Statistical analysis of big data: an approach based on support vector machines for classification and regression problems

Abstract

A new type of learning algorithms with the supervisor for estimating multidimensional functions is considered. These methods based on Support Vector Machines are widely used due to their ability to deal with high-dimensional and large datasets, and their flexibility in modeling diverse sources of data. Support vector machines and related kernel methods are extremely good at solving prediction problems in computational biology. A background about statistical learning theory and kernel feature spaces is given including practical and algorithmic considerations.