updating week 46
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mhjensen
@@ -42,39 +42,41 @@ Automatically generated HTML file from DocOnce source
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<!-- tocinfo
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{'highest level': 2,
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'sections': [('Overview of week 46', 2, None, '___sec0'),
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('Support Vector Machines, overarching aims', 2, None, '___sec1'),
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('Hyperplanes and all that', 2, None, '___sec2'),
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('What is a hyperplane?', 2, None, '___sec3'),
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('A $p$-dimensional space of features', 2, None, '___sec4'),
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('The two-dimensional case', 2, None, '___sec5'),
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('Getting into the details', 2, None, '___sec6'),
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('First attempt at a minimization approach', 2, None, '___sec7'),
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('Solving the equations', 2, None, '___sec8'),
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('Code Example', 2, None, '___sec9'),
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('Problems with the Simpler Approach', 2, None, '___sec10'),
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('A better approach', 2, None, '___sec11'),
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('Thursday', 2, None, '___sec1'),
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('Friday', 2, None, '___sec2'),
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('Support Vector Machines, overarching aims', 2, None, '___sec3'),
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('Hyperplanes and all that', 2, None, '___sec4'),
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('What is a hyperplane?', 2, None, '___sec5'),
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('A $p$-dimensional space of features', 2, None, '___sec6'),
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('The two-dimensional case', 2, None, '___sec7'),
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('Getting into the details', 2, None, '___sec8'),
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('First attempt at a minimization approach', 2, None, '___sec9'),
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('Solving the equations', 2, None, '___sec10'),
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('Code Example', 2, None, '___sec11'),
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('Problems with the Simpler Approach', 2, None, '___sec12'),
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('A better approach', 2, None, '___sec13'),
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('A quick Reminder on Lagrangian Multipliers',
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2,
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None,
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'___sec12'),
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('Adding the Multiplier', 2, None, '___sec13'),
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('Setting up the Problem', 2, None, '___sec14'),
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('The problem to solve', 2, None, '___sec15'),
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('The last steps', 2, None, '___sec16'),
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('A soft classifier', 2, None, '___sec17'),
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('Soft optmization problem', 2, None, '___sec18'),
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('Kernels and non-linearity', 2, None, '___sec19'),
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('The equations', 2, None, '___sec20'),
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('The problem to solve', 2, None, '___sec21'),
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("Different kernels and Mercer's theorem", 2, None, '___sec22'),
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('The moons example', 2, None, '___sec23'),
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'___sec14'),
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('Adding the Multiplier', 2, None, '___sec15'),
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('Setting up the Problem', 2, None, '___sec16'),
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('The problem to solve', 2, None, '___sec17'),
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('The last steps', 2, None, '___sec18'),
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('A soft classifier', 2, None, '___sec19'),
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('Soft optmization problem', 2, None, '___sec20'),
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('Kernels and non-linearity', 2, None, '___sec21'),
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('The equations', 2, None, '___sec22'),
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('The problem to solve', 2, None, '___sec23'),
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("Different kernels and Mercer's theorem", 2, None, '___sec24'),
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('The moons example', 2, None, '___sec25'),
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('Mathematical optimization of convex functions',
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2,
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None,
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'___sec24'),
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('How do we solve these problems?', 2, None, '___sec25'),
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('A simple example', 2, None, '___sec26'),
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('Back to the more realistic cases', 2, None, '___sec27')]}
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'___sec26'),
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('How do we solve these problems?', 2, None, '___sec27'),
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('A simple example', 2, None, '___sec28'),
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('Back to the more realistic cases', 2, None, '___sec29')]}
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end of tocinfo -->
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<body>
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@@ -113,33 +115,35 @@ MathJax.Hub.Config({
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<a href="#" class="dropdown-toggle" data-toggle="dropdown">Contents <b class="caret"></b></a>
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<ul class="dropdown-menu">
