We find very tight bounds on the accuracy of a Support Vector Machine classification error within the Algorithmic Inference framework. The framework is specially suitable for this kind of classifier since (i) we know the number of support vectors really employed, as an ancillary output of the learning procedure, and (ii) we can appreciate confidence intervals of misclassifying probability exactly in function of the cardinality of these vectors. As a result we obtain confidence intervals that are up to an order narrower than those supplied in the literature, having a slight different meaning due to the different approach they come from, but the same operational function. We numerically check the covering of these intervals

B. Apolloni

D. Malchiodi

S. Bassis

S. Gaito

AIR Universita degli studi di Milano

Tight bounds for SVM classification errorB. Apolloni, S. Bassis, S. Gaito, D. MalchiodiDipartimento di Scienze dell'Informazione, Universita degli Studi di MilanoVia Comelico 39/41, 20135 Milano, ItalyE-mail: {apolloni, bassis, gaito, malchiodi}@dsi.unimi.itAbstract- We find very tight bounds on the accuracy of a Sup-port Vector Machine classification error within the AlgorithmicInference framework. The framework is specially suitable for thiskind of classifier since (i) we know the number of support vectorsreally employed, as an ancillary output of the learning procedure,and (ii) we can appreciate confidence intervals of misclassifyingprobability exactly in function of the cardinality of these vectors.As a result we obtain confidence intervals that are up to an ordernarrower than those supplied in the literature, having a slightdifferent meaning due to the different approach they come from,but the same operational function. We numerically check thecovering of these intervals.I. INTRODUCTIONSupport Vector Machines (SVM for short) [1] representan operational tool widely used by the Machine Learningcommunity. Per se a SVM is an n dimensional hyperplanecommitted to separate positive from negative points of a lin-early separable Cartesian space. The success of these machinesin comparison with analogous models such as a real-inputsperceptron is due to the algorithm employed to learn themfrom examples that performs very efficiently and relies ona well defined small subset of examples that it manages in asymbolic way. Thus the algorithm plays the role of a specimenof the computational learning theory [2] allowing theoreticalforecasting of the future misclassifying error. This previsionhowever may result very bad and consequently deprived ofany operational consequence. This is because we are generallyobliged to broad approximations coming from more or lesssophisticated variants of the law of large numbers. In thepaper we overcome this drawback working in the AlgorithmicInference framework [3], computing bounds that are linked tothe properties of the actual classification instance and typicallyprove tighter by one order of magnitude in comparison toanalogous bounds computed by Vapnik [4]. We numericallycheck that these bounds delimit slightly oversized confidenceintervals [5] for the actual error probability.The paper is organized as follows: Section II introducesSVMs, while Section III describes and solves the correspond-ing accuracy estimation problem in the Algorithmic Inferenceframework. Section IV numerically checks the theoreticalresults.II. LEARNING SVMSIn their basic version, SVMs are used to compute hypothe-ses in the class H of hyperplanes in RI, for fixed n E N.Given a sample {xi,. .. x } E RImn with associated labels{Y1y* - Ym} e{-1E , }m, the related classification problemlies in finding a separating hyperplane, i.e. an h E H suchthat all the points with a given label belong to one of the twohalf-spaces determined by h.In order to obtain such a h, an SVM computes first thesolution {°ia, . . . , a* } of a dual constrained optimizationproblemm 1 mmax °Zai-2 Z aiicmjyiYjxi-xt=1 i,i-=imaiyi = 0i-lajt > O i = 1 . .. ,m,(1)(2)(3)where - denotes the standard dot product in RI, and thenreturns a hyperplane (called separating hyperplane) whoseequation is w - x + b = 0, wheremw = :a*yixii-6 = fb = yi-w - xi for i such that a*z > O.(4)(5)In the case of a separable sample (i.e. a sample for which theexistence of a separating hyperplane is guaranteed), this algo-rithm produces a separating hyperplane with optimal margin,i.e. a hyperplane maximizing its minimal distance with thesample points. Moreover, typically only a few components of{a,*... v I4m} are different from zero, so that the hypothesisdepends on a small subset of the available examples (thosecorresponding to non null 's, that are denoted support vectorsor SV).A variant of this algorithm, known as soft-margin clas-sifier [6], produces hypotheses for which the separabilityrequirement is relaxed, introducing a parameter It whosevalue represents an upper bound to the fraction of sampleclassification errors and a lower bound to fraction of points thatare allowed to have a distance less or equal to the margin. Thecorresponding optimization problem is essentially unchanged,with the sole exception of (3), which now becomes° < ai <-m(3')mEai > M.itIAnalogously, the separating hyperplane equation is still ob-tained through (4-5), though the latter equation needs to becomputed on indices i such that 0 < ae <-.m0-7803-9422-4/05/$20.00 ©2005 IEEE5--50 d- W n ~~~~~Perr} K~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~.W _ °S~~~~~~~~~~~~~~~t(a) m = 102 (b) m = 103 (c) m =106Fig. 1. Comparison between two-sided 0.9 confi dence intervals for SVM classifi cation error. t: number of misclassifi ed sample points; d: detailNC dimension;u: confi dence interval extremes; m: sample size. Gray surfaces: VC bounds. Black surfaces: proposed bounds.III. THE ASSOCIATED ALGORITHMIC INFERENCEPROBLEMThe theory for computing the bounds lies in a new statisticalframework called Algorithmic Inference [3]. The leading ideais to start from specific sample, e.g. a record of observeddata constituting the true basis of the available knowledge,and then to infer about the possible continuation of thisrecord - call it population - when the observed phenomenonremains the same. Since we may have many sample suffixesas continuation, we compute their probability distribution onthe sole condition of them being compatible with the alreadyobserved data. This constraint constitutes the inference toolto be molded with the formal knowledge already available onthe phenomenon. In particular, in the problem of learning aBoolean function over a space I, our knowledge base is alabeled sample Zm = {(xi,bi), i = 1,..., m} where m isan integer, xi e X and bi are Boolean variables. The formalknowledge stands in a concept class C related to the observedphenomenon, and we assume that for every M and everypopulation ZM a c exists in C such that Zm+M = {(x, c(xi)),i = 1, .... m + M}. We are interested in another functionW: {Zm} 1- H which, having in input the sample, computesa hypotesis h in a (possibly) different class H such thatthe random variable Uc h 1, denoting the measure of thesymmetric difference c . h in the possible continuations of Zm,is low enough with high probability. The bounds we proposein this paper delimit confidence intervals for the mentionedmeasure, within a dual notion of these intervals where theextremes are fixed and the bounded parameter is a randomvariable. The core of the theory is the theorem below.Theorem 3.1: [7] For a space X and any probability measureP on it, assume we are given* concept classes C and H on £;* a labeled sample Zm drawn from I x {0, 1};* a fairly strongly surjective function d: {Zm} !4 HIn the case where for any Zm and any infinite suffix ZMof it a c E C exists computing the example labels of thewhole sequence, consider the family of random sets {c E C:Zm+M = {(xi,c(xi)),i = 1, . . . ,m + M} for any specifica-tion ZM of ZM}. Denote h =- (zm) and UC÷.h the randomtBy default capital letters (such as U, X) will denote random variablesand small letters (u, x) their corresponding specifi cations; the sets thespecifications belong to will be denoted by capital gothic letters (U,I ).variable given by the probability measure of c *. h and FuC..hits cumulative distribution function. For a given Zm, if* h has detail D(C,H)h and misclassifies th points of Zm,then for each e E (0,1),m ,i=th+1mFU. h(6 > m )i(l-£)m-i. (6)i=D(c,H)h +thFairly strong surjectivity is a usual regularity condition [3],while D(C,H)h is a key parameter of the Algorithmic Inferenceapproach to learning called detail [8]. The general idea isthat it counts the number of meaningful examples within asample which prevent v/ from computing a hypothesis h' witha wider mistake region c + h'. These points are supposedto be algorithmically computed for each c and h througha sentry fiunction S. The maximum DC,H of D(C,H)h overthe entire class C + H of symmetric differences betweenpossible concepts and hypotheses relates to the well knownVapnik-Chervonenkis dimension dVC [4] through the relation:DC,H < dVC(C-H) + 1 [8].A. The detail of a SVMThe distinctive feature of the hypotheses learnt throughSVM is that the detail D(C,H)h ranges from 1 to the numberI'h of support vectors minus 1, and its value increases withthe broadness of the approximation of the solving algorithm[9].Lemma 3.2: Let us denote by C the concept class of hy-perlanes on a given space X and by Cr = {xi,...,x8} aminimal set of support vectors of a hyperplane h (i.e. a isa