SVM-Guided Biplot of Observations and Variables

We consider support vector machines(SVM) to predict Y with p numerical variables $X_1$, ${\ldots}$, $X_p$. This paper aims to build a biplot of p explanatory variables, in which the first dimension indicates the direction of SVM classification and/or regression fits. We use the geometric scheme of kernel principal component analysis adapted to map n observations on the two-dimensional projection plane of which one axis is determined by a SVM model a priori.