The Support Vector Machine (SVM) is a classification framework rooted in convex geometry and statistical learning theory (specifically Vapnik-Chervonenkis theory). Let us consider a binary classification task with training dataset , where represents the feature vector, and denotes the binary class label. We assume initially that the classes are linearly separable in the input space.
We seek a separating hyperplane parameterized by a weight vector and a bias scalar : The decision rule is given by the sign of the affine transformation: .
Geometric Margin Derivation: The algebraic distance of any point to the hyperplane is the orthogonal projection of the vector (where is any point on the hyperplane) onto the unit normal vector : Since , we can define the geometric margin of the observation as: The geometric margin of the entire dataset, , is the minimum distance from any training point to the separating hyperplane:
We want to find parameters that maximize this geometric margin . Since the geometric margin is invariant to the scaling of both and by any positive scalar factor, we can introduce a scale normalization constraint. Specifically, we set the functional margin of the closest point to unity: Under this normalization, the geometric margin is simply: Maximizing the geometric margin is mathematically identical to minimizing , which we write as the convex quadratic programming (QP) Primal Problem: