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In machine learning, support-vector machines (SVMs, also support-vector networks) are supervised learning models with associated learning algorithms that analyze data used for classification and regression analysis. The Support Vector Machine (SVM) algorithm is a popular machine learning tool that offers solutions for both classification and regression problems. Developed at AT&T Bell Laboratories by Vapnik with colleagues (Boser et al., 1992, Guyon et al., 1993, Vapnik et al., 1997), it presents one of the most robust prediction methods, based on the statistical learning framework or VC theory proposed by Vapnik and Chervonekis (1974) and Vapnik (1982, 1995). Given a set of training examples, each marked as belonging to one or the other of two categories, an SVM training algorithm builds a model that assigns new examples to one category or the other, making it a non-probabilistic binary linear classifier (although methods such as Platt scaling exist to use SVM in a probabilistic classification setting). An SVM model is a representation of the examples as points in space, mapped so that the examples of the separate categories are divided by a clear gap that is as wide as possible. New examples are then mapped into that same space and predicted to belong to a category based on the side of the gap on which they fall. In addition to performing linear classification, SVMs can efficiently perform a non-linear classification using what is called the kernel trick, implicitly mapping their inputs into high-dimensional feature spaces. When data are unlabelled, supervised learning is not possible, and an unsupervised learning approach is required, which attempts to find natural clustering of the data to groups, and then map new data to these formed groups. The support-vector clustering algorithm, created by Hava Siegelmann and Vladimir Vapnik, applies the statistics of support vectors, developed in the support vector machines algorithm, to categorize unlabeled data, and is one of the most widely used clustering algorithms in industrial applications.
H1 does not separate the classes. H2 does, but only with a small margin. H3 separates them with the maximal margin. https://handwiki.org/wiki/index.php?curid=2048019
Classifying data is a common task in machine learning. Suppose some given data points each belong to one of two classes, and the goal is to decide which class a new data point will be in. In the case of support-vector machines, a data point is viewed as a
More formally, a support-vector machine constructs a hyperplane or set of hyperplanes in a high- or infinite-dimensional space, which can be used for classification, regression, or other tasks like outliers detection.[1] Intuitively, a good separation is achieved by the hyperplane that has the largest distance to the nearest training-data point of any class (so-called functional margin), since in general the larger the margin, the lower the generalization error of the classifier.[2]
Whereas the original problem may be stated in a finite-dimensional space, it often happens that the sets to discriminate are not linearly separable in that space. For this reason, it was proposed that the original finite-dimensional space be mapped into a much higher-dimensional space, presumably making the separation easier in that space. To keep the computational load reasonable, the mappings used by SVM schemes are designed to ensure that dot products of pairs of input data vectors may be computed easily in terms of the variables in the original space, by defining them in terms of a kernel function
SVMs can be used to solve various real-world problems:
The original SVM algorithm was invented by Vladimir N. Vapnik and Alexey Ya. Chervonenkis in 1963. In 1992, Bernhard Boser, Isabelle Guyon and Vladimir Vapnik suggested a way to create nonlinear classifiers by applying the kernel trick to maximum-margin hyperplanes.[13] The current standard[according to whom?] incarnation (soft margin) was proposed by Corinna Cortes and Vapnik in 1993 and published in 1995.[14]
We are given a training dataset of
where the
Any hyperplane can be written as the set of points
where
If the training data is linearly separable, we can select two parallel hyperplanes that separate the two classes of data, so that the distance between them is as large as possible. The region bounded by these two hyperplanes is called the "margin", and the maximum-margin hyperplane is the hyperplane that lies halfway between them. With a normalized or standardized dataset, these hyperplanes can be described by the equations
and
Geometrically, the distance between these two hyperplanes is
or
These constraints state that each data point must lie on the correct side of the margin.
