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1 Administrivia Mini-project 2 due April 7, in class implement multi-class reductions, naive bayes, kernel perceptron, multi-class logistic regression and two layer neural networks training set: Project proposals due April 2, in class one page describing the project topic, goals, etc list your team members (2+) project presentations: April 23 and 27 final report: May 3 1/27
2 Kaggle 2/27
3 Kernel Methods Subhransu Maji CMPSCI 689: Machine Learning 24 March March 2015
4 Feature mapping Learn non-linear classifiers by mapping features Can we learn the XOR function with this mapping? 4/27
5 Quadratic feature map Let, x =[x 1,x 2,...,x D ] Then the quadratic feature map is defined as: p p p (x) =[1, 2x 1, 2x 2,..., 2x D, x 2 1,x 1 x 2,x 1 x 3...,x 1 x D, x 2 x 1,x 2 2,x 2 x 3...,x 2 x D,..., x D x 1,x D x 2,x D x 3...,x 2 D] Contains all single and pairwise terms There are repetitions, e.g., x1x2 and x2x1, but hopefully the learning algorithm can handle redundant features 5/27
6 Drawbacks of feature mapping Computational Suppose training time is linear in feature dimension, quadratic feature map squares the training time Memory Quadratic feature map squares the memory required to store the training data Statistical Quadratic feature mapping squares the number of parameters For now lets assume that regularization will deal with overfitting 6/27
7 Quadratic kernel The dot product between feature maps of x and z is: (x) T (z) =1+2x 1 z 1 +2x 2 z 2,...,2x D z D + x 2 1z1 2 + x 1 x 2 z 1 z x 1 x D z 1 z D x D x 1 z D z 1 + x D x 2 z D z x 2 DzD 2 =1+2 X x i z i + X x i x j z i z j i i,j =1+2 x T z +(x T z) 2 = 1+x T z 2 = K(x, z) quadratic kernel Thus, we can compute φ(x)ᵀφ(z) in almost the same time as needed to compute xᵀz (one extra addition and multiplication) We will rewrite various algorithms using only dot products (or kernel evaluations), and not explicit features 7/27
8 Perceptron revisited Input: training data feature map (x 1,y 1 ), (x 2,y 2 ),...,(x n,y n ) Initialize for iter = 1,,T for i = 1,..,n predict according to the current model ŷ i = Perceptron training algorithm if else, w [0,...,0] +1 if w T (x i ) > 0 y i =ŷ i 1 otherwise, no change w w + y i (x i ) dependence on φ Obtained by replacing x by φ(x) 8/19
9 Properties of the weight vector Linear algebra recap: Let U be set of vectors in Rᴰ, i.e., U = {u1,u2,, ud} and ui Rᴰ Span(U) is the set of all vectors that can be represented as ᵢaᵢuᵢ, such that aᵢ R Null(U) is everything that is left i.e., Rᴰ \ Span(U) Perceptron representer theorem: During the run of the perceptron training algorithm, the weight vector w is always in the span of φ(x1), φ(x1),, φ(xd) w = P i i (x i ) updates i i + y i w T (z) =( P i i (x i )) T (z) = P i i (x i ) T (z) 9/27
10 Kernelized perceptron Input: training data feature map (x 1,y 1 ), (x 2,y 2 ),...,(x n,y n ) Kernelized perceptron training algorithm Initialize for iter = 1,,T for i = 1,..,n predict according to the current model ŷ i = if else, [0, 0,...,0] +1 y i =ŷ i P if n n (x n ) T (x i ) > 0 1 otherwise, no change i = i + y i (x) T (z) =(1+x T z) p polynomial kernel of degree p 10/19
11 Support vector machines Kernels existed long before SVMs, but were popularized by them Does the representer theorem hold for SVMs? Recall that the objective function of an SVM is: Let, min w 1 w = w k + w? 2 w 2 + C X n max(0, 1 y n w T x n ) only w affects classification w T x i =(w k + w? ) T x i = wk T x i + w?x T i = wk T x i norm decomposes w T w =(w k + w? ) T (w k + w? ) = wk T w k + w?w T? wk T w k Hence, w 2 Span({x 1, x 2,...,x n }) 11/27
12 Kernel k-means Initialize k centers by picking k points randomly Repeat till convergence (or max iterations) Assign each point to the nearest center (assignment step) Estimate the mean of each group (update step) Representer theorem is easy here arg min S arg min S kx kx X Exercise: show how to compute x2s i (x) µ i 2 X x2s i (x) µ i 2 using dot products 12/37 µ i 1 S i (x) µ i 2 X x2s i (x)
13 What makes a kernel? A kernel is a mapping K: X xx R Functions that can be written as dot products are valid kernels Examples: polynomial kernel K(x, z) = (x) T (z) K d (poly) (x, z) =(1+xT z) d Alternate characterization of a kernel A function K: X xx R is a kernel if K is positive semi-definite (psd) This property is also called as Mercer s condition This means that for all functions f that are squared integrable except the zero function, the following property holds: Z Z f(x)k(x, z)f(z)dzdx > 0 f(x) 2 dx < 1 Z 13/27