support vector set but, whatever i is, no a\{xj} does thesame). Then, for whatever goal hyperplane c separating theabove set accordingly with h, there exists a sentry functionS on C . H and a subset of ar of cardinality at most s - 1sentinelling c . h according to S.Proof: To identify a hyperplane in an n-dimensional Eu-clidean space we need to put n non aligned points into alinear equations' system, n + 1 if these points are at a fixed(either negative or positive) distance. This is also the maximumnumber of support vectors required by a SVM. We maysubstitute one or more points with direct linear constraints on6,errPerr 21.5 =0.520 40 60 80-0.5 - t- 1(a) m = 102Perr 1.51.2510.750.50.252 00 600 S00 1000-0.25 tb 0.5(b)mM -i03Perrl.20.80.60.40.22 10S 4 10556 10058 10 5 10 6-0.2 t(c) m = 106Fig. 2. Same comparison as in Fig. 1 with d = 4.the hyperplane coefficients when the topology of the supportvectors allows it. Sentinelling the expansion of the symmetricdifference c . h results in forbidding any rotation of h into ah' pivoted along the intersection of c with h. The membershipof this intersection to h' adds from 1 to n - 1 linear relationson its coefficients, so that at most #c - 1 points from a-are necessary (where # denotes the set cardinality operator),possibly in conjunction with the direct linear constraints onthe coefficients to fix h' to h. UIn synthesis, our approach focuses on a probabilistic de-scription of the uncertainty region [10], rather than on itsgeometric approximation [11].We must remark that in principle the constraint for h'to contain the intersection of h with c gives rise to n - 1linear relations on h' coefficients. These relations may resulteffective in a shorter number if linear relations occur betweenthem deriving from a linear relation, in own turn, between hand c coefficients. Now, as the former are functions of thesampled points, no way exists for computing coefficients thatresult exactly in linear relation with those of the unknown(future) c if the sample space is continuous (and its probabilitydistribution does the same). We actually realize these linearrelations if either the sample space is discrete or the algorithmcomputing the hyperplane is so approximate to work on anactually discretised search space. Thus we have the followingfact.Fact 3.1: The numbtr of sentry points of separating hyper-planes computed through support vector machines ranges from1 to the minimal number of involved support vectors minusone, depending on the approximation with which either samplecoordinates are stored or hyperplanes are computed.B. Confidence intervals for the probability of classifyingwronglyConfidence interval extremes Uup, Udw for UC÷.-h with confi-dence 1-a arise for each pair (D(C,H)h, th) from the solutionof the following equationsm~~~~~~~~~m ( . )U tp(l UUp)7n-i -2 (7)i=D(C,H)h +thE (~+1 zdw(l Udw) =2 (8)Figure 1 plots the interval extremes versus detail/VC dimen-sion and number of misclassified points for different sizes ofthe sample. Companion curves in the figure are the Vapnikbounds [4]:V(Zm)-20|d (log 2 + 1) -log9 <V(Zm) <m<~~~~(Z)+2/(log dm + 1) _-log_< i(Zm)+2 d9 (9)mwhere V(Zm) is the random variable measuring c . a((Zm)according to the same probability (any one) P through whichthe sample has been drawn, v(Zm) the corresponding fre-quency of errors computed from the sample according to /(empirical error), and d = dvc(C . H). We artificially fill thegap between the two complexity indices by: 1) referring toboth complexity indices and empirical error vi constant withconcepts and hypotheses, hence th = mv, and 2) assumingDC,H = dvc(C) = P'h = d. Analogously, we unify in Perrthe notations for the error probabilities considered in the twoapproaches.The sections of graphs in Fig. 1 with d = 4, reported inFig. 2, show that the two families of bounds asymptoticallycoincide when m increases, and highlight consistency as afurther benefit of our approach, since our intervals are alwayscontained in [0,1].IV. CHECKING THE RESULTSThe coverage of the above intervals is checked through ahuge set of Uc_hs sampled from SVM leaming instances. Theinstances are made up of points distributed in the unitaryhypercube and labeled according to a series of hyperplanesspanning with a fine discretizing grain all possible hyperecubepartitions. In Fig. 3(a) we considered different sample sizes forPh fixed to 3. In Fig. 3(b) we conversely maintained the samplesize fixed to 100 and considered different I'h's. Moreover weinduced sample classification errors by labeling the sampleaccording to non linear discriminating surfaces (paraboloids).The curves in the figure gi-e the course of the Uc h boundswith Ph + th. The lower bounds are underrated with a straightline corresponding to th = 0 in (8). The scattering of experi-mental points (Perr710gm) 2 denotes some overestimation of2-Pe, is computed as the frequency of misclassifi ed points from a huge setdrawn with the same distribution of the examples.7e- tresp. pts0.080. 