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Journal Article

Bounds on Error Expectation for Support Vector Machines

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http://pubman.mpdl.mpg.de/cone/persons/resource/persons84987

Vapnik,  V
Max Planck Institute for Biological Cybernetics, Max Planck Society;

http://pubman.mpdl.mpg.de/cone/persons/resource/persons83855

Chapelle,  O
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

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Citation

Vapnik, V., & Chapelle, O. (2000). Bounds on Error Expectation for Support Vector Machines. Neural Computation, 12(9), 2013-2036.


Cite as: http://hdl.handle.net/11858/00-001M-0000-0013-E58F-E
Abstract
We introduce the concept of span of support vectors (SV) and show that the generalization ability of support vector machines (SVM) depends on this new geometrical concept. We prove that the value of the span is always smaller (and can be much smaller) than the diameter of the smallest sphere containing th e support vectors, used in previous bounds. We also demonstate experimentally that the prediction of the test error given by the span is very accurate and has direct application in model selection (choice of the optimal parameters of the SVM)