline1866 around each data point

By analysing the VC dimension of a gap-tolerant classifier gif, [Burges, 1998] claimed that Eqn. gif actually gives the VC dimension of a gap-tolerant classifier but not the VC dimension of a SVM classifier.



K.K. Chin
Thu Sep 10 11:05:30 BST 1998