SVMs were originally designed for binary classification. They have then been extended to handle multi-class problems. The idea is to decompose the problem into many binary-class problems and then combine them to obtain the prediction.
One approach called one-against-all, builds as many binary classifiers as there are classes, each trained to separate one class from the rest. To predict a new instance, we choose the classifier with the largest decision function value.
Another approach called one-against-one (which I believe is used in LibSVM), builds k(k-1)/2
binary classifiers, trained to separate each pair of classes against each other, and uses a majority voting scheme (max-win strategy) to determine the output prediction.
There are also other approaches such as using Error Correcting Output Code (ECOC) to build many somewhat-redundant binary-classifiers, and use this redundancy to obtain more robust classifications (uses the same idea as Hamming codes).
Example (one-against-one):
%# load dataset
load fisheriris
[g gn] = grp2idx(species); %# nominal class to numeric
%# split training/testing sets
[trainIdx testIdx] = crossvalind('HoldOut', species, 1/3);
pairwise = nchoosek(1:length(gn),2); %# 1-vs-1 pairwise models
svmModel = cell(size(pairwise,1),1); %# store binary-classifers
predTest = zeros(sum(testIdx),numel(svmModel)); %# store binary predictions
%# classify using one-against-one approach, SVM with 3rd degree poly kernel
for k=1:numel(svmModel)
%# get only training instances belonging to this pair
idx = trainIdx & any( bsxfun(@eq, g, pairwise(k,:)) , 2 );
%# train
svmModel{k} = svmtrain(meas(idx,:), g(idx), ...
'BoxConstraint',2e-1, 'Kernel_Function','polynomial', 'Polyorder',3);
%# test
predTest(:,k) = svmclassify(svmModel{k}, meas(testIdx,:));
end
pred = mode(predTest,2); %# voting: clasify as the class receiving most votes
%# performance
cmat = confusionmat(g(testIdx),pred);
acc = 100*sum(diag(cmat))./sum(cmat(:));
fprintf('SVM (1-against-1):
accuracy = %.2f%%
', acc);
fprintf('Confusion Matrix:
'), disp(cmat)
Here is a sample output:
SVM (1-against-1):
accuracy = 93.75%
Confusion Matrix:
16 0 0
0 14 2
0 1 15