This can be rewritten as
We can put this together to get the optimization problem:
The
An important consequence of this geometric description is that the max-margin hyperplane is completely determined by those
To extend SVM to cases in which the data are not linearly separable, we introduce the hinge loss function,
Note that
This function is zero if the constraint in (1) is satisfied, in other words, if
We then wish to minimize
where the parameter
The original maximum-margin hyperplane algorithm proposed by Vapnik in 1963 constructed a linear classifier. However, in 1992, Bernhard Boser, Isabelle Guyon and Vladimir Vapnik suggested a way to create nonlinear classifiers by applying the kernel trick (originally proposed by Aizerman et al.[16]) to maximum-margin hyperplanes.[13] The resulting algorithm is formally similar, except that every dot product is replaced by a nonlinear kernel function. This allows the algorithm to fit the maximum-margin hyperplane in a transformed feature space. The transformation may be nonlinear and the transformed space high-dimensional; although the classifier is a hyperplane in the transformed feature space, it may be nonlinear in the original input space.
It is noteworthy that working in a higher-dimensional feature space increases the generalization error of support-vector machines, although given enough samples the algorithm still performs well.[17]
Some common kernels include:
The kernel is related to the transform
Computing the (soft-margin) SVM classifier amounts to minimizing an expression of the form
We focus on the soft-margin classifier since, as noted above, choosing a sufficiently small value for
Minimizing (2) can be rewritten as a constrained optimization problem with a differentiable objective function in the following way.
For each
Thus we can rewrite the optimization problem as follows
This is called the primal problem.
By solving for the Lagrangian dual of the above problem, one obtains the simplified problem
This is called the dual problem. Since the dual maximization problem is a quadratic function of the
Here, the variables
Moreover,
The offset,
(Note that
Suppose now that we would like to learn a nonlinear classification rule which corresponds to a linear classification rule for the transformed data points
We know the classification vector
where, the
The coefficients
Finally,
Recent algorithms for finding the SVM classifier include sub-gradient descent and coordinate descent. Both techniques have proven to offer significant advantages over the traditional approach when dealing with large, sparse datasets—sub-gradient methods are especially efficient when there are many training examples, and coordinate descent when the dimension of the feature space is high.
Sub-gradient descent algorithms for the SVM work directly with the expression
Note that
Coordinate descent algorithms for the SVM work from the dual problem
For each
The soft-margin support vector machine described above is an example of an empirical risk minimization (ERM) algorithm for the hinge loss. Seen this way, support vector machines belong to a natural class of algorithms for statistical inference, and many of its unique features are due to the behavior of the hinge loss. This perspective can provide further insight into how and why SVMs work, and allow us to better analyze their statistical properties.
In supervised learning, one is given a set of training examples
In most cases, we don't know the joint distribution of
Under certain assumptions about the sequence of random variables
In order for the minimization problem to have a well-defined solution, we have to place constraints on the set
This approach is called Tikhonov regularization.
More generally,
Recall that the (soft-margin) SVM classifier
In light of the above discussion, we see that the SVM technique is equivalent to empirical risk minimization with Tikhonov regularization, where in this case the loss function is the hinge loss
From this perspective, SVM is closely related to other fundamental classification algorithms such as regularized least-squares and logistic regression. The difference between the three lies in the choice of loss function: regularized least-squares amounts to empirical risk minimization with the square-loss,
The difference between the hinge loss and these other loss functions is best stated in terms of target functions - the function that minimizes expected risk for a given pair of random variables
In particular, let
The optimal classifier is therefore:
For the square-loss, the target function is the conditional expectation function,
On the other hand, one can check that the target function for the hinge loss is exactly
SVMs belong to a family of generalized linear classifiers and can be interpreted as an extension of the perceptron. They can also be considered a special case of Tikhonov regularization. A special property is that they simultaneously minimize the empirical classification error and maximize the geometric margin; hence they are also known as maximum margin classifiers.
A comparison of the SVM to other classifiers has been made by Meyer, Leisch and Hornik.[21]
The effectiveness of SVM depends on the selection of kernel, the kernel's parameters, and soft margin parameter C. A common choice is a Gaussian kernel, which has a single parameter
Potential drawbacks of the SVM include the following aspects:
SVC is a similar method that also builds on kernel functions but is appropriate for unsupervised learning. It is considered a fundamental method in data science.
