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Every mathematical discipline goes through three periods of development: the naive, the formal, and the critical. David Hilbert The goal of this book is to explain the principles that made support vector machines (SVMs) a successful modeling and prediction tool for a variety of applications. We try to achieve this by presenting the basic ideas of SVMs together with the latest developments and current research questions in a uni?ed style. In a nutshell, we identify at least three reasons for the success of SVMs: their ability to learn well with only a very small number of free parameters, their robustness against several types of model violations and outliers, and last but not least their computational e?ciency compared with several other methods. Although there are several roots and precursors of SVMs, these methods gained particular momentum during the last 15 years since Vapnik (1995, 1998) published his well-known textbooks on statistical learning theory with aspecialemphasisonsupportvectormachines. Sincethen,the?eldofmachine learninghaswitnessedintenseactivityinthestudyofSVMs,whichhasspread moreandmoretootherdisciplinessuchasstatisticsandmathematics. Thusit seems fair to say that several communities are currently working on support vector machines and on related kernel-based methods. Although there are many interactions between these communities, we think that there is still roomforadditionalfruitfulinteractionandwouldbegladifthistextbookwere found helpful in stimulating further research. Many of the results presented in this book have previously been scattered in the journal literature or are still under review. As a consequence, these results have been accessible only to a relativelysmallnumberofspecialists,sometimesprobablyonlytopeoplefrom one community but not the others.
- Sales Rank: #1797847 in Books
- Published on: 2008-08-12
- Ingredients: Example Ingredients
- Original language: English
- Number of items: 1
- Dimensions: 9.30" h x 1.30" w x 6.40" l, 2.15 pounds
- Binding: Hardcover
- 601 pages
Review
From the reviews:
“This book has many remarkable qualities which make it commendable to a large mathematical audience. …It is probably the first book on this topic…which is genuinely aimed at a mathematician reader. No technical issue is avoided, and fine points like measurability, integrability, existence and regularity of solutions, etc., are addressed with due rigor and precision. …The authors take special care to make the book self-contained and accessible to non-specialists…always including very detailed proofs for all results. A substantial appendix acts as a handy reference of fundamental results of analysis and probability needed throughout the book, even including a full proof of Talagrand’s concentration inequality. Many well-thought –out exercises very nicely complete each chapter. Finally, the book as a whole, though voluminous and presenting for the most part some very recent results, always stays very coherent to its choices and goals, and obviously a lot of effort has gone into a clear organization of the material. This work is bound to be recognized as a classic reference on this topic.” (MathSciNet)
“This book presents an extensive account of … Support Vector Machines (SVMs). … The book has many remarkable qualities which make it commendable to a large mathematical audience. First of all it is probably the first book on this topic … which is genuinely aimed at a mathematician reader. … Secondly, the authors take special care to make the book self contained and accessible to non-specialists … . Many well thought-out exercises very nicely complete each chapter. … a classic reference on this topic.” (Gilles Blanchard, Mathematical Reviews, Issue 2010 f)
“A mathematically elaborated topic of support vector machines in a book full with definitions and lemmas. It presents support vector machines (SVMs) as a successful modeling and prediction tool with different examples. This book has 12 chapters and 9 appendices that introduce also marginal applications of SVMs. … This book is … suitable as a textbook on SVMs for graduate courses … .” (Adriana Horn�kov�, Technometrics, Vol. 53 (2), May, 2011)
From the Back Cover
This book explains the principles that make support vector machines (SVMs) a successful modelling and prediction tool for a variety of applications. The authors present the basic ideas of SVMs together with the latest developments and current research questions in a unified style. They identify three reasons for the success of SVMs: their ability to learn well with only a very small number of free parameters, their robustness against several types of model violations and outliers, and their computational efficiency compared to several other methods.
Since their appearance in the early nineties, support vector machines and related kernel-based methods have been successfully applied in diverse fields of application such as bioinformatics, fraud detection, construction of insurance tariffs, direct marketing, and data and text mining. As a consequence, SVMs now play an important role in statistical machine learning and are used not only by statisticians, mathematicians, and computer scientists, but also by engineers and data analysts.
The book provides a unique in-depth treatment of both fundamental and recent material on SVMs that so far has been scattered in the literature. The book can thus serve as both a basis for graduate courses and an introduction for statisticians, mathematicians, and computer scientists. It further provides a valuable reference for researchers working in the field.
The book covers all important topics concerning support vector machines such as: loss functions and their role in the learning process; reproducing kernel Hilbert spaces and their properties; a thorough statistical analysis that uses both traditional uniform bounds and more advanced localized techniques based on Rademacher averages and Talagrand's inequality; a detailed treatment of classification and regression; a detailed robustness analysis; and a description of some of the most recent implementation techniques. To make the book self-contained, an extensive appendix is added which provides the reader with the necessary background from statistics, probability theory, functional analysis, convex analysis, and topology.
Ingo Steinwart is a researcher in the machine learning group at the Los Alamos National Laboratory. He works on support vector machines and related methods.
Andreas Christmann is Professor of Stochastics in the Department of Mathematics at the University of Bayreuth. He works in particular on support vector machines and robust statistics.
About the Author
Ingo Steinwart is a researcher in the machine learning group at the Los Alamos National Laboratory. He works on support vector machines and related methods.
Andreas Christmann is Professor of Stochastics in the Department of Mathematics at the University of Bayreuth. He works in particular on support vector machines and robust statistics.
Most helpful customer reviews
3 of 3 people found the following review helpful.
Mathematically Rigorous SVM Book
By Caterpillar
Steinwart's book is a mathematically rigorous introduction to the theoretical aspects of SVMs. The math involved is heavy (measure theoretic probability theory, functional analysis, topology, etc) and I would not recommend it as a practical guide to SVMs. People doing research in kernel methods will find it to be a fantastic reference. Proofs in the book are very lucid and avoid common mathematical textbook proof cop-outs ("Proof is left to the reader", "proof is simple when X is viewed as a Continuous Brownian Bridge"). The book contains a 100+ page appendix containing very flushed mathematical background, which is a handy reference in itself.
2 of 2 people found the following review helpful.
Comprehensive and in-depth
By Vladislavs Dovgalecs
This books goes deeper in statistical learning within the context of support vector machines. It is positioned as tutorial and may give more theoretical and implementation details on SVMs for those who have already some background. Nice book for those wishing to see internals (loss functions, feature spaces etc) of SVMs! For me it seems complementary to the book from Hastie "The Elements of Statistical Learning". May be not easy to read but packed with useful information!
0 of 0 people found the following review helpful.
It is also great reference for general theorems concerning RKHSs which are covered ...
By Joel
This book delves into the mathematical theory of Support Vector Machines. It is also great reference for general theorems concerning RKHSs which are covered in detail in Chapter 4 of the book. It is a frequently used reference that I keep on my desk.
See all 3 customer reviews...
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