COMP5331

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COMP5331 1 COMP5331 Other Classification Models: Support Vector Machine (SVM) Prepared by Raymond Wong Presented by Raymond Wong raywong@cse

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COMP5331. Other Classification Models: Support Vector Machine (SVM). Prepared by Raymond Wong Presented by Raymond Wong raywong@cse. What we learnt for Classification. Decision Tree Bayesian Classifier Nearest Neighbor Classifier. Other Classification Models. - PowerPoint PPT Presentation

Transcript of COMP5331

COMP5331 1

COMP5331

Other Classification Models:Support Vector Machine (SVM)

Prepared by Raymond WongPresented by Raymond Wong

raywong@cse

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What we learnt for Classification

Decision Tree Bayesian Classifier Nearest Neighbor Classifier

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Other Classification Models

Support Vector Machine (SVM) Neural Network

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Support Vector Machine

Support Vector Machine (SVM) Linear Support Vector Machine Non-linear Support Vector Machine

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Support Vector Machine

Advantages: Can be visualized Accurate when the data is well

partitioned

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Linear Support Vector Machine

x1

x2

w1x1 + w2x2 + b = 0

w1x1 + w2x2 + b > 0

w1x1 + w2x2 + b < 0

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Linear Support Vector Machine

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Linear Support Vector Machine

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Linear Support Vector Machine

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Linear Support Vector Machine

Margin

We want to maximize the margin Why?

x1

x2

Support Vector

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Linear Support Vector Machine

x1

x2

w1x1 + w2x2 + b = 0

w1x1 + w2x2 + b - D = 0

w1x1 + w2x2 + b + D = 0

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Linear Support Vector Machine

x1

x2

w1x1 + w2x2 + b = 0

w1x1 + w2x2 + b - 1 = 0

w1x1 + w2x2 + b + 1 = 0

w1x1 + w2x2 + b - 1 0

w1x1 + w2x2 + b + 1 0

+1+1

+1 +1-1

-1 -1

-1

Let y be the label of a point

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Linear Support Vector Machine

x1

x2

w1x1 + w2x2 + b = 0

w1x1 + w2x2 + b - 1 = 0

w1x1 + w2x2 + b + 1 = 0

w1x1 + w2x2 + b - 1 0

w1x1 + w2x2 + b + 1 0

+1+1

+1 +1-1

-1 -1

-1

Let y be the label of a pointy(w1x1 + w2x2 + b) 1

y(w1x1 + w2x2 + b) 1

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Linear Support Vector Machine

x1

x2

+1+1

+1 +1-1

-1 -1

-1

Let y be the label of a pointy(w1x1 + w2x2 + b) 1

y(w1x1 + w2x2 + b) 1

Margin

We want to maximize the margin

w1x1 + w2x2 + b - 1 = 0

w1x1 + w2x2 + b + 1 = 0

Margin

=|(b+1) – (b-1)|

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=2

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Linear Support Vector Machine Maximize

Subject to

for each data point (x1, x2, y)where y is the label of the point (+1/-1)

=2

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y(w1x1 + w2x2 + b) 1

Margin

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Linear Support Vector Machine Minimize

Subject to

for each data point (x1, x2, y)where y is the label of the point (+1/-1)

2

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21 ww

y(w1x1 + w2x2 + b) 1

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Linear Support Vector Machine Minimize

Subject to

for each data point (x1, x2, y)where y is the label of the point (+1/-1)

22

21 ww

y(w1x1 + w2x2 + b) 1

Quadratic objective

Linear constraints

Quadratic programming

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Linear Support Vector Machine

We have just described 2-dimensional space

We can divide the space into two parts by a line

For n-dimensional space where n >=2, We use a hyperplane to divide the

space into two parts

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Support Vector Machine

Support Vector Machine (SVM) Linear Support Vector Machine Non-linear Support Vector Machine

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Non-linear Support Vector Machine

x1

x2

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Non-linear Support Vector Machine

Two Steps Step 1: Transform the data into a

higher dimensional space using a “nonlinear” mapping

Step 2: Use the Linear Support Vector Machine in this high-dimensional space

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Non-linear Support Vector Machine

x1

x2