What is difference between SVM and Neural Network? Is it true that linear svm is same NN, and for non-linear separable problems, NN uses adding hidden layers and SVM uses changi
NNs are heuristic, while SVMs are theoretically founded. A SVM is guaranteed to converge towards the best solution in the PAC (probably approximately correct) sense. For example, for two linearly separable classes SVM will draw the separating hyperplane directly halfway between the nearest points of the two classes (these become support vectors). A neural network would draw any line which separates the samples, which is correct for the training set, but might not have the best generalization properties.
So no, even for linearly separable problems NNs and SVMs are not same.
In case of linearly non-separable classes, both SVMs and NNs apply non-linear projection into higher-dimensional space. In the case of NNs this is achieved by introducing additional neurons in the hidden layer(s). For SVMs, a kernel function is used to the same effect. A neat property of the kernel function is that the computational complexity doesn't rise with the number of dimensions, while for NNs it obviously rises with the number of neurons.