prtClassSvm Support vector machine classifier
CLASSIFIER = prtClassSvm returns a support vector machine classifier
CLASSIFIER = prtClassSvm(PROPERTY1, VALUE1, ...) constructs a
prtClassSvm object CLASSIFIER with properties as specified by
PROPERTY/VALUE pairs.
A prtClassSvm object inherits all properties from the abstract class
prtClass. In addition is has the following properties:
c - Slack variable weight
tol - tolerance on learning updates
The following properties are read-only.
alpha - Vector of support vector machine weights
beta - Support vector machine DC offset
For information on relevance vector machines, please
refer to the following URL:
http://en.wikipedia.org/wiki/Support_vector_machine
The prtClassSvm object makes use of the sequential minimal
optimization as described in Reference:
J. Platt, Sequential Minimal Optimization: A Fast Algorithm
for Training Support Vector Machines, Microsoft Research Technical
Report MSR-TR-98-14, (1998).
A prtClassSvm object inherits the TRAIN, RUN, CROSSVALIDATE and
KFOLDS methods from prtAction. It also inherits the PLOT method
from prtClass.
Example:
TestDataSet = prtDataGenUnimodal; % Create some test and
TrainingDataSet = prtDataGenUnimodal; % training data
classifier = prtClassSvm; % Create a classifier
classifier = classifier.train(TrainingDataSet); % Train
classified = run(classifier, TestDataSet); % Test
subplot(2,1,1);
classifier.plot;
subplot(2,1,2);
[pf,pd] = prtScoreRoc(classified,TestDataSet);
h = plot(pf,pd,'linewidth',3);
title('ROC'); xlabel('Pf'); ylabel('Pd');