Scribd
Upload
43 views14 pages

Classifying Personal Loan by Support Vector Machine: La Thanh Thao

This document discusses classifying personal loan applications using a support vector machine. It begins by introducing the problem of determining whether to accept or reject a loan application based on a person's age and revenue. It then discusses key concepts for support vector machines, including separating training data with a hyperplane, calculating the distance from a point to a hyperplane, and formulating the optimal problem as maximizing the margin between classes subject to constraints. The document concludes by presenting the dual quadratic programming formulation for solving the support vector machine optimization problem.

Uploaded by

Thao La
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
43 views14 pages

Classifying Personal Loan by Support Vector Machine: La Thanh Thao

This document discusses classifying personal loan applications using a support vector machine. It begins by introducing the problem of determining whether to accept or reject a loan application based on a person's age and revenue. It then discusses key concepts for support vector machines, including separating training data with a hyperplane, calculating the distance from a point to a hyperplane, and formulating the optimal problem as maximizing the margin between classes subject to constraints. The document concludes by presenting the dual quadratic programming formulation for solving the support vector machine optimization problem.

Uploaded by

Thao La
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 14

CLASSIFYING PERSONAL LOAN BY

SUPPORT VECTOR MACHINE

LA THANH THAO

Thesis Supervisor: Ph.D. PHAM HAI HA

April 26, 2019


TABLE OF CONTENT

I Problem
I Distance from a point to a hyperplan
I An optimal problem for SVM
Problem

Mr. John wants to get a loan from a local Bank. He is considered


to be accpedted or not based on his Age and Revenue.

What is the best Classification for a bank to avoid the default risk?
Problem

Figure: Separated training data set


Problem

Figure: The linearly saparable lines


Problem

Figure: A perfect Linearly Separable Figure: A bad Linearly Separable


Distance from a point to a hyperplane

Figure: Margin of solution

|w1 x1 + w2 x2 + b|
d(point, plane)= q
w12 + w22
Distance from a point to a hyperplane

.
|w1 x1 + w2 x2 + b|
I d(point, plane)= q
w12 + w22
|w1 x1 + w2 x2 + w3 x3 + b|
I d(point, plane)= q
w12 + w22 + w32
|w1 x0 + w2 x2 + ... + wn xn + b|
I d(point, plane)= q
w12 + w22 + ... + wn2
An optimal problem for SVM

I (x11 , x21 ), (x12 , x22 ), ..., (x1n , x2n )


with xi ∈ Rd
I d is the number of
dimention.
I N is the number of Data
I Signal of the trainning data
and yi (yi = 1 (class 1)
yi = −1 (Class 2))is the
label of that data.

Figure: Training data set


An optimal problem for SVM

|w1 x1 + w2 x2 + b|
I q
w12 + w22
|w1 x1 + w2 x2 + b|
Margin= min q
w12 + w22

Figure: Training data set


An optimal problem for SVM

I Distance from a closet point


|w1 x1 + w2 x2 + b|
Margin= min q
w12 + w22

I Maximize the margin


yi (w1 x1 + w2 x2 + b)
(w , b)= argmax min q
w12 + w22

1
argmax q minyi (w1 x1 + w2 x2 + b)
w12 + w22
An optimal problem for SVM

I yi (w1 x1 + w2 x2 + b) = 1

I yi (w1 x1 + w2 x2 + b) ≥ 1
when yi = 1
yi (w1 x1 + w2 x2 + b) ≤ −1
when yi = −1

yi (w1 x1 + w2 x2 + b) ≥ 1

Figure:
An optimal problem for SVM

1
I argmax q minyi (w1 x1 + w2 x2 + b)
w12 + w22

1
I (w,b)=argmax q
w12 + w22
Subject to: yi (w1 x1 + w2 x2 + b) ≥ 1

1
I (w,b)=argmin (w12 + w22 )
2
Subject to: yi (w1 x1 + w2 x2 + b) − 1 ≥ 0
Dual Quadratic programming

1
I (w,b)=argmin (w12 + w22 )
2
Subject to: yi (w1 x1 + w2 x2 + b) − 1 ≥ 0

I Larangian function
1
L(w1 , w2 , b, λ)= (w12 + w22 ) - N n n
n=1 λn (yi (w1 x1 + w2 x2 + b) − 1)
P
2

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy