Support Vector Machines

a.k.a, Whirlwind o’ Vector Algebra

Sec. 6.3SVM Tutorial by C. Burges (on class “resources” page)

Administrivia•Reminder: straw poll

•RL or Unsup?

Nonlinear data projection•Suppose you have a

“projection function”:

•Original feature space

•“Projected” space

•Usually

•Do learning w/ linear model in

•Ex:

The catch...•How many dimensions does have?

•For degree-k polynomial expansions:

•E.g., for k=4, d=256 (16x16 images),

•Yike!

•For “radial basis functions”,

Linear surfaces for cheap•Can’t directly find linear surfaces in

•Have to find a clever “method” for finding them indirectly

•It’ll take (quite) a bit of work to get there...

•Will need different criterion than

•We’ll look for the “maximum margin” classifier

•Surface s.t. class 1 (“true”) data falls as possible on one side; class -1 (“false”) falls as far as possible on the other

Max margin hyperplanes

Hyperplane

Margin

Max margin is uniqueHyperplane

Margin

Exercise•Given a hyperplane defined by a weight vector

•What is the equation for points on the surface of the hyperplane?

•What are the equations for points on the two margins?

•Give an expression for the distance between a point and the hyperplane (and/or either margin)

•What is the role of ?

5 minutes of math...•A dot product (inner product) is a

projection of one vector onto another

•When the projection of X onto w is equal to ww10, then X falls exactly onto the w hyperplane

w

Hyperplane

X

5 minutes of math...•BTW, are we sure that hyperplane is

perpendicular to w? Why?

5 minutes of math...•BTW, are we sure that hyperplane is

perpendicular to w? Why?

•Consider any two vectors, and , falling exactly on the hyperplane, then:

is some vector in the hyperplane

is perpendicular to any vector in the hyperplane

5 minutes of math...•Projections on one side of the line have

dot products >0...

w

Hyperplane

X

5 minutes of math...•Projections on one side of the line have

dot products >0...

•... and on the other, <0

w

Hyperplane

X

5 minutes of math...•What is the distance from any vector X to

the hyperplane?

w

X

r=?

5 minutes of math...•What is the distance from any vector X to

the hyperplane?

•Write X as a point on plane + offset from plane

w

5 minutes of math...•Now:

5 minutes of math...•Theorem: The distance, r, from any point X to the

hyperplane defined by w and is given by:

•Lemma: The distance from the origin to the hyperplane is given by:

•Also: r>0 for points on one side of the hyperplane; r<0 for points on the other

Back to SVMs & margins•The margins are parallel to hyperplane,

so are defined by same w, plus constant offsets

w

bb

Back to SVMs & margins•The margins are parallel to hyperplane, so

are defined by same w, plus constant offsets

•Want to ensure that all data points are “outside” the margins

w

bb

Maximizing the margin•So now we have a learning criterion function:

•Pick w to maximize b s.t. all points still satisfy

•Note: w.l.o.g. can rescale w arbitrarily (why?)

•So can formulate full problem as:

Minimize:

Subject to:

•But how do you do that? And how does this help?

Quadratic programming•Problems of the form

Minimize:Subject to:

•are called “quadratic programming” problems

•There are off-the-shelf methods to solve them

•Actually solving this is way, way beyond the scope of this class

•Consider it a black box

•If a solution exists, it will be found & be unique

•Expensive, but not intractably so

Nonseparable data•What if the data isn’t linearly separable?

•Project into higher dim space (we’ll get there)

•Allow some “slop” in the system

•Allow margins to be violated “a little”

w

The new “slackful” QP•The are “slack variables”

•Allow margins to be violated a little

•Still want to minimize margin violations, so add them to QP instance:

•Minimize:

•Subject to: