Support Vector Machine

Classifiers

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 Outline
• Support Vector Machines for Classification
– Linear Discrimination
– Nonlinear Discrimination
• SVM Mathematically
• Extensions
• Data Classification
• Kernel Functions

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 Definition
• ‘Support Vector Machine is a system for
efficiently training linear learning machines in
kernel-induced feature spaces, while respecting
the insights of generalisation theory and
exploiting optimisation theory.’

– AN INTRODUCTION TO SUPPORT VECTOR

MACHINES (and other kernel-based
learning methods)
N. Cristianini and J. Shawe-Taylor
Cambridge University Press
2000 ISBN: 0 521 78019 5
– Kernel Methods for Pattern Analysis
John Shawe-Taylor & Nello Cristianini
Cambridge University Press, 2004
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 The Scalar Product

q
b

a  b  a b cosq

The scalar or dot product is, in some sense, a

measure of Similarity

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 Decision Function
for binary classification

f (x)  R

f ( xi )  0  yi  1
f xi   0  yi  1

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 Support Vector Machines
• SVMs pick best separating hyperplane according to
some criterion
– e.g. maximum margin
• Training process is an optimisation
• Training set is effectively reduced to a relatively
small number of support vectors

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 Feature Spaces
• We may separate data by mapping to a higher-
dimensional feature space
– The feature space may even have an infinite
number of dimensions!
• We need not explicitly construct the new feature
space

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 Kernels
• We may use Kernel functions to implicitly map to a
new feature space
• Kernel fn:
K x1 , x 2   R
• Kernel must be equivalent to an inner product in
some feature space

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 Example Kernels

Linear: xz

Polynomial: P x  z 

Gaussian: 
exp  x  z /  2
2


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 Perceptron Revisited: Linear Separators

• Binary classification can be viewed as the task of

separating classes in feature space:

wTx + b = 0
wTx + b > 0
wTx + b < 0

f(x) = sign(wTx + b)

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Which of the linear separators is optimal?

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Best Linear Separator?

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Best Linear Separator?

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Best Linear Separator?

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Best Linear Separator?

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Find Closest Points in Convex Hulls

d
c

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Plane Bisect Closest Points

wT x + b =0
w=d-c
d
c

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 Classification Margin
wT x  b
• Distance from example data to the separator is r
w
• Data closest to the hyperplane are support vectors.
• Margin ρ of the separator is the width of separation between
classes. ρ

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 Maximum Margin Classification
• Maximizing the margin is good according to intuition and
theory.
• Implies that only support vectors are important; other training
examples are ignorable.

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 Statistical Learning Theory

• Misclassification error and the function complexity

bound generalization error.
• Maximizing margins minimizes complexity.
• “Eliminates” overfitting.
• Solution depends only on Support Vectors not
number of attributes.

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Margins and Complexity

Skinny margin
is more flexible
thus more complex.

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Margins and Complexity

Fat margin
is less complex.

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 Linear SVM Mathematically

• Assuming all data is at distance larger than 1 from the

hyperplane, the following two constraints follow for a
training set {(xi ,yi)}

wTxi + b ≥ 1 if yi = 1
wTxi + b ≤ -1 if yi = -1

• For support vectors, the inequality becomes an

equality; then, since each example’s distance from the

wT x  b 
2
• hyperplane is r the margin is:
w w

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 Linear SVMs Mathematically (cont.)

• Then we can formulate the quadratic optimization problem:

Find w and b such that

2
 is maximized and for all {(xi ,yi)}
w
wTxi + b ≥ 1 if yi=1; wTxi + b ≤ -1 if yi = -1
A better formulation:

Find w and b such that

Φ(w) =½ wTw is minimized and for all {(xi ,yi)}

yi (wTxi + b) ≥ 1

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 Solving the Optimization Problem

Find w and b such that

Φ(w) =½ wTw is minimized and for all {(xi ,yi)}
yi (wTxi + b) ≥ 1

• Need to optimize a quadratic function subject to linear constraints.

• Quadratic optimization problems are a well-known class of mathematical
programming problems, and many (rather intricate) algorithms exist for
solving them.
• The solution involves constructing a dual problem where a Lagrange
multiplier αi is associated with every constraint in the primary problem:
Find α1…αN such that
Q(α) =Σαi - ½ΣΣαiαjyiyjxiTxj is maximized and
(1) Σαiyi = 0
(2) αi ≥ 0 for all αi
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 The Optimization Problem Solution

• The solution has the form:

w =Σαiyixi b= yk- wTxk for any xk such that αk 0

• Each non-zero αi indicates that corresponding xi is a support vector.

• Then the classifying function will have the form:

f(x) = ΣαiyixiTx + b

• Notice that it relies on an inner product between the test point x and the
support vectors xi – we will return to this later!
• Also keep in mind that solving the optimization problem involved
computing the inner products xiTxj between all training points!

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 Soft Margin Classification

• What if the training set is not linearly separable?

• Slack variables ξi can be added to allow misclassification of difficult or
noisy examples.

ξi
ξi

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 Soft Margin Classification Mathematically

• The old formulation:

Find w and b such that

Φ(w) =½ wTw is minimized and for all {(xi ,yi)}
yi (wTxi + b) ≥ 1

• The new formulation incorporating slack variables:

Find w and b such that

Φ(w) =½ wTw + CΣξi is minimized and for all {(xi ,yi)}
yi (wTxi + b) ≥ 1- ξi and ξi ≥ 0 for all i

• Parameter C can be viewed as a way to control overfitting.

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 Soft Margin Classification – Solution

• The dual problem for soft margin classification:

Find α1…αN such that
Q(α) =Σαi - ½ΣΣαiαjyiyjxiTxj is maximized and
(1) Σαiyi = 0
(2) 0 ≤ αi ≤ C for all αi

• Neither slack variables ξi nor their Lagrange multipliers appear in the dual
problem!
• Again, xi with non-zero αi will be support vectors.
• Solution to the dual problem is: But neither w nor b are
needed explicitly for
w =Σαiyixi classification!
b= yk(1- ξk) - wTxk where k = argmax αk
k f(x) = ΣαiyixiTx + b

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 Theoretical Justification for Maximum Margins

• Vapnik has proved the following:

The class of optimal linear separators has VC dimension h bounded from
above as  D 2  
h  min  2 , m0   1
   
where ρ is the margin, D is the diameter of the smallest sphere that can
enclose all of the training examples, and m0 is the dimensionality.

• Intuitively, this implies that regardless of dimensionality m0 we can

minimize the VC dimension by maximizing the margin ρ.

• Thus, complexity of the classifier is kept small regardless of

dimensionality.

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 Linear SVMs: Overview

• The classifier is a separating hyperplane.

• Most “important” training points are support vectors; they define the
hyperplane.

• Quadratic optimization algorithms can identify which training points xi are

support vectors with non-zero Lagrangian multipliers αi.

• Both in the dual formulation of the problem and in the solution training
points appear only inside inner products:
Find α1…αN such that f(x) = ΣαiyixiTx + b
Q(α) =Σαi - ½ΣΣαiαjyiyjxiTxj is maximized and
(1) Σαiyi = 0
(2) 0 ≤ αi ≤ C for all αi

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 Non-linear SVMs

• Datasets that are linearly separable with some noise work out great:

0 x

• But what are we going to do if the dataset is just too hard?

0 x
• How about… mapping data to a higher-dimensional space:
x2

0 x
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 Nonlinear Classification

x   a, b 
x w  w1a  w2b

q ( x)   a, b, ab, a , b 
2 2

q ( x) w  w1a  w2b  w3ab  w4 a  w5b 2 2

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 Non-linear SVMs: Feature spaces

• General idea: the original feature space can always be mapped to some
higher-dimensional feature space where the training set is separable:

Φ: x → φ(x)

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 The “Kernel Trick”

• The linear classifier relies on inner product between vectors K(xi,xj)=xiTxj

• If every datapoint is mapped into high-dimensional space via some
transformation Φ: x → φ(x), the inner product becomes:
K(xi,xj)= φ(xi) Tφ(xj)
• A kernel function is some function that corresponds to an inner product into
some feature space.
• Example:
2-dimensional vectors x=[x1 x2]; let K(xi,xj)=(1 + xiTxj)2,
Need to show that K(xi,xj)= φ(xi) Tφ(xj):
K(xi,xj)=(1 + xiTxj)2,= 1+ xi12xj12 + 2 xi1xj1 xi2xj2+ xi22xj22 + 2xi1xj1 + 2xi2xj2=
= [1 xi12 √2 xi1xi2 xi22 √2xi1 √2xi2]T [1 xj12 √2 xj1xj2 xj22 √2xj1 √2xj2] =
= φ(xi) Tφ(xj), where φ(x) = [1 x12 √2 x1x2 x22 √2x1 √2x2]

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36
Positive Definite Matrices

A square matrix A is positive definite if

xTAx>0 for all nonzero column vectors
x.

It is negative definite if xTAx < 0 for all

nonzero x.

It is positive semi-definite if xTAx  0.

And negative semi-definite if xTAx  0

for all x.

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 What Functions are Kernels?

• For some functions K(xi,xj) checking that K(xi,xj)= φ(xi) Tφ(xj) can be
cumbersome.
• Mercer’s theorem:
Every semi-positive definite symmetric function is a kernel
• Semi-positive definite symmetric functions correspond to a semi-positive
definite symmetric Gram matrix:

K(x1,x1) K(x1,x2) K(x1,x3) … K(x1,xN)

K(x2,x1) K(x2,x2) K(x2,x3) K(x2,xN)

K=
… … … … …
K(xN,x1) K(xN,x2) K(xN,x3) … K(xN,xN)

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 Examples of Kernel Functions

• Linear: K(xi,xj)= xi Txj

• Polynomial of power p: K(xi,xj)= (1+ xi Txj)p

2
xi x j

2 2
• Gaussian (radial-basis function network): K(xi,xj)= e

• Two-layer perceptron: K(xi,xj)= tanh(β0xi Txj + β1)

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 Non-linear SVMs Mathematically

• Dual problem formulation:

Find α1…αN such that
Q(α) =Σαi - ½ΣΣαiαjyiyjK(xi, xj) is maximized and
(1) Σαiyi = 0
(2) αi ≥ 0 for all αi

• The solution is:

f(x) = ΣαiyiK(xi, xj)+ b

• Optimization techniques for finding αi’s remain the same!

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 SVM applications
• SVMs were originally proposed by Boser, Guyon and Vapnik in 1992 and
gained increasing popularity in late 1990s.

• SVMs are currently among the best performers for a number of

classification tasks ranging from text to genomic data.

• SVM techniques have been extended to a number of tasks such as

regression [Vapnik et al. ’97], principal component analysis [Schölkopf et
al. ’99], etc.

• Most popular optimization algorithms for SVMs are SMO [Platt ’99] and
SVMlight [Joachims’ 99], both use decomposition to hill-climb over a subset
of αi’s at a time.

• Tuning SVMs remains a black art: selecting a specific kernel and

parameters is usually done in a try-and-see manner.
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 SVM Extensions

• Regression
• Variable Selection
• Boosting
• Density Estimation
• Unsupervised Learning
– Novelty/Outlier Detection
– Feature Detection
– Clustering

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 Support Vector Machine Resources
• SVM Application List
http://www.clopinet.com/isabelle/Projects/SVM/applist.html
• Kernel machines
http://www.kernel-machines.org/
• Pattern Classification and Machine Learning
http://clopinet.com/isabelle/#projects
• R a GUI language for statistical computing and graphics
http://www.r-project.org/
• Kernel Methods for Pattern Analysis – 2004
http://www.kernel-methods.net/
• An Introduction to Support Vector Machines
(and other kernel-based learning methods)
http://www.support-vector.net/
• Kristin P. Bennett web page
http://www.rpi.edu/~bennek
• Isabelle Guyon's home page
http://clopinet.com/isabelle

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 Support Vector Machine References
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• T.M. Cover. Geometrical and statistical properties of systems of linear inequalities with applications in
pattern recognition. IEEE Transactions on Electronic Computers}, 14:326--334, 1965.
• V.Vapnik and A.Lerner. Pattern recognition using generalized portrait method. Automation and Remote
Control}, 24, 1963.
• V.Vapnik and A.Chervonenkis. A note on one class of perceptrons. Automation and Remote Control}, 25,
1964.
• J.K. Anlauf and M.Biehl. The adatron: an adaptive perceptron algorithm. Europhysics Letters, 10:687--
692, 1989.
• N.Aronszajn. Theory of reproducing kernels. Transactions of the American Mathematical Society, 68:337--
404, 1950.
• M.Aizerman, E.Braverman, and L.Rozonoer.Theoretical foundations of the potential function method in
pattern recognition learning. Automation and Remote Control 25:821--837, 1964.
• O. L. Mangasarian. Linear and nonlinear separation of patterns by linear programming. Operations
Research , 13:444--452, 1965.
• F. W. Smith. Pattern classifier design by linear programming. IEEE Transactions on Computers , C-
17:367--372, 1968.
• C.Cortes and V.Vapnik. Support vector networks. Machine Learning, 20:273--297, 1995.V.Vapnik. The
Nature of Statistical Learning Theory}. Springer Verlag, 1995.
• V.Vapnik. Statistical Learning Theory}. Wiley, 1998.A.N. Tikhonov and V.Y. Arsenin. Solutions of Ill-
posed Problems. W. H. Winston, 1977.
• B.Schoelkopf, C.J.C. Burges, and A.J. Smola, Advances in kernel methods - support vector learning, MIT
Press, Cambridge, MA, 1999.
• A.J. Smola, P.Bartlett, B.Schoelkopf, and C.Schuurmans, Advances in large margin classifiers, MIT Press,
Cambridge, MA, 1999.
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