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1 CMSC 671 Fall 2010 Class #24 – Wednesday, November 24.

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1 1 CMSC 671 Fall 2010 Class #24 – Wednesday, November 24

2 2 Support Vector Machines Chapter 18.9

3 Support Vector Machines 3 These SVM slides were borrowed from Andrew Moore’s PowetPoint slides on SVMs. Andrew’s PowerPoint repository is here: http://www.cs.cmu.edu/~awm/tutorials. Comments and corrections gratefully received.

4 Copyright © 2001, 2003, Andrew W. Moore Linear Classifiers f x  y est denotes +1 denotes -1 f(x,w,b) = sign(w. x - b) How would you classify this data?

5 Copyright © 2001, 2003, Andrew W. Moore Linear Classifiers f x  y est denotes +1 denotes -1 f(x,w,b) = sign(w. x - b) How would you classify this data?

6 Copyright © 2001, 2003, Andrew W. Moore Linear Classifiers f x  y est denotes +1 denotes -1 f(x,w,b) = sign(w. x - b) How would you classify this data?

7 Copyright © 2001, 2003, Andrew W. Moore Linear Classifiers f x  y est denotes +1 denotes -1 f(x,w,b) = sign(w. x - b) How would you classify this data?

8 Copyright © 2001, 2003, Andrew W. Moore Linear Classifiers f x  y est denotes +1 denotes -1 f(x,w,b) = sign(w. x - b) Any of these would be fine....but which is best?

9 Copyright © 2001, 2003, Andrew W. Moore Classifier Margin f x  y est denotes +1 denotes -1 f(x,w,b) = sign(w. x - b) Define the margin of a linear classifier as the width that the boundary could be increased by before hitting a datapoint.

10 Copyright © 2001, 2003, Andrew W. Moore Maximum Margin f x  y est denotes +1 denotes -1 f(x,w,b) = sign(w. x - b) The maximum margin linear classifier is the linear classifier with the, um, maximum margin. This is the simplest kind of SVM (Called an LSVM) Linear SVM

11 Copyright © 2001, 2003, Andrew W. Moore Maximum Margin f x  y est denotes +1 denotes -1 f(x,w,b) = sign(w. x - b) The maximum margin linear classifier is the linear classifier with the, um, maximum margin. This is the simplest kind of SVM (Called an LSVM) Support Vectors are those datapoints that the margin pushes up against Linear SVM

12 Copyright © 2001, 2003, Andrew W. Moore Why Maximum Margin? denotes +1 denotes -1 f(x,w,b) = sign(w. x - b) The maximum margin linear classifier is the linear classifier with the, um, maximum margin. This is the simplest kind of SVM (Called an LSVM) Support Vectors are those datapoints that the margin pushes up against 1.Intuitively this feels safest. 2.If we’ve made a small error in the location of the boundary (it’s been jolted in its perpendicular direction) this gives us least chance of causing a misclassification. 3.LOOCV is easy since the model is immune to removal of any non-support- vector datapoints. 4.There’s some theory (using VC dimension) that is related to (but not the same as) the proposition that this is a good thing. 5.Empirically it works very very well.

13 Copyright © 2001, 2003, Andrew W. Moore Specifying a line and margin How do we represent this mathematically? …in m input dimensions? Plus-Plane Minus-Plane Classifier Boundary “Predict Class = +1” zone “Predict Class = -1” zone

14 Copyright © 2001, 2003, Andrew W. Moore Specifying a line and margin Plus-plane = { x : w. x + b = +1 } Minus-plane = { x : w. x + b = -1 } Plus-Plane Minus-Plane Classifier Boundary “Predict Class = +1” zone “Predict Class = -1” zone Classify as..+1ifw. x + b >= 1 ifw. x + b <= -1 Universe explodes if-1 < w. x + b < 1 wx+b=1 wx+b=0 wx+b=-1

15 Copyright © 2001, 2003, Andrew W. Moore Computing the margin width Plus-plane = { x : w. x + b = +1 } Minus-plane = { x : w. x + b = -1 } Claim: The vector w is perpendicular to the Plus Plane. Why? “Predict Class = +1” zone “Predict Class = -1” zone wx+b=1 wx+b=0 wx+b=-1 M = Margin Width How do we compute M in terms of w and b?