14 Why is this characterization useful? We can prove some properties about kernels that are otherwise hard to prove Theorem: If K1 and K2 are kernels, then K1 + K2 is also a kernel Proof: Z Z f(x)k(x, z)f(z)dzdx = = Z Z Z Z 0+0 f(x)(k 1 (x, z)+k 2 (x, z)) f(z)dzdx Z Z f(x)k 1 (x, z)f(z)dzdx + f(x)k 2 (x, z)f(z)dzdx More generally if K1, K2,, Kn are kernels then ᵢαi Ki with αi 0, is a also a kernel Can build new kernels by linearly combining existing kernels 14/27
15 Why is this characterization useful? We can show that the Gaussian function is a kernel Also called as radial basis function (RBF) kernel Lets look at the classification function using a SVM with RBF kernel: f(z) = X i = X i K (rbf) (x, z) =exp x z 2 i K (rbf) (x i, z) i exp x i z 2 This is similar to a two layer network with the RBF as the link function Gaussian kernels are examples of universal kernels they can approximate any function in the limit as training data goes to infinity 15/27
16 Kernels in practice Feature mapping via kernels often improves performance MNIST digits test error: 8.4% SVM linear 1.4% SVM RBF 1.1% SVM polynomial (d=4) 60,000 training examples 16/27
17 Kernels over general structures Kernels can be defined over any pair of inputs such as strings, trees and graphs Kernel over trees: K(, ) number This can be computed efficiently using dynamic programming Can be used with SVMs, perceptrons, k-means, etc For strings number of common substrings is a kernel Graph kernels that measure graph similarity (e.g. number of common subgraphs) have been used to predict toxicity of chemical structures = of common subtrees 17/27
18 Kernels for computer vision Histogram intersection kernel between two histograms a and b a b min(a,b) Introduced by Swain and Ballard 1991 to compare color histograms 18/27
19 Kernel classifiers tradeoffs Evaluation time Linear Kernel h(z) =w T z Accuracy Non- linear Kernel h(z) = i K(x i, z) Linear: O (feature dimension) Non Linear: O (N X feature dimension) 19/27
20 Kernel classification function h(z) = i K(x i, z) = i DX j=1 1 min(x ij,z j ) A 20/27
21 Kernel classification function h(z) = i K(x i, z) = i DX j=1 1 min(x ij,z j ) A h(z) = = DX j=1 Key insight: additive property i DX j=1 1 min(x ij,z j ) A i min(x ij,z j ) = DX j=1 h j (z j ) h j (z j )= i min(x ij,z j ) 21/27
22 Kernel classification function h(z) = i K(x i, z) = i j=1 Algorithm 1 DX 1 min(x ij,z j ) A h j (z j )= i min(x ij,z j ) O(N) 22/27
23 Kernel classification function h(z) = i K(x i, z) = i DX j=1 1 min(x ij,z j ) A h j (z j )= = i min(x ij,z j ) i x ij + i:x ij <z j Algorithm 1 i:x ij z j i z j [Maji et al. PAMI 13] O(N) O(log N) Sort the support vector values in each coordinate, and pre-compute these sums for each rank. To evaluate, find the position of zj the sorted list of support vector xij.this can be done in O(log N) time using binary search. 23/27
24 Kernel classification function h(z) = i K(x i, z) = i DX j=1 1 min(x ij,z j ) A Algorithm 2 [Maji et al. PAMI 13] h j (z j )= = i min(x ij,z j ) O(N) i x ij + i z j O(log N) i:x ij <z j i:x ij z j O(1) For many problems h i is smooth (blue plot). Hence, we can approximate it with fewer uniformly spaced segments (red plot). This saves time and space 24/27
25 Kernel classification function h(z) = i K(x i, z) = i DX j=1 1 min(x ij,z j ) A DX K(x, z) = k i (x i,z i ) additive kernels Algorithm 2 [Maji et al. PAMI 13] O(N) Intersection k(a, b) =min(a, b) Chi- squared k(a, b) = 2ab a + b a + b a + b O(1) Jensen- Shannon k(a, b) =a log a + b log b 25/27
26 Linear and intersection kernel SVM Using histograms of oriented gradients feature: Dataset Measure Linear SVM IK SVM Speedup INRIA pedestrians 2 FPPI X DC pedestrians Accuracy X Caltech101, 15 examples Accuracy X Caltech101, 30 examples Accuracy X MNIST digits Error X UIUC cars (Single Scale) Precision@ EER X On average more accurate than linear and x faster than standard kernel classifier. Similar idea can be applied to training as well. Research question: when can we approximate kernels efficiently? 26/27
27 Slides credit Some of the slides are based on CIML book by Hal Daume III Experiments on various datasets: Efficient Classification for Additive Kernel SVMs, S. Maji, A. C. Berg and J. Malik, PAMI, Jan 2013 Some resources: LIBSVM: kernel SVM classifier training and testing LIBLINEAR: fast linear classifier training LIBSPLINE: fast additive kernel training and testing 27/27
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