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Report
Support Vector Machines and
Kernel Methods
Machine Learning
March 25, 2010
Last Time
• Basics of the Support Vector Machines
Review: Max Margin
• How can we pick
which is best?
• Maximize the size
of the margin.
Small Margin
Large Margin
Are these really
“equally valid”?
3
Review: Max Margin Optimization
• The margin is the projection
of x1 – x2 onto w, the normal
of the hyperplane.
Projection:
Size of the Margin:
4
Review: Maximizing the margin
• Goal: maximize
the margin
Linear Separability of the data
by the decision boundary
5
Review: Max Margin Loss Function
Primal
Dual
Review: Support Vector Expansion
Independent of the
Dimension of x!
New decision Function
• When αi is non-zero then xi is a support vector
• When αi is zero xi is not a support vector
7
Review: Visualization of Support
Vectors
8
Today
• How support vector machines deal with data
that are not linearly separable
– Soft-margin
– Kernels!
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)
10
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
11
Linear Separability
• So far, support vector machines can only
handle linearly separable data
• But most data isn’t.
Soft margin example
• Points are allowed within
the margin, but cost is
introduced.
Hinge Loss
13
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
14
Soft Max Dual
Still Quadratic Programming!
15
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.
16
Efficiency of SVMs
• Not especially fast.
• Training – n^3
– Quadratic Programming efficiency
• Evaluation – n
– Need to evaluate against each support vector
(potentially n)
17
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.
Remember the Dual?
Primal
Dual
21
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.
22
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.
23
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
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
33
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.
34
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.
35
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.
36
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

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