060.04/0 .02/I F-er 1- __..... .v0.05 0.1 D.i5 0.2 0.25 0.3 03Logl0mFig. 4. Course of the experimental confi dence level with algorithm approx.-imation.Perr0.4r*:.l:S~ I *:I:- lhn wn w(1*: ta F~~~~Irh th(b)Fig. 5. Course of misclassifi cation probability and related bounds normalizedin respect to the dimensionality n of the sample space. Gray line: our bounds;dark line: Rademacher bounds.Fig. 3. Course of misclassification probability with the parameters ofthe learning problem: (a) error probability (Perr) vs. sample size, (b) errorprobability vs. number of support vectors ph plus number of misclassifi cationsth. Points: sampled values; lines: 0.9 confi dence bounds.the upper bounds. This is due to an analogous overvaluation ofD(C,H)h through ,th. As explained before, the gap between thetwo parameters diminishes with the approximation broadnessof the support vector algorithm. This is accounted for in thegraph in Fig. 4 which reports the percentage of experimentstrespassing the bounds. This quantity comes close to theplanned 6 = 0.1 with the increase of the free parameter inthe v-support vector algorithm [12] employed to learn thehyperplanes. This nicely reflects an expectable rule of thumbaccording to which true sample complexity of the leaningalgorithm decreases with the increase of its accuracy.Bounds based on Rademacher complexity comes fromBartlett inequality [13]P(Yf(X) < 0) Emkb(Yf(X))+4B m + + 1) lo4'ZyEk(Xi,7Xi) + (-+1) g2ji;=(10)with notation as in the quoted reference, where the first termon the left side corresponds to the empirical margin cost,a quantity that we may assume very close to the empiricalerror. The computation of this bound requires a sagaciouschoice of -y and B, which at the best of our preliminarystudy brought us to the graph in Fig 5. Here we have inabscissas the dimensionality of the instance space. For thesake of comparison, we contrast the above with our upperbounds computed for the same 6 (hence coming from a oneside confidence interval) and mediated in correspondence witheach hypercube dimension, since for each dimension sampledinstances may have a different number of support vectors(while th we constrained to be 0).REFERENCES[1] C. Cortes and V. Vapnik, "Support-Vector networks," Machine Learning,vol. 20, pp. 121-167, 1995.[2] L. G. Valiant, "A theory of the learnable," Communications of the ACM,vol. 11, no. 27, pp. 1134-1142, 1984.[3] B. Apolloni, D. Malchiodi, and S. Gaito, Algorithmic Inference in Ma-chine Learning. Magill, Adelaide: Advanced Kniowledge International,2003.[4] V. Vapnik, Statitical Learning Theory. New York: John Wiley & Sons,1998.[5] S. S. Wilks, Mathematical Statistics, ser. Wiley Publications in Statistics.New York: John Wiley, 1962.[6] B. Sch6lkopf, C. J. C. Burges, and A. J. Smola, Eds., Advances in kernelmethods: Support Vector learning. Cambridge, Mass.: MIT Press, 1999.[7] B. Apolloni, D. Esposito, Malchiodi, A., C. Orovas, G. Palmas, andJ. Taylor, "A general framework for learning rules from data," IEEETransactions on Neural Networks, vol. l5, pp. 1333-1349, 2004.[8] B. Apolloni and S. Chiaravalli, "PAC leamring of concept classes throughthe boundaries of their items," Theoretical Computer Science, vol. 172,pp. 91-120, 1997.[9] B. Apolloni, S. Bassis, S. Gaito, D. Malchiodi, and A. Minora, "Com-puting confidence intervals for the risk of a SVM classifi er throughAlgorithmic Inference," in Biological and Artifi cial Intelligence En-vi-ronments, B. Apolloni, M. Marinaro, and R. Tagliaferri, Eds. Springer,2005, pp. 225-234.[10] J. Shawe-Taylor and N. Cristianini, Kernel Methodsfor Pattern Analysis.Cambridge University Press, 2004.[111 M. Muselli, "Support Vector Machines for uncertainty region detection,"in Neural Nets: WIRN VIETRI '01, 12th Italian Workshop on NeuralNets (Vietri sul Mare, Italy, 17-19 May 2001), M. Marinaro andR. Tagliaferri, Eds. London: Springer, 2001., pp. 108-113.[121 B. Schblkopf, A. Smola, R. Williamson, and P. Bartlett, "New supportvector algorithms," Neural Computations, vol. 12, pp. 1207-1245, 2000.[13] P. L. Bartlett and S. Mendelson, "Rademacher and Gaussian complexi-ties: Risk bounds and structural results." Journal of Machine LeatningResearch, vol. 3, pp. 463-482, 2002.8(a)Perr- lr. . . . n5 1 0 15 .'. 0n11I__iI I' ' i I Ii : ; I i I II.-i I 1- I -1-

Tight Bounds for SVM Classification Error

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Tight Bounds for SVM Classification Error

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