CS685 : Special Topics in Data Mining, UKY The UNIVERSITY of KENTUCKY Classification - SVM CS 685: Special Topics in Data Mining Jinze Liu.

CS685 : Special Topics in Data Mining, UKY The UNIVERSITY of KENTUCKY Classification - SVM CS 685: Special Topics in Data Mining Jinze Liu

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Linear Classifiers f x  y est denotes +1 denotes -1 f(x,w,b) = sign(w. x - b) Any of these would be fine....but which is best?

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Classifier Margin f x  y est denotes +1 denotes -1 f(x,w,b) = sign(w. x - b) Define the margin of a linear classifier as the width that the boundary could be increased by before hitting a datapoint.

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Maximum Margin f x  y est denotes +1 denotes -1 f(x,w,b) = sign(w. x - b) The maximum margin linear classifier is the linear classifier with the, um, maximum margin. This is the simplest kind of SVM (Called an LSVM) Linear SVM

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Maximum Margin f x  y est denotes +1 denotes -1 f(x,w,b) = sign(w. x - b) The maximum margin linear classifier is the linear classifier with the, um, maximum margin. This is the simplest kind of SVM (Called an LSVM) Support Vectors are those datapoints that the margin pushes up against Linear SVM

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Why Maximum Margin? denotes +1 denotes -1 f(x,w,b) = sign(w. x - b) The maximum margin linear classifier is the linear classifier with the, um, maximum margin. This is the simplest kind of SVM (Called an LSVM) Support Vectors are those datapoints that the margin pushes up against 1.Intuitively this feels safest. 2.If we’ve made a small error in the location of the boundary (it’s been jolted in its perpendicular direction) this gives us least chance of causing a misclassification. 3.LOOCV is easy since the model is immune to removal of any non- support-vector datapoints. 4.There’s some theory (using VC dimension) that is related to (but not the same as) the proposition that this is a good thing. 5.Empirically it works very very well.

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Specifying a line and margin How do we represent this mathematically? …in m input dimensions? Plus-Plane Minus-Plane Classifier Boundary “Predict Class = +1” zone “Predict Class = -1” zone

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Specifying a line and margin Plus-plane = { x : w. x + b = +1 } Minus-plane = { x : w. x + b = -1 } Plus-Plane Minus-Plane Classifier Boundary “Predict Class = +1” zone “Predict Class = -1” zone Classify as..+1ifw. x + b >= 1 ifw. x + b <= -1 Universe explodes if-1 < w. x + b < 1 wx+b=1 wx+b=0 wx+b=-1

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Computing the margin width Plus-plane = { x : w. x + b = +1 } Minus-plane = { x : w. x + b = -1 } Claim: The vector w is perpendicular to the Plus Plane. Why? “Predict Class = +1” zone “Predict Class = -1” zone wx+b=1 wx+b=0 wx+b=-1 M = Margin Width How do we compute M in terms of w and b?

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Computing the margin width Plus-plane = { x : w. x + b = +1 } Minus-plane = { x : w. x + b = -1 } Claim: The vector w is perpendicular to the Plus Plane. Why? “Predict Class = +1” zone “Predict Class = -1” zone wx+b=1 wx+b=0 wx+b=-1 M = Margin Width How do we compute M in terms of w and b? Let u and v be two vectors on the Plus Plane. What is w. ( u – v ) ? And so of course the vector w is also perpendicular to the Minus Plane

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Computing the margin width Plus-plane = { x : w. x + b = +1 } Minus-plane = { x : w. x + b = -1 } The vector w is perpendicular to the Plus Plane Let x - be any point on the minus plane Let x + be the closest plus-plane-point to x -. “Predict Class = +1” zone “Predict Class = -1” zone wx+b=1 wx+b=0 wx+b=-1 M = Margin Width How do we compute M in terms of w and b? x-x- x+x+ Any location in  m : not necessarily a datapoint Any location in R m : not necessarily a datapoint

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Computing the margin width Plus-plane = { x : w. x + b = +1 } Minus-plane = { x : w. x + b = -1 } The vector w is perpendicular to the Plus Plane Let x - be any point on the minus plane Let x + be the closest plus-plane-point to x -. Claim: x + = x - + w for some value of. Why? “Predict Class = +1” zone “Predict Class = -1” zone wx+b=1 wx+b=0 wx+b=-1 M = Margin Width How do we compute M in terms of w and b? x-x- x+x+

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Computing the margin width Plus-plane = { x : w. x + b = +1 } Minus-plane = { x : w. x + b = -1 } The vector w is perpendicular to the Plus Plane Let x - be any point on the minus plane Let x + be the closest plus-plane-point to x -. Claim: x + = x - + w for some value of. Why? “Predict Class = +1” zone “Predict Class = -1” zone wx+b=1 wx+b=0 wx+b=-1 M = Margin Width How do we compute M in terms of w and b? x-x- x+x+ The line from x - to x + is perpendicular to the planes. So to get from x - to x + travel some distance in direction w.

