Solving optimal margin classifier

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1 Solvg optal arg classfer Recall our opt proble: s s equvalet to Wrte te Lagraga: Recall tat * ca be reforulated as No e solve ts dual proble: b b + s.t a b b + s.t 0 [ ] + b b L * a b b L 0 a b b L 0

2 *** e Dual Proble We ze L t respect to ad b frst: Note tat * ples: Plus *** bac to L ad usg ** e ave: a b b L 0 b 0 L b b 0 L * b L ** e Dual proble cot. No e ave te follog dual opt proble: s s aga a quadratc prograg proble. A global au of ca alas be foud. But at's te bg deal?? Note to tgs:. ca be recovered b. e "erel" a J. s.t. 0 0 K See et More later

3 Support vectors Note te KK codto --- ol a fe 's ca be ozero!! g 0 K 5 0 Class Call te trag data pots ose 's are ozero te support vectors SV Class Support vector aces Oce e ave te Lagrage ultplers { } e ca recostruct te paraeter vector as a egted cobato of te trag eaples: SV For testg t a e data z Copute z + b SV z + b ad classf z as class f te su s postve ad class oterse Note: eed ot be fored eplctl 3

4 Iterpretato of support vector aces e optal s a lear cobato of a sall uber of data pots. s sparse represetato ca be veed as data copresso as te costructo of NN classfer o copute te egts { } ad to use support vector aces e eed to specf ol te er products or erel betee te eaples We ae decsos b coparg eac e eaple z t ol te support vectors: * sg SV z + b No-learl Separable Probles Class Class We allo error ξ classfcato; t s based o te output of te dscrat fucto +b ξ approates te uber of sclassfed saples 4

5 5 Soft Marg Hperplae No e ave a slgtl dfferet opt proble: ξ are slac varables optzato Note tat ξ 0 f tere s o error for ξ s a upper boud of te uber of errors C : tradeoff paraeter betee error ad arg s.t b + 0 ξ ξ + b C ξ e Optzato Proble e dual of ts e costraed optzato proble s s s ver slar to te optzato proble te lear separable case ecept tat tere s a upper boud C o o Oce aga a QP solver ca be used to fd a J. 0 s.t. C 0 K

6 Eteso to No-lear Decso Boudar So far e ave ol cosdered large-arg classfer t a lear decso boudar Ho to geeralze t to becoe olear? Ke dea: trasfor to a ger desoal space to ae lfe easer Iput space: te space te pot are located Feature space: te space of φ after trasforato W trasfor? Lear operato te feature space s equvalet to o-lear operato put space Classfcato ca becoe easer t a proper trasforato. rasforg te Data Iput space φ. Coputato te feature space ca be costl because t s g desoal e feature space s tpcall fte-desoal! e erel trc coes to rescue φ φ φ φ φ φ φ φ φ φ φ φ φ φ φ φ φ φ Feature space Note: feature space s of ger deso ta te put space practce 6

7 7 e Kerel rc Recall te SVM optzato proble e data pots ol appear as er product As log as e ca calculate te er product te feature space e do ot eed te appg eplctl Ma coo geoetrc operatos agles dstaces ca be epressed b er products Defe te erel fucto K b a J. 0 s.t. C 0 K K φ φ A Eaple for feature appg ad erels Cosder a put [ ] Suppose φ. s gve as follos A er product te feature space s So f e defe te erel fucto as follos tere s o eed to carr out φ. eplctl φ ' ' φ φ ' ' K +

8 More eaples of erel fuctos Lear erel e've see t K ' ' Poloal erel e ust sa a eaple ' p K ' + ere p 3 o get te feature vectors e cocateate all pt order poloal ters of te copoets of egted appropratel Radal bass erel K ' ep ' I ts case te feature space cossts of fuctos ad results a oparaetrc classfer. Kerelzed SVM rag: a J K s.t. 0 C 0. K Usg: * sg K SV z + b 8

9 SVM eaples Eaples for No Lear SVMs Gaussa Kerel 9

10 Cross-valdato error e leave-oe-out cross-valdato error does ot deped o te desoalt of te feature space but ol o te # of support vectors! # support vectors Leave - oe - out CV error # of trag eaples Mace Learg 0-70/5 70/ Fall 006 Boostg Erc Xg Lecture 9 October Readg: Cap. 4.3 C.B boo 0

11 Ratoale: Cobato of etods ere s o algort tat s alas te ost accurate We ca select sple ea classfcato or regresso etods ad cobe te to a sgle strog etod Dfferet learers use dfferet Algorts Hperparaeters Represetatos Modaltes rag sets Subprobles e proble: o to cobe te Soe earl algorts Boostg b flterg Scapre 990 Ru ea learer o dfferetl fltered eaple sets Cobe ea poteses Requres oledge o te perforace of ea learer Boostg b aort Freud 995 Ru ea learer o egted eaple set Cobe ea poteses learl Requres oledge o te perforace of ea learer Baggg Brea 996 Ru ea learer o bootstrap replcates of te trag set Average ea poteses Reduces varace

