Least Squares Support Vector Machine Classifiers J.A.K. Suykens and J. Vandewalle Presenter: Keira (Qi) Zhou.

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Presentation transcript:

Least Squares Support Vector Machine Classifiers J.A.K. Suykens and J. Vandewalle Presenter: Keira (Qi) Zhou

Outline Background Classic Support Vector Machine (SVM) Optimization for SVM Linear Programming vs. Quadratic Programming Least Square Support Vector Machine (LS-SVM) Optimization for LS-SVM Comparison 1

2

L1: wx + b = 1L2: wx + b = - 1 wx + b = 0 Support Vector Machine Margin: 2/|w| Maximize Margin => Minimize |w| 3 Support Vectors Save this in your memory buffer for now

Support Vector Machine (Cont’d) What if… 4

Introduce slack variables Allow some mistakes 5 Support Vector Machine (Cont’d)

Optimization for SVM Formulation Lagrange Multiplier Take the derivatives and optimality condition 6

Optimization for SVM (Cont’d) End up solving a quadratic programming problem We first find α, then use α to calculate w and b 7

Linear Programming vs. Quadratic Programming Linear Programming Linear objective function Linear constraints Quadratic Programming Quadratic objective function Linear constraints 8

How much one may simplify the SVM formulation without losing any of its advantages? 9 SO…

Least Square Support Vector Machine 10 Similar to regression?

Optimization for LS-SVM Lagrange Multiplier 11

Optimization for LS-SVM (Cont’d) Now take the derivative together with optimality condition, we end up with a set of linear equations instead of quadratic programming #EasyToSolve ! 12

Comparison How much one may simplify the SVM formulation without losing any of its advantages? Experiments on 3 dataset [1] ALLLEUKEMIAALLAML3 SVM LS-SVM [1] Ye, Jieping, and Tao Xiong. "SVM versus least squares SVM." International Conference on Artificial Intelligence and Statistics

Question? 14