[R] Manually calculate SVM

Noah Silverman noah at smartmediacorp.com
Thu Mar 25 22:02:59 CET 2010


I'm learning more about SVMs and kernels in general.  I've gotten used
to using the svm function in the e1071 package.  It works great.

Now, I want to do/learn some more interesting stuff. (Perhaps my own
kernel and/or scoring system).  So I want to better understand
1) how calculation of the kernel happens.
2) how to calculate the predicted value (y_hat) given a list of support
vectors and coefficients.

I've seen all the formulas and many of the books.  I get most of it
conceptually.  Where I'm having trouble is making the leap from concept
to actual use.  Ideally, I'd love to code some of the basic stuff in R
or Perl in scratch.  It won't be efficient, but will better help me
understand just how actual values are manipulated.

I know this isn't the function of the list, but was hoping that someone
could point me toward some good resources or offer some suggestion.



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