Machine Learning: Support Vector Machine

Have been finding time to understand the concept behind support vector machine (SVM) and finally implemented the learning algorithm in Python. I'll write this post to review my understanding so far.

Support vector machine is in its simplest form is a type of linear classifier. The intuition behind SVM is usually demonstrated in various machine learning books by asking readers this question: amongst several correct linear classifiers, which one would you think is the best? And it is highlighted that we will tend to prefer the one which has bigger margin between the points closest to the classifier hyper plane. This is then formalised mathematically, which in the end reducible as a type of convex optimisation in particular solvable using a quadratic programming algorithm.