Overview

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. 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.

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9780387568744

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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 effor

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