Support Vector Machines and Kernel Methods Machine Learning March 25, 2010
Feb 23, 2016
Support Vector Machines and Kernel Methods
Machine LearningMarch 25, 2010
Last Time
• Basics of the Support Vector Machines
3
Review: Max Margin
• How can we pick which is best?
• Maximize the size of the margin.
Are these really “equally valid”?
Small Margin
Large Margin
4
• The margin is the projection of x1 – x2 onto w, the normal of the hyperplane.
Review: Max Margin Optimization
Size of the Margin:
Projection:
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Review: Maximizing the margin
• Goal: maximize the margin
Linear Separability of the data by the decision boundary
Review: Max Margin Loss FunctionPrimal
Dual
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Review: Support Vector Expansion
• When αi is non-zero then xi is a support vector
• When αi is zero xi is not a support vector
New decision FunctionIndependent of the
Dimension of x!
8
Review: Visualization of Support Vectors
Today
• How support vector machines deal with data that are not linearly separable– Soft-margin– Kernels!
10
Why we like SVMs
• They work– Good generalization
• Easily interpreted.– Decision boundary is based on the data in the
form of the support vectors.• Not so in multilayer perceptron networks
• Principled bounds on testing error from Learning Theory (VC dimension)
11
SVM vs. MLP
• SVMs have many fewer parameters– SVM: Maybe just a kernel parameter– MLP: Number and arrangement of nodes and eta
learning rate • SVM: Convex optimization task– MLP: likelihood is non-convex -- local minima
Linear Separability
• So far, support vector machines can only handle linearly separable data
• But most data isn’t.
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• Points are allowed within the margin, but cost is introduced.
Soft margin example
Hinge Loss
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Soft margin classification• There can be outliers on the other side of the decision
boundary, or leading to a small margin.• Solution: Introduce a penalty term to the constraint function
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Soft Max Dual
Still Quadratic Programming!
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Probabilities from SVMs
• Support Vector Machines are discriminant functions
– Discriminant functions: f(x)=c– Discriminative models: f(x) = argmaxc p(c|x)
– Generative Models: f(x) = argmaxc p(x|c)p(c)/p(x)
• No (principled) probabilities from SVMs• SVMs are not based on probability distribution
functions of class instances.
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Efficiency of SVMs
• Not especially fast.• Training – n^3– Quadratic Programming efficiency
• Evaluation – n– Need to evaluate against each support vector
(potentially n)
Kernel Methods
• Points that are not linearly separable in 2 dimension, might be linearly separable in 3.
Kernel Methods
• Points that are not linearly separable in 2 dimension, might be linearly separable in 3.
Kernel Methods
• We will look at a way to add dimensionality to the data in order to make it linearly separable.
• In the extreme. we can construct a dimension for each data point
• May lead to overfitting.
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Remember the Dual?Primal
Dual
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Basis of Kernel Methods
• The decision process doesn’t depend on the dimensionality of the data.• We can map to a higher dimensionality of the data space.
• Note: data points only appear within a dot product.• The objective function is based on the dot product of data points – not
the data points themselves.
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Basis of Kernel Methods
• Since data points only appear within a dot product.• Thus we can map to another space through a replacement
• The objective function is based on the dot product of data points – not the data points themselves.
Kernels
• The objective function is based on a dot product of data points, rather than the data points themselves.
• We can represent this dot product as a Kernel– Kernel Function, Kernel Matrix
• Finite (if large) dimensionality of K(xi,xj) unrelated to dimensionality of x
Kernels
• Kernels are a mapping
Kernels
• Gram Matrix:
Consider the following Kernel:
Kernels
• Gram Matrix:
Consider the following Kernel:
Kernels
• In general we don’t need to know the form of ϕ.
• Just specifying the kernel function is sufficient.• A good kernel: Computing K(xi,xj) is cheaper
than ϕ(xi)
Kernels
• Valid Kernels:– Symmetric– Must be decomposable into ϕ functions• Harder to show.• Gram matrix is positive semi-definite (psd).• Positive entries are definitely psd.• Negative entries may still be psd
Kernels
• Given a valid kernels, K(x,z) and K’(x,z), more kernels can be made from them.– cK(x,z)– K(x,z)+K’(x,z)– K(x,z)K’(x,z)– exp(K(x,z))– …and more
Incorporating Kernels in SVMs
• Optimize αi’s and bias w.r.t. kernel• Decision function:
Some popular kernels
• Polynomial Kernel• Radial Basis Functions• String Kernels• Graph Kernels
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Polynomial Kernels
• The dot product is related to a polynomial power of the original dot product.
• if c is large then focus on linear terms• if c is small focus on higher order terms• Very fast to calculate
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Radial Basis Functions
• The inner product of two points is related to the distance in space between the two points.
• Placing a bump on each point.
35
String kernels
• Not a gaussian, but still a legitimate Kernel– K(s,s’) = difference in length– K(s,s’) = count of different letters– K(s,s’) = minimum edit distance
• Kernels allow for infinite dimensional inputs.– The Kernel is a FUNCTION defined over the input
space. Don’t need to specify the input space exactly
• We don’t need to manually encode the input.
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Graph Kernels
• Define the kernel function based on graph properties– These properties must be computable in poly-time
• Walks of length < k• Paths• Spanning trees• Cycles
• Kernels allow us to incorporate knowledge about the input without direct “feature extraction”.– Just similarity in some space.
Where else can we apply Kernels?
• Anywhere that the dot product of x is used in an optimization.
• Perceptron:
Kernels in Clustering
• In clustering, it’s very common to define cluster similarity by the distance between points– k-nn (k-means)
• This distance can be replaced by a kernel.
• We’ll return to this more in the section on unsupervised techniques
Bye
• Next time– Supervised Learning Review– Clustering