Support vector machine
Download as PPTX, PDF1 like3,200 views
Support vector machines are a type of supervised machine learning algorithm used for classification and regression analysis. They work by mapping data to high-dimensional feature spaces to find optimal linear separations between classes. Key advantages are effectiveness in high dimensions, memory efficiency using support vectors, and versatility through kernel functions. Hyperparameters like kernel type, gamma, and C must be tuned for best performance. Common kernels include linear, polynomial, and radial basis function kernels.
Support vector machine
- 1. zekeLabs Support Vector Machines Learning made Simpler ! www.zekeLabs.com
- 2. Agenda ● Introduction to SVM ● Advantages & Disadvantages of SVM ● Classification Algo using SVM ● Linearly Separable Data ● Non linearly separable Data ● Understanding Kernels ● Gamma & C for RBF kernel ● Unbalanced Data ● Regression using SVM ● Kernels in Regression ● Novelty Detection ● Additional ● Applications
- 3. Introduction to Support Vector Machine ● First developed in the mid-1960s by Vladimir Vapnik. Support Vector Machine Classification Regression Outlier Detection
- 4. Advantages of SVM ● Effective in high dimensional spaces. ● Where number of dimensions is greater than the number of samples. ● Uses a subset of training points in the decision function (called support vectors), so it is also memory efficient. ● Versatile: different Kernel functions can be specified for the decision function. Common kernels are provided, but it is also possible to specify custom kernels.
- 5. Disadvantages of SVM ● Very sensitive to hyper-parameters ● Different kernels needs different parameters ● SVMs do not directly provide probability estimates, these are calculated using an expensive five-fold cross-validation
- 7. Algo ● This algorithm looks for a linearly separable hyperplane, or a decision boundary separating members of one class from the other. ● If such a hyperplane does not exist, SVM uses a nonlinear mapping to transform the training data into a higher dimension. Then it searches for the linear optimal separating hyperplane. ● With an appropriate nonlinear mapping to a sufficiently high dimension, data from two classes can always be separated by a hyperplane. ● The SVM algorithm finds this hyperplane using support vectors and margins.
- 8. Linearly Separable Data ● Among the infinite straight lines possible to separate the red from blue balls, find the optimal one. ● Intuitively it is clear that if a line passes too close to any of the points, that line will be more sensitive to small changes in one or more points. ● Hyperplane Generalization
- 9. Maximum Margin Classifier ● A natural choice of separating hyperplane is optimal margin hyperplane (also known as optimal separating hyperplane) which is farthest from the observations. ● Finding the hyperplane that gives the largest minimum distance to the training examples, i.e. to find the maximum margin.
- 10. Soft-margin Classifier ● Maximum margin classifier may not practically exist. ● Extending maximum margin to a soft-margin, a small amount of data is allowed to cross margins or even the separating hyperplanes. ● Support Vector Machine maximizes the soft margin. ● C parameter leads to larger penalty for errors & thus inversely proportional to soft margin.
- 11. Data non-linearly Separable ● Can’t really draw a line to seperate yellow from purple
- 12. Data non-linearly Separable ● If such a hyperplane does not exist, SVM uses a nonlinear mapping to transform the training data into a higher dimension. ● Transformation , Z = X^2 + Y^2 ● Now, we see a plane exists separating them both
- 13. Kernels ● We don’t have to do the transformation manually. ● This is done by kernel tricks Kernel Tricks Linear Poly RBF Custom
- 14. Comparing Kernels - Classification
- 15. RBF Intuitively, the gamma parameter defines how far the influence of a single training example reaches, with low values meaning ‘far’ and high values meaning ‘close’.
- 16. RBF & Gamma
- 17. RBF & C ● The C parameter trades off misclassification of training examples against simplicity of the decision surface. ● A low C makes the decision surface smooth, while a high C aims at classifying all training examples correctly by giving the model freedom to select more samples as support vectors.
- 18. RBF & C XOR Data C = 1 C = 10 C = 10000
- 19. RBF - Gamma & C
- 20. Unbalanced Data ● Find the optimal separating hyperplane using an SVC for classes that are unbalanced. ● Parameter - class_weight
- 22. Foundations ● y = f(x) + noise ● This can be achieved by training the SVM model on a sample set, i.e., training set, a process that involves sequential optimization of an error function.
- 23. Comparing Kernels - Regression
- 24. Novelty Detection using SVM
- 25. One Class SVM ● The training data is not polluted by outliers, and we are interested in detecting anomalies in new observations. ● One-class SVM is an unsupervised algorithm that learns a decision function for novelty detection: classifying new data as similar or different to the training set.
- 26. Additional : Custom Kernel ● You can also use your own defined kernels by passing a function to the keyword kernel in the constructor.
- 28. Thank You !!!
- 29. Visit : www.zekeLabs.com for more details THANK YOU Let us know how can we help your organization to Upskill the employees to stay updated in the ever-evolving IT Industry. Get in touch: www.zekeLabs.com | +91-8095465880 | info@zekeLabs.com