In this report we present an introductory overview of Support Vector Machines (SVMs). SVMs are supervised learning machines that can be analysed theoretically using concepts from computational learning theory while being able to achieve good performance when applied to real-world problems.peer-reviewe

1st Computer Science Annual Workshop (CSAW’03)

Busuttil, Steven

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Support Vector MachinesSteven BusuttilDepartment of Computer Science and AI,University of MaltaAbstract. In this report we present an introductory overview of Support Vector Machines(SVMs). SVMs are supervised learning machines that can be analysed theoretically usingconcepts from computational learning theory while being able to achieve good performancewhen applied to real-world problems.1 IntroductionThe study of Support Vector Machines (SVMs) can be said to have been started by Vladimir Vapnikin the late seventies [15]. However it was only until the late nineties that the subject started toreceive increasing attention [4, ?,?].Support Vector Machines, are supervised learning machines based on statistical learning theory thatcan be used for pattern recognition and regression. Statistical learning theory can identify ratherprecisely the factors that need to be taken into account to learn successfully certain simple typesof algorithms, however, real-world applications usually need more complex models and algorithms(such as neural networks), that makes them much harder to analyse theoretically. SVMs can beseen as lying at the intersection of learning theory and practice. They construct models that arecomplex enough (containing a large class of neural networks for instance) and yet that are simpleenough to be analysed mathematically. This is because an SVM can be seen as a linear algorithmin a high-dimensional space [13].In this document, we will primarily concentrate on Support Vector Machines as used in patternrecognition. In the first section we will introduce pattern recognition and hyperplane classifiers,simple linear machines on which SVMs are based. We will then proceed to see how SVMs are ableto go beyond the limitations of linear learning machines by introducing the kernel function, whichpaves the way to find a nonlinear decision function. Finally, we sum it all up and mention someareas in which Support Vector Machines have been applied and given excellent results.2 Pattern Recognition and Hyperplane ClassifiersIn pattern recognition we are given training data of the form(x1, y1), . . . , (x`, y`) ∈ Rn × {+1,−1}, (1)that is n–dimensional patterns (vectors) xi and their labels yi. A label with the value of +1 denotesthat the vector is classified to class +1 and a label of −1 denotes that the vector is part of class −1.We thus try to find a function f(x) = y : Rn → {+1,−1} that apart from correctly classifyingthe patterns in the training data (a relatively simple task), correctly classifies unseen patterns too.This is called generalisation.Support Vector Machines 35Statistical learning theory or VC (Vapnik-Chervonenkis) theory [16], shows that it is imperativethat we restrict the class of functions that our machine can learn, otherwise learning the underlyingfunction is impossible. It is for this reason that SVMs are based on the class of hyperplanes〈w · x〉+ b = 0;w ∈ Rn, b ∈ R, (2)which basically divide the input space into two: one part containing vectors of the class −1 and theother containing those that are part of class +1 (see Figure 1). If there exists such a hyperplane,the data is said to be linearly separable (nonseparable otherwise). To find the class of a particularvector x, we use the following decision functionf(x) = sign(〈w · x〉+ b). (3)bw<w.x> + b  = 0yi = +1yi = -1Fig. 1. A separating hyperplane (w, b) for a two dimensional (2D) training set.2.1 The Optimal HyperplaneAs can be understood, there may be more than one hyperplane that correctly classifies the train-ing examples (for instance, in Figure 1 the hyperplane could be closer to class −1). It has beenshown that the hyperplane that guarantees the best generalisation performance is the one with themaximal margin of separation between the two classes [6, ?]. This type of hyperplane is known asthe optimal or maximal margin hyperplane and is unique.The optimal hyperplane can be constructed by solving a convex (no local minima, therefore anysolution is global) optimisation problem that is minimising a quadratic function under linear in-equality constraints. The solution to this problem has an expansion in terms of a subset of thetraining examples that lie on the margin, called support vectors (see Figure 2). Support vectorscontain all the information needed about the classification problem, since even if all the other vec-tors are removed the solution will still be the same. The details of the calculations will be omittedbut can be found in a number of our references (see for instance [6]).Finally, another very important property of hyperplane classifiers that needs to be emphasised, isthat both the optimisation problem (used to find the optimal hyperplane) and the decision function36 Steven BusuttilFig. 2. A maximal margin hyperplane with its support vectors encircled.