(solution) We have seen that we can fit an SVM with a non-linear kernel in order to perform classification…

(solution) We have seen that we can fit an SVM with a non-linear kernel in order to perform classification…

We have seen that we can fit an SVM with a non-linear kernel in order to perform classification using a non-linear decision boundary. We will now see that we can also obtain a non-linear decision boundary by performing logistic regression using non-linear transformations of the features. (a) Generate a data set with n = 500 and p = 2, such that the observations belong to two classes with a quadratic decision boundary between them. For instance, you can do this as follows: (b) Plot the observations, colored according to their class labels. Your plot should display X1 on the x-axis, and X2 on the yaxis. (c) Fit a logistic regression model to the data, using X1 and X2 as predictors. (d) Apply this model to the training data in order to obtain a predicted class label for each training observation. Plot the observations, colored according to the predicted class labels. The decision boundary should be linear. (e) Now fit a logistic regression model to the data using non-linear functions of X1 and X2 as predictors (e.g. X2 1 , X1×X2, log(X2), and so forth). (f) Apply this model to the training data in order to obtain a predicted class label for each training observation. Plot the observations, colored according to the predicted class labels. The decision boundary should be obviously non-linear. If it is not, then repeat (a)-(e) until you come up with an example in which the predicted class labels are obviously non-linear. (g) Fit a support vector classifier to the data with X1 and X2 as predictors. Obtain a class prediction for each training observation. Plot the observations, colored according to the predicted class labels. (h) Fit a SVM using a non-linear kernel to the data. Obtain a class prediction for each training observation. Plot the observations, colored according to the predicted class labels. (i) Comment on your results