A Comparative Study on Support Vector Machines

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Ohemeng, Matthew A.

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2017

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Thesis

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In this thesis, we study Support Vector Machines (SVMs) for binary classification. We review literature on SVMs and other classification methods. We perform simulations to compare kernel functions found in selected R packages and also investigate the variable selection property of penalized SVMs. We consider most linearly separable data set, mostly linearly non-separable data set, and linearly non-separable data set requiring nonlinear SVMs. In addition, traditional classification methods, including the Linear Discriminant Analysis, Quadratic Discriminant Analysis, K-Nearest Neighbors, and Logistic Regression, are also fit to the data sets and compared to the SVM models. The results of the simulation indicate that choosing a kernel function is key to obtaining a good fit to a particular data set. Moreover, in situations where nonlinear SVMs are not required (such as the linear separable data set) fitting nonlinear SVMs to a data set might likely result in overfitting. Finally, we apply SVMs and other classification techniques to Alzheimer's disease data.

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