A geometric interpretation of ν-SVM classifiers

Abstract

We show that the recently proposed variant of the Support Vector machine (SVM) algorithm, known as ν-SVM, can be interpreted as a maximal separation between subsets of the convex hulls of the data, which we call soft convex hulls. The soft convex hulls are controlled by choice of the parameter ν. If the intersection of the convex hulls is empty, the hyperplane is positioned halfway between them such that the distance between convex hulls, measured along the normal, is maximized; and if it is not, the hyperplane's normal is similarly determined by the soft convex hulls, but its position (perpendicular distance from the origin) is adjusted to minimize the error sum. The proposed geometric interpretation of ν-SVM also leads to necessary and sufficient conditions for the existence of a choice of ν for which the ν-SVM solution is nontrivial.