(used for the actual classification of vectors) can be expressed in dual form which depend only ondot products between vectors. The dual representation of the decision function isf(x) = sign(∑`i=1yiαi〈x · xi〉+ b), (4)where αi ∈ R is a real-valued variable that can be viewed as a measure of how much informationalvalue xi has. Thus for vectors that do not lie on the margin (i.e. non support vectors) this valuewill be zero.3 Feature Spaces and KernelsLinear learning machines (such as the hyperplane classifier), while being mathematically compellingbecause of their ease of analysis, have limited computational power and thus limited real-worldvalue [9]. In general, complex real-world applications require a learning machine with much moreexpressive power.One proposed solution to this problem was to create a network of simple linear classifiers (inthe form of neural networks) and thus be able to represent nonlinear decision surfaces. However,neural networks have a number of inherent problems, including local minima and many tunableparameters. In addition, it is very complex to analyse a neural network mathematically.Another solution is to map the input vectors into a richer (usually high-dimensional) feature spacewhere they are linearly separable using a nonlinear mapping φ. In feature space, build a separatinghyperplane using a well-understood linear learning machine such as the optimal hyperplane clas-sifier (see Figure 3). This yields a nonlinear decision surface in input space and is the approachtaken by Support Vector Machines.As we have already noted in Section 2.1, the optimal hyperplane classifier uses only dot productsbetween vectors in input space. In feature space this will translate to 〈φ(x) · φ(y)〉. Clearly, this isSupport Vector Machines 37nonlinear mappingInput Space Feature SpaceFig. 3. A nonlinear mapping from input space to feature space can simplify the classification task.very computationally expensive, especially if the mapping is to a high-dimensional space. Boser,Guyon and Vapnik [2], showed that a rather old trick [1]—kernel functions—can be used to accom-plish the same result in a very simple and efficient way. A kernel is a function k(x,y) that giventwo vectors in input space, returns the dot product of their images in feature spacek(x,y) = 〈φ(x) · φ(y)〉. (5)There are several different kernels, choosing one depends on the task at hand. One of the simplestis the polynomial kernel k(x,y) = 〈x · y〉d. For example, taking d = 2 and x,y ∈ R2〈x · y〉2 = (x1y1 + x2y2)2= (x1y1 + x2y2)(x1y1 + x2y2)= (x21y21 + x22y22 + 2x1x2y1y2) (6)= (x21, x22,√2x1x2)(y21 , y22 ,√2y1y2)= 〈φ1(x) · φ1(y)〉defining φ1(x) = (x21, x22,√2x1x2).4 Support Vector MachinesSupport Vector Machines are nothing more (or less) than linear learning machines expressed indual form that map their input vectors to a feature space by the use of kernels and compute theoptimal hyperplane there.If we take Equation 4, which is the decision function for the optimal hyperplane classifier in dualform and apply the mapping φ to each vector it uses, we will getf(x) = sign(∑`i=1yiαi〈φ(x) · φ(xi)〉+ b). (7)38 Steven BusuttilAs already mention in Section 3 the explicit mapping to feature space is not desirable, since it isvery computational expensive. We will therefore use kernels which will give us a nonlinear decisionfunction of the formf(x) = sign(∑`i=1yiαik(x,xi) + b). (8)The SVM algorithm is thus based on statistical learning theory, while being practical since itreduces to an optimisation problem with a unique solution. Up to now we have only considered thecase of classification (pattern recognition). A generalisation to regression, that is, having y ∈ R,can be given. In this case, the algorithm tries to construct a linear function in the feature spacesuch that the training points lie within a distance of ε > 0. Similar to the pattern-recognitioncase, this can be written as a quadratic programming problem in terms of kernels [13] (see [6] fordetails).5 Final RemarkSupport Vector Machines have been applied to many real-world problems, producing state-of-the-art results. These include text categorisation [7, 8], image classification [5, 10–12], biosequenceanalysis and biological data mining [3] and handwritten character recognition [2].References1. Aizerman, M. A., Braveman, E. M. and Rozoner, L. I. Theoretical foundations of the potential functionmethod in pattern recognition learning. Automation and Remote Control, 25:821–837, 1964.2. Boser, B. E., Guyon, I. M. and Vapnik, V. A training algorithm for optimal margin classifiers. In FifthAnnual Workshop on Computational Learning Theory, Pittsburgh, 1992. ACM.3. Brown, M., Grundy, D., Lin, D., Christianini, N., Sugnet, C., Furey, T., Ares, M and Haussler, D.Knowledge-based analysis of microarray gene expression data using support vector machines. Technicalreport, University of California in Santa Cruz, 1999.4. Burges, C. J. C. A Tutorial on Support Vector Machines for Pattern Recognition. Data Mining andKnowledge Discovery. 2:121–167, Kluwer Academic Publishers, Boston, 1998.5. Chapelle, O., Haffner, P. and Vapnik, V. SVMs for histogram-based image classification. IEEE Trans-action on Neural networks, 1999.6. Cristianini, N. and Shawe-Taylor, J. An introduction to Support Vector Machines and other kernel-basedlearning methods. Cambridge University Press, 2000.7. Dumais S., Platt, J., Heckerman, D. and Sahami, M. Inductive learning algorithms and representationsfor text categorisation. In 7th International Conference on Information and Knowledge Management,1998.8. Joachims, T. Text categorisation with support vector machines, In Proceedings of European Conferenceon Machine Learning (ECML), 1998.9. Minsky, M. L. and Papert, S. A. Perceptrons. MIT Press, 1969. Expanded Edition 1990.10. Oren, M., Papageorgiou, Sinha, P., Osuna, E. and Poggio, T. Pedestrian detection using wavelettemplates. In Proceedings of Computer Vision and Pattern Recognition, 193–199, 1997.11. Osuna, E., Freund, R. and Girosi, F. Training support vector machines: An application to face detec-tion. In Proceedings of Computer Vision and Pattern Recognition, 130–136, 1997.12. Pontil, M. and Verri, A. Object recognition with support vector machines. IEEE Transaction on PAMI,20:637–646, 1998.13. Scho¨lkopf, B. SVMs—a practical consequence of learning theory. Trends and Controversies—IEEEIntelligent Systems, 18–21, 1998.Support Vector Machines 3914. Scho¨lkopf, B., Burges, C. J. C. and Smola, A. J. Advances in Kernel Methods—Support Vector Learning.MIT Press, Cambridge, 1999.15. Vapnik, V. Estimation of Dependences Based on Empirical Data [in Russian]. Nauka, Moscow, 1979.(English translation: Springer Verlag, New York, 1982.)16. Vapnik, V. The Nature of Statistical Learning Theory. Springer-Verlag, New York, 1995.

Support vector machines

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