12 Cobato of classfers Suppose e ave a fal of copoet classfers geeratg ± labels suc as decso stups: ere θ {b} b ; θ sg + Eac decso stup pas atteto to ol a sgle copoet of te put vector Cobato of classfers co d We d le to cobe te sple classfers addtvel so tat te fal classfer s te sg of ˆ ; θ + K+ ; θ ere te votes { } epasze copoet classfers tat ae ore relable predctos ta oters Iportat ssues: at s te crtero tat e are optzg? easure of loss e ould le to estate eac e copoet classfer te sae aer odulart

13 3 Measureet of error Loss fucto: Geeralzato error: Obectve: fd t u geeralzato error Ma boostg dea: ze te eprcal error: e.g. I λ [ ] E L λ N N L ˆ λ Epoetal Loss Oe possble easure of eprcal loss s e cobed classfer based o teratos defes a egted loss crtero for te et sple classfer to add eac trag saple s egted b ts "classfablt" or dffcult see b te classfer e ave bult so far { } { } { } { } { } ; ep ; ep ˆ ep ; ˆ ep ˆ ep a W a a θ θ θ ; ; ˆ θ θ + + K

14 4 Learzato of loss fucto We ca splf a bt te estato crtero for te e copoet classfers assug s sall No our eprcal loss crtero reduces to We could coose a e copoet classfer to optze ts egted agreeet { } ; ; ep a a θ θ { } W a W a W ; ; ˆ ep θ θ A possble algort At stage e fd θ* tat aze or at least gve a suffcetl g egted agreeet: eac saple s egted b ts "dffcult" uder te prevousl cobed classfers ore "dffcult" saples receved eaver atteto as te doates te total loss e e go bac ad fd te votes * assocated t te e classfer b zg te orgal egted epoetal loss W ; * θ { } ; ep a W θ

15 Boostg We ave bascall derved a Boostg algort tat sequetall adds e copoet classfers eac traed o reegted trag eaples eac copoet classfer s preseted t a slgtl dfferet proble AdaBoost prelares: e or t oralzed egts W o te trag eaples tall ufor W / te egt reflect te "degree of dffcult" of eac datu o te latest classfer e AdaBoost algort At te t terato e fd a classfer ; θ * for c te egted classfcato error: * ε 0. 5 W ; θ s better ta cage. s s eat to be "eas" --- ea classfer Detere o a votes to assg to te e copoet classfer: 0. 5log ε / ε stroger classfer gets ore votes Update te egts o te trag eaples: W W ep { a ; θ } 5

16 e AdaBoost algort cot d e fal classfer after boostg teratos s gve b te sg of ˆ K + K+ ; θ + + ; θ te votes ere are oralzed for coveece AdaBoost: suar Iput: N eaples S N { N N } a ea base learer θ Italze: equal eaple egts /N for all..n Iterate for t :. tra base learer accordg to egted eaple set t ad obta potess t θ t. copute potess error ε t 3. copute potess egt t 4. update eaple egts for et terato t+ Output: fal potess as a lear cobato of t 6

17 AdaBoost: dataflo dagra AS AS AS Boostg: eaples 7

18 Boostg: eaple cot d Boostg: eaple cot d 8

19 Base Learers Wea learers used practce: Decso stups as parallel splts Decso trees e.g. C4.5 b Qula 996 Mult-laer eural etors Radal bass fucto etors Ca base learers operate o egted eaples? I a cases te ca be odfed to accept egts alog t te eaples I geeral e ca saple te eaples t replaceet accordg to te dstrbuto defed b te egts Boostg perforace e error rate of copoet classfer te decso stups does ot prove uc f at all over te But bot trag ad testg error prove over te! Eve after te trag error of te cobed classfer goes to zero boostg teratos ca stll prove te geeralzato error!! 9

20 W t s org? You ll eed soe learg teor to be covered te et to lectures to uderstad ts full but for o let's ust go over soe g level deas Geeralzato Error: Wt g probablt Geeralzato error s less ta: As goes up our boud becoes orse Boostg sould overft! Eperets est error rag error e Boostg Approac to Mace Learg b Robert E. Scapre 0

21 rag Margs We a vote s tae te ore predctors agreeg te ore cofdet ou are our predcto. Marg for eaple: ; θ + K+ ; θ arg + K+ e arg les [ ] ad s egatve for all sclassfed eaples. Successve boostg teratos prove te aort vote or arg for te trag eaples More Eperets e Boostg Approac to Mace Learg b Robert E. Scapre

22 A Marg Boud For a γ te geeralzato error s less ta: Pr arg + γ O γ d Robert E. Scapre Yoav Freud Peter Bartlett ad Wee Su Lee. Boostg te arg: A e eplaato for te effectveess of votg etods. e Aals of Statstcs 65: It does ot deped o!!! Suar Boostg taes a ea learer ad coverts t to a strog oe Wors b asptotcall zg te eprcal error Effectvel azes te arg of te cobed potess

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