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<!-- navigation toc: --> <li><a href="._week46-bs001.html#___sec0" style="font-size: 80%;">Overview of week 46</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs002.html#___sec1" style="font-size: 80%;">Support Vector Machines, overarching aims</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs003.html#___sec2" style="font-size: 80%;">Hyperplanes and all that</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs004.html#___sec3" style="font-size: 80%;">What is a hyperplane?</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs005.html#___sec4" style="font-size: 80%;">A \( p \)-dimensional space of features</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs006.html#___sec5" style="font-size: 80%;">The two-dimensional case</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs007.html#___sec6" style="font-size: 80%;">Getting into the details</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs008.html#___sec7" style="font-size: 80%;">First attempt at a minimization approach</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs009.html#___sec8" style="font-size: 80%;">Solving the equations</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs010.html#___sec9" style="font-size: 80%;">Code Example</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs011.html#___sec10" style="font-size: 80%;">Problems with the Simpler Approach</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs012.html#___sec11" style="font-size: 80%;">A better approach</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs013.html#___sec12" style="font-size: 80%;">A quick Reminder on Lagrangian Multipliers</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs014.html#___sec13" style="font-size: 80%;">Adding the Multiplier</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs015.html#___sec14" style="font-size: 80%;">Setting up the Problem</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs016.html#___sec15" style="font-size: 80%;">The problem to solve</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs017.html#___sec16" style="font-size: 80%;">The last steps</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs018.html#___sec17" style="font-size: 80%;">A soft classifier</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs019.html#___sec18" style="font-size: 80%;">Soft optmization problem</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs020.html#___sec19" style="font-size: 80%;">Kernels and non-linearity</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs021.html#___sec20" style="font-size: 80%;">The equations</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs022.html#___sec21" style="font-size: 80%;">The problem to solve</a></li>
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<!-- navigation toc: --> <li><a href="#___sec22" style="font-size: 80%;">Different kernels and Mercer's theorem</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs024.html#___sec23" style="font-size: 80%;">The moons example</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs025.html#___sec24" style="font-size: 80%;">Mathematical optimization of convex functions</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs026.html#___sec25" style="font-size: 80%;">How do we solve these problems?</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs027.html#___sec26" style="font-size: 80%;">A simple example</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs028.html#___sec27" style="font-size: 80%;">Back to the more realistic cases</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs002.html#___sec1" style="font-size: 80%;">Thursday</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs003.html#___sec2" style="font-size: 80%;">Friday</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs004.html#___sec3" style="font-size: 80%;">Support Vector Machines, overarching aims</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs005.html#___sec4" style="font-size: 80%;">Hyperplanes and all that</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs006.html#___sec5" style="font-size: 80%;">What is a hyperplane?</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs007.html#___sec6" style="font-size: 80%;">A \( p \)-dimensional space of features</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs008.html#___sec7" style="font-size: 80%;">The two-dimensional case</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs009.html#___sec8" style="font-size: 80%;">Getting into the details</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs010.html#___sec9" style="font-size: 80%;">First attempt at a minimization approach</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs011.html#___sec10" style="font-size: 80%;">Solving the equations</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs012.html#___sec11" style="font-size: 80%;">Code Example</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs013.html#___sec12" style="font-size: 80%;">Problems with the Simpler Approach</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs014.html#___sec13" style="font-size: 80%;">A better approach</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs015.html#___sec14" style="font-size: 80%;">A quick Reminder on Lagrangian Multipliers</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs016.html#___sec15" style="font-size: 80%;">Adding the Multiplier</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs017.html#___sec16" style="font-size: 80%;">Setting up the Problem</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs018.html#___sec17" style="font-size: 80%;">The problem to solve</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs019.html#___sec18" style="font-size: 80%;">The last steps</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs020.html#___sec19" style="font-size: 80%;">A soft classifier</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs021.html#___sec20" style="font-size: 80%;">Soft optmization problem</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs022.html#___sec21" style="font-size: 80%;">Kernels and non-linearity</a></li>
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<!-- navigation toc: --> <li><a href="#___sec22" style="font-size: 80%;">The equations</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs024.html#___sec23" style="font-size: 80%;">The problem to solve</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs025.html#___sec24" style="font-size: 80%;">Different kernels and Mercer's theorem</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs026.html#___sec25" style="font-size: 80%;">The moons example</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs027.html#___sec26" style="font-size: 80%;">Mathematical optimization of convex functions</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs028.html#___sec27" style="font-size: 80%;">How do we solve these problems?</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs029.html#___sec28" style="font-size: 80%;">A simple example</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs030.html#___sec29" style="font-size: 80%;">Back to the more realistic cases</a></li>
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</ul>
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</li>
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@@ -155,40 +159,47 @@ MathJax.Hub.Config({
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<a name="part0023"></a>
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<!-- !split -->
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<h2 id="___sec22" class="anchor">Different kernels and Mercer's theorem </h2>
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<h2 id="___sec22" class="anchor">The equations </h2>
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<p>
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There are several popular kernels being used. These are
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<ol>
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<li> Linear: \( K(\boldsymbol{x},\boldsymbol{y})=\boldsymbol{x}^T\boldsymbol{y} \),</li>
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<li> Polynomial: \( K(\boldsymbol{x},\boldsymbol{y})=(\boldsymbol{x}^T\boldsymbol{y}+\gamma)^d \),</li>
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<li> Gaussian Radial Basis Function: \( K(\boldsymbol{x},\boldsymbol{y})=\exp{\left(-\gamma\vert\vert\boldsymbol{x}-\boldsymbol{y}\vert\vert^2\right)} \),</li>
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<li> Tanh: \( K(\boldsymbol{x},\boldsymbol{y})=\tanh{(\boldsymbol{x}^T\boldsymbol{y}+\gamma)} \),</li>
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</ol>
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and many other ones.
