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Support Vector
Machines work very well in practice.
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The
user must choose the kernel function and its
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parameters,
but the rest is automatic.
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The
test performance is very good.
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They can be
expensive in time and space for big datasets
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The
computation of the maximum-margin hyper-plane
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depends
on the square of the number of training cases.
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We
need to store all the support vectors.
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SVMs are very
good if you have no idea about what
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structure to
impose on the task.
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The kernel trick
can also be used to do PCA in a much
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higher-dimensional
space, thus giving a non-linear version
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of PCA in the
original space.
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