16 Copyright © 2001, 2003, Andrew W. Moore Computing the margin width Plus-plane = { x : w. x + b = +1 } Minus-plane = { x : w. x + b = -1 } Claim: The vector w is perpendicular to the Plus Plane. Why? “Predict Class = +1” zone “Predict Class = -1” zone wx+b=1 wx+b=0 wx+b=-1 M = Margin Width How do we compute M in terms of w and b? Let u and v be two vectors on the Plus Plane. What is w. ( u – v ) ? And so of course the vector w is also perpendicular to the Minus Plane

17 Copyright © 2001, 2003, Andrew W. Moore Computing the margin width Plus-plane = { x : w. x + b = +1 } Minus-plane = { x : w. x + b = -1 } The vector w is perpendicular to the Plus Plane Let x - be any point on the minus plane Let x + be the closest plus-plane-point to x -. “Predict Class = +1” zone “Predict Class = -1” zone wx+b=1 wx+b=0 wx+b=-1 M = Margin Width How do we compute M in terms of w and b? x-x- x+x+ Any location in  m : not necessarily a datapoint Any location in R m : not necessarily a datapoint

18 Copyright © 2001, 2003, Andrew W. Moore Computing the margin width Plus-plane = { x : w. x + b = +1 } Minus-plane = { x : w. x + b = -1 } The vector w is perpendicular to the Plus Plane Let x - be any point on the minus plane Let x + be the closest plus-plane-point to x -. Claim: x + = x - + w for some value of. Why? “Predict Class = +1” zone “Predict Class = -1” zone wx+b=1 wx+b=0 wx+b=-1 M = Margin Width How do we compute M in terms of w and b? x-x- x+x+

19 Copyright © 2001, 2003, Andrew W. Moore Computing the margin width Plus-plane = { x : w. x + b = +1 } Minus-plane = { x : w. x + b = -1 } The vector w is perpendicular to the Plus Plane Let x - be any point on the minus plane Let x + be the closest plus-plane-point to x -. Claim: x + = x - + w for some value of. Why? “Predict Class = +1” zone “Predict Class = -1” zone wx+b=1 wx+b=0 wx+b=-1 M = Margin Width How do we compute M in terms of w and b? x-x- x+x+ The line from x - to x + is perpendicular to the planes. So to get from x - to x + travel some distance in direction w.

20 Copyright © 2001, 2003, Andrew W. Moore Computing the margin width What we know: w. x + + b = +1 w. x - + b = -1 x + = x - + w |x + - x - | = M It’s now easy to get M in terms of w and b “Predict Class = +1” zone “Predict Class = -1” zone wx+b=1 wx+b=0 wx+b=-1 M = Margin Width x-x- x+x+

21 Copyright © 2001, 2003, Andrew W. Moore Computing the margin width What we know: w. x + + b = +1 w. x - + b = -1 x + = x - + w |x + - x - | = M It’s now easy to get M in terms of w and b “Predict Class = +1” zone “Predict Class = -1” zone wx+b=1 wx+b=0 wx+b=-1 M = Margin Width w. (x - + w) + b = 1 => w. x - + b + w.w = 1 => -1 + w.w = 1 => x-x- x+x+

22 Copyright © 2001, 2003, Andrew W. Moore Computing the margin width What we know: w. x + + b = +1 w. x - + b = -1 x + = x - + w |x + - x - | = M “Predict Class = +1” zone “Predict Class = -1” zone wx+b=1 wx+b=0 wx+b=-1 M = Margin Width = M = |x + - x - | =| w |= x-x- x+x+

23 Copyright © 2001, 2003, Andrew W. Moore Learning the Maximum Margin Classifier Given a guess of w and b we can Compute whether all data points in the correct half-planes Compute the width of the margin So now we just need to write a program to search the space of w’s and b’s to find the widest margin that matches all the datapoints. How? Gradient descent? Simulated Annealing? Matrix Inversion? EM? Newton’s Method? “Predict Class = +1” zone “Predict Class = -1” zone wx+b=1 wx+b=0 wx+b=-1 M = Margin Width = x-x- x+x+

24 Learning SVMs Trick #1: Just find the points that would be closest to the optimal separating plane (the “support vectors”) and work directly from those instances. Trick #2: Represent as a quadratic optimization problem, and use quadratic programming techniques. Trick #3 (the “kernel trick”): –Instead of just using the features, represent the data using a high- dimensional feature space constructed from a set of basis functions (polynomial and Gaussian combinations of the base features are the most common). –Then find a separating plane / SVM in that high-dimensional space –Voila: A nonlinear classifier! 24

25 Copyright © 2001, 2003, Andrew W. Moore Common SVM basis functions z k = ( polynomial terms of x k of degree 1 to q ) z k = ( radial basis functions of x k ) z k = ( sigmoid functions of x k )

26 Copyright © 2001, 2003, Andrew W. Moore SVM Performance Anecdotally they work very very well indeed. Example: They are currently the best-known classifier on a well- studied hand-written-character recognition benchmark Another Example: Andrew Moore knows several reliable people doing practical real-world work who claim that SVMs have saved them when their other favorite classifiers did poorly. There is a lot of excitement and religious fervor about SVMs as of 2001. Despite this, some practitioners (including your lecturer) are a little skeptical.

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