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<p>
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An important theorem for us is <a href="https://en.wikipedia.org/wiki/Mercer%27s_theorem" target="_self">Mercer's
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theorem</a>. The
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theorem states that if a kernel function \( K \) is symmetric, continuous
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and leads to a positive semi-definite matrix \( \boldsymbol{P} \) then there
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exists a function \( \phi \) that maps \( \boldsymbol{x}_i \) and \( \boldsymbol{x}_j \) into
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another space (possibly with much higher dimensions) such that
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Suppose we define a polynomial transformation of degree two only (we continue to live in a plane with \( x_i \) and \( y_i \) as variables)
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$$
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K(\boldsymbol{x}_i,\boldsymbol{x}_j)=\phi(\boldsymbol{x}_i)^T\phi(\boldsymbol{x}_j).
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z = \phi(x_i) =\left(x_i^2, y_i^2, \sqrt{2}x_iy_i\right).
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$$
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<p>
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So you can use \( K \) as a kernel since you know \( \phi \) exists, even if
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you don’t know what \( \phi \) is.
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With our new basis, the equations we solved earlier are basically the same, that is we have now (without the slack option for simplicity)
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$$
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{\cal L}=\sum_i\lambda_i-\frac{1}{2}\sum_{ij}^n\lambda_i\lambda_jy_iy_j\boldsymbol{z}_i^T\boldsymbol{z}_j,
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$$
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subject to the constraints \( \lambda_i\geq 0 \), \( \sum_i\lambda_iy_i=0 \), and for the support vectors
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$$
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y_i(\boldsymbol{w}^T\boldsymbol{z}_i+b)= 1 \hspace{0.1cm}\forall i,
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$$
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from which we also find \( b \).
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To compute \( \boldsymbol{z}_i^T\boldsymbol{z}_j \) we define the kernel \( K(\boldsymbol{x}_i,\boldsymbol{x}_j) \) as
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$$
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K(\boldsymbol{x}_i,\boldsymbol{x}_j)=\boldsymbol{z}_i^T\boldsymbol{z}_j= \phi(\boldsymbol{x}_i)^T\phi(\boldsymbol{x}_j).
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$$
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For the above example, the kernel reads
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$$
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K(\boldsymbol{x}_i,\boldsymbol{x}_j)=[x_i^2, y_i^2, \sqrt{2}x_iy_i]^T\begin{bmatrix} x_j^2 \\ y_j^2 \\ \sqrt{2}x_jy_j \end{bmatrix}=x_i^2x_j^2+2x_ix_jy_iy_j+y_i^2y_j^2.
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$$
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<p>
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Note that some frequently used kernels (such as the Sigmoid kernel)
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don’t respect all of Mercer’s conditions, yet they generally work well
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in practice.
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We note that this is nothing but the dot product of the two original
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vectors \( (\boldsymbol{x}_i^T\boldsymbol{x}_j)^2 \). Instead of thus computing the
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product in the Lagrangian of \( \boldsymbol{z}_i^T\boldsymbol{z}_j \) we simply compute
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the dot product \( (\boldsymbol{x}_i^T\boldsymbol{x}_j)^2 \).
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<p>
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This leads to the so-called
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kernel trick and the result leads to the same as if we went through
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the trouble of performing the transformation
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\( \phi(\boldsymbol{x}_i)^T\phi(\boldsymbol{x}_j) \) during the SVM calculations.
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<p>
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<p>
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@@ -211,6 +222,8 @@ in practice.
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<li><a href="._week46-bs026.html">27</a></li>
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<li><a href="._week46-bs027.html">28</a></li>
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<li><a href="._week46-bs028.html">29</a></li>
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<li><a href="._week46-bs029.html">30</a></li>
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<li><a href="._week46-bs030.html">31</a></li>
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<li><a href="._week46-bs024.html">»</a></li>
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</ul>
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<!-- ------------------- end of main content --------------- -->
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