Preface |
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ix | |
About the Authors |
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xiii | |
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1 | (18) |
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Classes of Data-Analytic Problems Considered in This Book |
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1 | (5) |
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Basic Principles of Classification |
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6 | (6) |
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Main Ideas of the Support Vector Machine (SVM) Classification Algorithm |
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12 | (4) |
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History of SVMs and Their Use in the Literature |
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16 | (3) |
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2 Necessary Mathematical Concepts |
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19 | (21) |
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Geometrical Representation of Objects |
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19 | (5) |
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Basic Operations on Vectors |
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24 | (5) |
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Hyperplanes as Decision Surfaces |
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29 | (5) |
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34 | (6) |
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3 Support Vector Machines (SVMs) for Binary Classification: Classical Formulation |
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40 | (24) |
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Hard-Margin Linear SVM for Linearly Separable Data |
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40 | (9) |
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Soft-Margin Linear SVM for Data That is not Exactly Linearly Separable Due to Noise or Outliers |
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49 | (8) |
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Non-Linear SVM and Kernel Trick For Linearly Non-Separable Data |
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57 | (7) |
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4 Basic Principles of Statistical Machine Learning |
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64 | (9) |
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Generalization and Overfitting |
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64 | (4) |
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"Loss + Penalty" Paradigm for Learning to Avoid Overfitting and Ensure Generalization |
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68 | (5) |
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5 Model Selection for SVMs |
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73 | (18) |
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Motivation of Model Selection Strategy |
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74 | (5) |
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Commonly Used Parameters/Kernels of SVM Classifiers |
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79 | (2) |
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Cross-Validation for Accuracy Estimation |
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81 | (4) |
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Cross-Validation for Accuracy Estimation and Model Selection |
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85 | (5) |
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Statistical Considerations |
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90 | (1) |
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6 SVMs for Multi-Category Classification |
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91 | (6) |
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91 | (3) |
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94 | (2) |
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Methods by Crammer and Singer and by Weston and Watkins |
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96 | (1) |
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7 Support Vector Regression (SVR) |
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97 | (22) |
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Hard-Margin Linear ε-Insensitive SVR for Modeling Linear Relations |
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97 | (9) |
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Soft-Margin Linear ε-Insensitive SVR for Modeling Almost Linear Relations |
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106 | (5) |
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Non-Linear ε-Insensitive SVR for Modeling Non-Linear Relations |
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111 | (2) |
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Comparing ε-Insensitive SVR with Other Popular Regression Methods |
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113 | (5) |
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On Model Selection for ε-Insensitive SVR |
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118 | (1) |
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8 Novelty Detection with SVM-Based Methods |
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119 | (17) |
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Hard-Margin Linear One-Class SVM |
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123 | (2) |
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Soft-Margin Linear One-Class SVM |
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125 | (4) |
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129 | (6) |
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On Model Selection for One-Class SVM |
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135 | (1) |
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9 Support Vector Clustering |
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136 | (18) |
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The Minimal Enclosing Hyper-Sphere |
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140 | (4) |
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Cluster Assignment in SVC |
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144 | (4) |
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Dealing with Noise in the Data |
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148 | (5) |
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Relationship Between the Minimal Enclosing Hyper-Sphere and One-Class SVM |
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153 | (1) |
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10 SVM-Based Variable Selection |
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154 | (14) |
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Understanding the SVM Weight Vector |
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156 | (5) |
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Simple SVM-Based Variable Selection Algorithm |
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161 | (3) |
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SVM-RFE Variable Selection Algorithm |
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164 | (2) |
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Variable Selection and Estimation of Generalization Accuracy |
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166 | (2) |
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11 Computing Posterior Class Probabilities for SVM Classifiers |
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168 | (6) |
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Simple Binning Method for Posterior Probability Estimation |
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168 | (3) |
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Platt's Method for Posterior Probability Estimation |
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171 | (3) |
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174 | (2) |
Appendix |
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176 | (2) |
Bibliography |
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178 | (3) |
Index |
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181 | |