Machine Learning. Support Vector Machines. Le Song. CSE6740/CS7641/ISYE6740, Fall Lecture 8, Sept. 13, 2012 Based on slides from Eric Xing, CMU

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1 Mchne Lernng CSE6740/CS764/ISYE6740 Fll 0 Support Vector Mchnes Le Song Lecture 8 Sept. 3 0 Bsed on sldes fro Erc Xng CMU Redng: Chp. 6&7 C.B ook

2 Outlne Mu rgn clssfcton Constrned optzton Lgrngn dult Kernel trck Non-seprle cses

3 Wht s good Decson Boundr? Consder nr clssfcton tsk th = ± lels not 0/ s efore. When the trnng eples re lnerl seprle e cn set the preters of lner clssfer so tht ll the trnng eples re clssfed correctl Mn decson oundres! Genertve clssfers Logstc regressons Are ll decson oundres equll good? Clss Clss

4 Not All Decson Boundres Are Equl! Wh e hve such oundres? Irregulr dstruton Ilnced trnng szes outlners

5 Clssfcton nd Mrgn Preterzng decson oundr Let denote vector orthogonl to the decson oundr nd denote sclr "offset" ter then e cn rte the decson oundr s: 0 Clss Clss d - d +

6 Clssfcton nd Mrgn Preterzng decson oundr Let denote vector orthogonl to the decson oundr nd denote sclr "offset" ter then e cn rte the decson oundr s: 0 Mrgn Clss Clss d - d + + > +c for ll n clss + < -c for ll n clss Or ore copctl: + >c he rgn eteen to ponts = d - + d + =

7 Mu Mrgn Clssfcton he rgn s: Here s our Mu Mrgn Clssfcton prole: c - * * c c s.t

8 Mu Mrgn Clssfcton con'd. he optzton prole: s.t But note tht the gntude of c erel scles nd nd does not chnge the clssfcton oundr t ll! h? So e nsted ork on ths clener prole: s.t c he soluton to ths leds to the fous Support Vector Mchnes - -- eleved n to e the est "off-the-shelf" supervsed lernng lgorth c

9 Support vector chne A conve qudrtc progrng prole th lner constrns: s.t he ttned rgn s no gven Onl fe of the clssfcton constrnts re relevnt support vectors Constrned optzton We cn drectl solve ths usng coercl qudrtc progrng QP code But e nt to tke ore creful nvestgton of Lgrnge dult nd the soluton of the ove s ts dul for. deeper nsght: support vectors kernels ore effcent lgorth d - d +

10 Lgrngn Dult he Prl Prole Prl: he generlzed Lgrngn: the 's 0 nd 's re clled the Lgrngn ultplers Le: A re-rtten Prl: l h k g f s.t. n 0 0 l k h g f L o/ s constrnt prl stsfes f f L 0 n L 0

11 Lgrngn Dult cont. Recll the Prl Prole: n L 0 he Dul Prole: n L 0 heore ek dult: d * 0 n L n 0 L p * heore strong dult: Iff there est sddle pont of * d L p * e hve

12 he KK condtons If there ests soe sddle pont of L then the sddle pont stsfes the follong "Krush-Kuhn-ucker" KK condtons: heore: If * * nd * stsf the KK condton then t s lso soluton to the prl nd the dul proles. k k g k g α l n L L

13 Solvng optl rgn clssfer Recll our opt prole: hs s equvlent to Wrte the Lgrngn: Recll tht * cn e reforulted s No e solve ts dul prole: s.t - s.t n L * n L 0 n L 0

14 *** he Dul Prole We nze L th respect to nd frst: Note tht * ples: Plus *** ck to L nd usng ** e hve: n L 0-0 L 0 L * - L **

15 he Dul prole cont. No e hve the follong dul opt prole: hs s gn qudrtc progrng prole. A glol u of cn ls e found. But ht's the g del?? Note to thngs:. cn e recovered. he "kernel" s.t. J 0 - k 0. See net More lter

