7.3The Idea In a Nutshell
Figure??tells the story. One assumes that your data can be separated by a line. Any line can be represented bywTx=α. Data-cases from one class satisfywTXn≤α_while data-cases from the other class satisfyw_TXn≥α. To achieve that, you write down a cost function that penalizes data-cases falling on the wrong side of the line and minimize it over{w,α}. For a test case you simply compute the sign ofwT__X_test−α_to make a prediction as to which class it belongs to.
Chapter 8