An asymptotic statistical analysis of support vector machines with soft margins

Authors:
Kazushi Ikeda;Tsutomu Aoishi
Affiliations:
Graduate School of Informatics, Kyoto University, Yoshida-Honmachi, Sakyo, Kyoto 606-8501, Japan;Graduate School of Informatics, Kyoto University, Yoshida-Honmachi, Sakyo, Kyoto 606-8501, Japan
Venue:
Neural Networks
Year:
2005

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Abstract

The generalization properties of support vector machines (SVMs) are examined. From a geometrical point of view, the estimated parameter of an SVM is the one nearest the origin in the convex hull formed with given examples. Since introducing soft margins is equivalent to reducing the convex hull of the examples, an SVM with soft margins has a different learning curve from the original. In this paper we derive the asymptotic average generalization error of SVMs with soft margins in simple cases, that is, only when the dimension of inputs is one, and quantitatively show that soft margins increase the generalization error. r.