gistfile1.txt

library(MASS)
svm_error <- function() {
  # 1) generate a random training sample to train on + fit
  
  # build training set
  x0 = mvrnorm(50,rep(0,10),diag(10))
  x1 = mvrnorm(50,rep(c(1,0),c(5,5)),diag(10))
  train = rbind(x0,x1)
  classes = rep(c(0,1),c(50,50))
  dat=data.frame(train,classes=as.factor(classes))
  
  # fit
  # svmfit=svm(classes~.,data=dat,kernel="linear")
  svmfit = glm(classes~., data=dat, family="binomial")
  
  # 2) evaluate the number of mistakes we make on a large test set = 1000 samples
  test_x0 = mvrnorm(500,rep(0,10),diag(10))
  test_x1 = mvrnorm(500,rep(c(1,0),c(5,5)),diag(10))
  test = rbind(test_x0,test_x1)
  test_classes = rep(c(0,1),c(500,500))
  test_dat = data.frame(test,test_classes=as.factor(test_classes))
  fit = predict(svmfit,test_dat)
  fit = ifelse(fit < 0.5, 0, 1)
  error = sum(fit != test_dat$test_classes)/1000
  
  return(error)
}

# 3) repeat (1-2) many times and averaging the error rate for each trial
errors = replicate(1000, svm_error())

print(mean(errors))