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Introduction to Non-linear Support Vector Machine (SVM). Author: Jean-Philippe Vert Bioinformatics Center, Kyoto University, Japan Advisor: Dr.Hsu Graduate: Ching-Wen Hong. Outline. 1.Linear SVM 2.Non-linear SVM 3.Training a SVM in the feature space 4.Kernal - PowerPoint PPT Presentation
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Introduction to Non-linear Support Vector Machine (SVM)
Author: Jean-Philippe Vert
Bioinformatics Center, Kyoto University, Japan
Advisor: Dr.Hsu
Graduate: Ching-Wen Hong
Outline
• 1.Linear SVM• 2.Non-linear SVM• 3.Training a SVM in the feature space• 4.Kernal• 5.Popular kernals• 6.The approach for Non-linear SVM • 7. Classification with a Polynomial kernel• 8. Classification with a Gaussian kernel• 9.Conclusion
Linear SVM
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Training a SVM in the feature space
• (1)Input:a training set S={(x1,y1),…,(XN,YN)} is not linearly separable.
• (2)A mapping Φ(xi)=( Φ1(xi) , … , ΦM(Xi) ) , i=1,…,N• (3)The training set Φ(S)={ (Φ(x1),y1),…,(Φ(xN), yN) } can
be linearly separable in the feature space.• (4)The dual problem is to maximize• Max LD=∑αi-1/2∑αiαjyiyjΦ(xi)․Φ(xj)• S.t. 0 ≤ αi ≤ C , i=1,…,N ,and ∑ αiyi = 0• (5)We can find the decision function• f(x)=w․Φ(x)+b = ∑αiyiΦ(xi)․Φ(x) + b• K(x,x‘) =Φ(x)․Φ(x') is a Kernel function
Kernel
• (1).Kernel K(x,x‘)=Φ(x)․Φ(x‘)• (x,x‘) is any two points in the input space• Φ(x) is a mapping to a feature space
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The approach for Non-linear SVM
• The following steps:• (1).Input a training set S={(x1,y1),…,(xN,yN)}• (2).Choose a Kernel K(․,․)• (3).Training a SVM in the feature space• i.e.To find the decision function f(x)=∑αiyiK(xi,x) • (4).Classify any new object and to test efficiency on the r
esearch of data.• There is usually no automatic way to choose a Kernel an
d to adjust the corresponding parameters,Therefore we usually has to try different Kernels and paramters.
Classification with a Polynomial kernel
Classification with a Gaussian kernel
Conclusion
• Non-linear SVM is a extremely powerful learning algorithm for binary classification.
• It is important to find Kernel but it is difficult.• If we can find a way to Kernel,That is a nice thin
g to develop in the machine learning.