16 Support vectors Note the KK condton --- onl fe 's cn e nonzero!! α g 0 k 5 =0 Clss 8 =0.6 0 =0 7 =0 =0 Cll the trnng dt ponts hose 's re nonzero the support vectors SV 4 =0 9 =0 Clss 3 =0 6 =.4 =0.8

17 Support vector chnes Once e hve the Lgrnge ultplers { } e cn reconstruct the preter vector s eghted conton of the trnng eples: SV For testng th ne dt z Copute z SV z nd clssf z s clss f the su s postve nd clss otherse Note: need not e fored eplctl

18 Interpretton of support vector chnes he optl s lner conton of sll nuer of dt ponts. hs sprse representton cn e veed s dt copresson s n the constructon of knn clssfer o copute the eghts { } nd to use support vector chnes e need to specf onl the nner products or kernel eteen the eples We ke decsons coprng ech ne eple z th onl the support vectors: * sgn SV z

19 Non-lnerl Seprle Proles Clss Clss We llo error n clssfcton; t s sed on the output of the dscrnnt functon + pprotes the nuer of sclssfed sples

20 Soft Mrgn Hperplne No e hve slghtl dfferent opt prole: re slck vrles n optzton Note tht =0 f there s no error for s n upper ound of the nuer of errors C : trdeoff preter eteen error nd rgn s.t - 0 C n

21 he Optzton Prole he dul of ths ne constrned optzton prole s hs s ver slr to the optzton prole n the lner seprle cse ecept tht there s n upper ound C on no Once gn QP solver cn e used to fnd - J. 0 s.t. k C 0

22 Etenson to Non-lner Decson Boundr So fr e hve onl consdered lrge-rgn clssfer th lner decson oundr Ho to generlze t to ecoe nonlner? Ke de: trnsfor to hgher densonl spce to ke lfe eser Input spce: the spce the pont re locted Feture spce: the spce of f fter trnsforton Wh trnsfor? Lner operton n the feture spce s equvlent to non-lner operton n nput spce Clssfcton cn ecoe eser th proper trnsforton. In the XOR prole for eple ddng ne feture of ke the prole lnerl seprle hoeork

23 rnsforng the Dt Input spce f. Coputton n the feture spce cn e costl ecuse t s hgh densonl he feture spce s tpcll nfnte-densonl! he kernel trck coes to rescue f f f f f f f f f f f f f f f f f f Feture spce Note: feture spce s of hgher denson thn the nput spce n prctce

24 he Kernel rck Recll the SVM optzton prole he dt ponts onl pper s nner product As long s e cn clculte the nner product n the feture spce e do not need the ppng eplctl Mn coon geoetrc opertons ngles dstnces cn e epressed nner products Defne the kernel functon K - J. 0 s.t. k C 0 K f f

25 An Eple for feture ppng nd kernels Consder n nput =[ ] Suppose f. s gven s follos An nner product n the feture spce s So f e defne the kernel functon s follos there s no need to crr out f. eplctl f ' ' ' ' ' ' ' ' f f ' ' K

26 More eples of kernel functons Lner kernel e've seen t K ' ' Polnol kernel e ust s n eple K here p = 3 o get the feture vectors e conctente ll pth order polnol ters of the coponents of eghted pproprtel ' ' p Rdl ss kernel K ' ep - - ' In ths cse the feture spce conssts of functons nd results n nonpretrc clssfer.

27 SVM eples

28 Eples for Non Lner SVMs Gussn Kernel

29 Cross-vldton error he leve-one-out cross-vldton error does not depend on the densonlt of the feture spce ut onl on the # of support vectors! Leve - one - out CV error # support ve ctors # of trnng eples

30 Sur Support Vector Mchne: M-rgn clssfer Constrned conve optzton prole Dult Support vectors Kernels

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