Support Vector Machines

In this post I will explain the Support Vector Machines method. First, what is a Support Vector? It's the margins of an Hyperplane (linear or not) that divides two or more groups, whose margin (distance between two groups) must be maximized: The Hyperplane borders are H1 and H2 and the distance to be maximized is d1 and d2. First, let's do a regular Linear Regression with black dots (X1) and white dots (X2). You can easily see that the estimated Y (red line) barely touches some of the blue dots (real Y).