Supported Vector Machine with SAS

Author
Qi Zhao
View Count
3227
License
Creative Commons CC BY 4.0
Abstract

Supported Vectored Machine (SVM) is one of the most historical, but also most commonly used machine learning models in supervised learning. In this project, I built a SVM model with the Sequential Minimal Optimization (SMO) algorithm using SAS IML procedure. Also, I simulated some linearly separable data using data step and compared the result of the SVM model with the SAS build-in Logistic Procedure. Finally, I applied the model to a famous dataset called credit.

Supported Vector Machine with SAS