# Introduction to Support Vector Machines (SVM)

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Introduction to Support Vector Machines (SVM)
By Debprakash Patnaik M.E (SSA)

Introduction SVMs provide a learning technique for Pattern Recognition
Regression Estimation Solution provided SVM is Theoretically elegant Computationally Efficient Very effective in many Large practical problems It has a simple geometrical interpretation in a high-dimensional feature space that is nonlinearly related to input space By using kernels all computations keep simple. It contains ANN, RBF and Polynomial classifiers as special cases.

History The Study on Statistical Learning Theory was started in the 1960s by Vapnik Statistical Learning Theory is the theory about Machine Learning Principle from a small sample size. Support Vector Machine is a practical learning method based on Statistical Learning Theory A simple SVM could beat a sophisticated neural networks with elaborate features in a handwriting recognition task.

Learning Machine A bound on the Generalization Performance of Learning Machine Expected Risk: Empirical Risk: is the VC dimension, a measure of the notion of capacity of a classifier.

VC Dimension The VC dimension is a property of a set of functions , and can be defined for various classes of function . The VC dimension for the set of functions is defined as the maximum number of training points that can be shattered by VC dimension gives concreteness to the notion of the capacity of a given set of functions. The number of parameters of Learning Machines is not proportional to the VC dimension.

VC Dimension – An example
The VC-Dimension of the set of oriented hyperplanes in Rn is (n+1)

Structural Risk Minimization

Two Approaches Goal: To find a trained machine in the series whose sum of empirical risk and VC confidence is minimal. Neural Network Fix the VC confidence and minimize the empirical risk Support Vector Machine Fix the empirical risk and minimize the VC confidence

The Two Class Problem Several decision boundaries can separate these two classes. Perceptron Algorithm learns any separating hyperplane. SVM learns the best separating hyperplane. Class 1 Class 2

Simple Perceptron learning Algorithm
Perceptron Algorithm Class 2 Class 1 Simple Perceptron learning Algorithm

Finding the Optimal Separating Hyperplane in SVM
SVM Algorithm Class 2 Support Vectors Optimal Separating Hyperplane Class 1 Finding the Optimal Separating Hyperplane in SVM

Decision Boundary We should maximize the margin, m
The decision boundary/hyperplane should be as far away from the data of both classes as possible. We should maximize the margin, m Class 2 m Class 1

The Optimization Problem
Let {x1, ..., xn} be our data set And let yi Î {1,-1} be the class label of xi The decision boundary should classify all points correctly Þ A constrained optimization problem

Dual Formulation The Lagrangian for this problem is
where are the Lagrange multipliers Quadratic cost Optimization and linear constraints. The Kuhn-Tucker Conditions for the problem where (w*,b*) is the global solution of L and µ* is the optimal Lagrange multiplier.

Support Vectors Complimentary Slackness condition We must have
Support Vectors are the set of xi’s that have µ*i>0

The Dual Problem We can transform the problem to its dual
subject to This is a quadratic programming (QP) problem w*,b* can be recovered by Let x(1) and x(-1) be two S.V. Then b = -1/2( w^T x(1) + w^T x(-1) )

A Geometrical Interpretation
µ 10=0 Class 2 µ8=0.6 µ7=0 µ5=0 µ2=0 µ1=0.8 µ4=0 So, if change internal points, no effect on the decision boundary µ6=1.4 µ9=0 µ3=0 Class 1

Some Notes There are theoretical upper bounds on the error on unseen data for SVM The larger the margin, the smaller the bound The smaller the number of SV, the smaller the bound Note that in both training and testing, the data are referenced only as inner product, xTy This is important for generalizing to the non-linear case

If Not Linearly Separable
We allow “error” xi in classification Class 2 Class 1

Soft Margin Hyperplane
Define xi=0 if there is no error for xi xi are just “slack variables” in optimization theory We want to minimize C : tradeoff parameter between error and margin The optimization problem becomes

The New Optimization Problem
The dual of the problem is w is also recovered as The only difference with the linear separable case is that there is an upper bound C on ai A QP solver can be used to find µi ‘s Note also, everything is done by inner-products

Extension to Non-linear Decision Boundary
Key idea: transform xi to a higher dimensional space to “make classes linearly separable” Input space: the space xi are in Feature space: the space of f(xi) after transformation Why transform? Linear operation in the feature space is equivalent to non-linear operation in input space The classification task can be “easier” with a proper transformation. Example: XOR XOR: x_1, x_2, and we want to transform to x_1^2, x_2^2, x_1 x_2 It can also be viewed as feature extraction from the feature vector x, but now we extract more feature than the number of features in x.

Higher Dimensions Project the data to high dimensional space where it is linearly separable and then we can use linear SVM – (Using Kernels) (1,0) (0,0) (0,1) + - -1 +1 + -

The XOR problem X = ( x1, x2 ) Z = ( x1, x2, x1x2 )

Extension to Non-linear Decision Boundary
Possible problem of the transformation High computation burden and hard to get a good estimate SVM solves these two issues simultaneously Kernel tricks for efficient computation Minimize ||w||2 can lead to a “good” classifier Feature space Input space Φ: x → φ(x)

What is Kernel?

Example Transformation
Define the kernel function K (x,y) as Consider the following transformation The inner product can be computed by K without going through the map f(.)

Kernel Trick The relationship between the kernel function K and the mapping f(.) is This is known as the kernel trick In practice, we specify K, thereby specifying f(.) indirectly, instead of choosing f(.) K (x,y) needs to satisfy Mercer condition in order for f(.) to exist

Examples of Kernel Functions
Polynomial kernel with degree d Radial basis function kernel with width s Closely related to radial basis function neural networks Sigmoid with parameter k and q It does not satisfy the Mercer condition on all k and q Despite violating Mercer condition, the sigmoid kernel function can still work

(x1,x2) y = -1 y = +1

Optimization Algorithms
Most popular optimization algorithms for SVMs are SMO [Platt ’99] and SVMlight [Joachims’ 99], both use decomposition to hill-climb over a subset of µi’s at a time. Idea behind SMO Adjusting only 2 µi’s at each step All µi’s are initialized to be zero

SVM vs. Neural Networks SVM Neural Networks Relatively new concept
Nice Generalization properties Hard to learn – learned in batch modes using QP techniques Using kernels can learn very complex functions Neural Networks Generalizes well but doesn’t have mathematical foundation Can easily be learnt in incremental fashion To learn complex function – use complex multi layer structure.

Example of Non-linear SVM

Results

A Nonlinear Kernel Application
Checkerboard Training Set: 1000 Points in R2 Separate 486 Asterisks from 514 Dots

Previous Work

Polynomial Kernel

SVM Applications Pattern Recognition
handwriting recognition 3D object recognition speaker identification face detection text categorization bio-informatics Regression estimation or function learning. More…

References  C.J.C. Burges, “A Tutorial on Support Vector Machines for Pattern Recognition”, 1998  P.S. Sastry, “An Introduction to Support Vector Machine”  J. Platt, “Sequential minimal optimization: A fast algorithm for training support vector machines”, 1999
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