Chapter 6
Credit Risk Detection and Prediction – Predictive Analytics
Section 4
Modeling Using Support Vector Machines
Support vector machines belong to the family of supervised machine learning algorithms used for both classification and regression. The samples on the margins are typically called the support vectors. The middle of the margin which separates the two classes is called the optimal separating hyperplane. - Build the SVM model using the training data and the RBF kernel on all the training set features - Use testing data on model to make predictions and evaluate the results - Build a new SVM model based on the top five features