Multiclass SVM aims to assign labels to instances by using support-vector machines, where the labels are drawn from a finite set of several elements.
The dominant approach for doing so is to reduce the single multiclass problem into multiple binary classification problems.[23] Common methods for such reduction include:[23][24]
Crammer and Singer proposed a multiclass SVM method which casts the multiclass classification problem into a single optimization problem, rather than decomposing it into multiple binary classification problems.[27] See also Lee, Lin and Wahba[28][29] and Van den Burg and Groenen.[30]
Transductive support-vector machines extend SVMs in that they could also treat partially labeled data in semi-supervised learning by following the principles of transduction. Here, in addition to the training set
of test examples to be classified. Formally, a transductive support-vector machine is defined by the following primal optimization problem:[31]
Minimize (in
subject to (for any
and
Transductive support-vector machines were introduced by Vladimir N. Vapnik in 1998.
SVMs have been generalized to structured SVMs, where the label space is structured and of possibly infinite size.
A version of SVM for regression was proposed in 1996 by Vladimir N. Vapnik, Harris Drucker, Christopher J. C. Burges, Linda Kaufman and Alexander J. Smola.[32] This method is called support-vector regression (SVR). The model produced by support-vector classification (as described above) depends only on a subset of the training data, because the cost function for building the model does not care about training points that lie beyond the margin. Analogously, the model produced by SVR depends only on a subset of the training data, because the cost function for building the model ignores any training data close to the model prediction. Another SVM version known as least-squares support-vector machine (LS-SVM) has been proposed by Suykens and Vandewalle.[33]
Training the original SVR means solving[34]
where
In 2011 it was shown by Polson and Scott that the SVM admits a Bayesian interpretation through the technique of data augmentation.[35] In this approach the SVM is viewed as a graphical model (where the parameters are connected via probability distributions). This extended view allows the application of Bayesian techniques to SVMs, such as flexible feature modeling, automatic hyperparameter tuning, and predictive uncertainty quantification. Recently, a scalable version of the Bayesian SVM was developed by Florian Wenzel, enabling the application of Bayesian SVMs to big data.[36] Florian Wenzel developed two different versions, a variational inference (VI) scheme for the Bayesian kernel support vector machine (SVM) and a stochastic version (SVI) for the linear Bayesian SVM.[37]
The parameters of the maximum-margin hyperplane are derived by solving the optimization. There exist several specialized algorithms for quickly solving the quadratic programming (QP) problem that arises from SVMs, mostly relying on heuristics for breaking the problem down into smaller, more manageable chunks.
Another approach is to use an interior-point method that uses Newton-like iterations to find a solution of the Karush–Kuhn–Tucker conditions of the primal and dual problems.[38] Instead of solving a sequence of broken-down problems, this approach directly solves the problem altogether. To avoid solving a linear system involving the large kernel matrix, a low-rank approximation to the matrix is often used in the kernel trick.
Another common method is Platt's sequential minimal optimization (SMO) algorithm, which breaks the problem down into 2-dimensional sub-problems that are solved analytically, eliminating the need for a numerical optimization algorithm and matrix storage. This algorithm is conceptually simple, easy to implement, generally faster, and has better scaling properties for difficult SVM problems.[39]
The special case of linear support-vector machines can be solved more efficiently by the same kind of algorithms used to optimize its close cousin, logistic regression; this class of algorithms includes sub-gradient descent (e.g., PEGASOS[40]) and coordinate descent (e.g., LIBLINEAR[41]). LIBLINEAR has some attractive training-time properties. Each convergence iteration takes time linear in the time taken to read the train data, and the iterations also have a Q-linear convergence property, making the algorithm extremely fast.
The general kernel SVMs can also be solved more efficiently using sub-gradient descent (e.g. P-packSVM[42]), especially when parallelization is allowed.
Kernel SVMs are available in many machine-learning toolkits, including LIBSVM, MATLAB, SAS, SVMlight, kernlab, scikit-learn, Shogun, Weka, Shark, JKernelMachines, OpenCV and others.