Supported Vector Machine with SAS

Supported Vectored Machine (SVM) is one of the most historical, but also most commonly used machine learning models in supervised learning. In this project, I built a SVM model with the Sequential Minimal Optimization (SMO) algorithm using SAS IML procedure. Also, I simulated some linearly separable data using data step and compared the result of the SVM model with the SAS build-in Logistic Procedure. Finally, I applied the model to a famous dataset called credit.