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Why is feature scaling critical for SVMs?

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Answer

  • SVMs measure distances between points (via kernels or margins).
  • Features on very different scales dominate the distance computation — a feature in kilometres will completely swamp a feature in millimetres.
  • Both the linear-kernel margin and the RBF kernel depend on this.
  • Standardize features to mean 0 / variance 1 before fitting.
  • Also matters heavily when tuning gamma — an unscaled feature makes the 'right' gamma completely different.
Check yourself — multiple choice
  • SVMs are scale-invariant like trees
  • Kernels/margins measure distances → features on different scales dominate; standardize first
  • Scaling only matters for classification
  • Scaling only affects training speed

Distance-based ⇒ features must be on comparable scales. Standardize before SVM.

#svm#preprocessing

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