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Computing the margin width What we know: w. x + + b = +1 w. x - + b = -1 x + = x - + w |x + - x - | = M It’s now easy to get M in terms of w and b “Predict Class = +1” zone “Predict Class = -1” zone wx+b=1 wx+b=0 wx+b=-1 M = Margin Width x-x- x+x+

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Computing the margin width What we know: w. x + + b = +1 w. x - + b = -1 x + = x - + w |x + - x - | = M It’s now easy to get M in terms of w and b “Predict Class = +1” zone “Predict Class = -1” zone wx+b=1 wx+b=0 wx+b=-1 M = Margin Width w. (x - + w) + b = 1 => w. x - + b + w.w = 1 => -1 + w.w = 1 => x-x- x+x+

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Computing the margin width What we know: w. x + + b = +1 w. x - + b = -1 x + = x - + w |x + - x - | = M “Predict Class = +1” zone “Predict Class = -1” zone wx+b=1 wx+b=0 wx+b=-1 M = Margin Width = M = |x + - x - | =| w |= x-x- x+x+

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Learning the Maximum Margin Classifier Given a guess of w and b we can Compute whether all data points in the correct half-planes Compute the width of the margin So now we just need to write a program to search the space of w’s and b’s to find the widest margin that matches all the datapoints. How? Gradient descent? Simulated Annealing? Matrix Inversion? EM? Newton’s Method? “Predict Class = +1” zone “Predict Class = -1” zone wx+b=1 wx+b=0 wx+b=-1 M = Margin Width = x-x- x+x+

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Learning via Quadratic Programming QP is a well-studied class of optimization algorithms to maximize a quadratic function of some real-valued variables subject to linear constraints.

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Quadratic Programming Find And subject to n additional linear inequality constraints e additional linear equality constraints Quadratic criterion Subject to

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Quadratic Programming Find Subject to And subject to n additional linear inequality constraints e additional linear equality constraints Quadratic criterion There exist algorithms for finding such constrained quadratic optima much more efficiently and reliably than gradient ascent. (But they are very fiddly…you probably don’t want to write one yourself)

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Learning the Maximum Margin Classifier “Predict Class = +1” zone “Predict Class = -1” zone wx+b=1 wx+b=0 wx+b=-1 M = What should our quadratic optimization criterion be? How many constraints will we have? What should they be? Given guess of w, b we can Compute whether all data points are in the correct half- planes Compute the margin width Assume R datapoints, each (x k,y k ) where y k = +/- 1

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Learning the Maximum Margin Classifier Given guess of w, b we can Compute whether all data points are in the correct half- planes Compute the margin width Assume R datapoints, each (x k,y k ) where y k = +/- 1 “Predict Class = +1” zone “Predict Class = -1” zone wx+b=1 wx+b=0 wx+b=-1 M = What should our quadratic optimization criterion be? Minimize w.w How many constraints will we have? R What should they be? w. x k + b >= 1 if y k = 1 w. x k + b <= -1 if y k = -1

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Uh-oh! denotes +1 denotes -1 This is going to be a problem! What should we do? Idea 1: Find minimum w.w, while minimizing number of training set errors. Problemette: Two things to minimize makes for an ill- defined optimization

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Uh-oh! denotes +1 denotes -1 This is going to be a problem! What should we do? Idea 1.1: Minimize w.w + C (#train errors) There’s a serious practical problem that’s about to make us reject this approach. Can you guess what it is? Tradeoff parameter

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Uh-oh! denotes +1 denotes -1 This is going to be a problem! What should we do? Idea 1.1: Minimize w.w + C (#train errors) There’s a serious practical problem that’s about to make us reject this approach. Can you guess what it is? Tradeoff parameter Can’t be expressed as a Quadratic Programming problem. Solving it may be too slow. (Also, doesn’t distinguish between disastrous errors and near misses) So… any other ideas?

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Uh-oh! denotes +1 denotes -1 This is going to be a problem! What should we do? Idea 2.0: Minimize w.w + C (distance of error points to their correct place)

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Learning Maximum Margin with Noise Given guess of w, b we can Compute sum of distances of points to their correct zones Compute the margin width Assume R datapoints, each (x k,y k ) where y k = +/- 1 wx+b=1 wx+b=0 wx+b=-1 M = What should our quadratic optimization criterion be? How many constraints will we have? What should they be?

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Learning Maximum Margin with Noise Given guess of w, b we can Compute sum of distances of points to their correct zones Compute the margin width Assume R datapoints, each (x k,y k ) where y k = +/- 1 wx+b=1 wx+b=0 wx+b=-1 M = What should our quadratic optimization criterion be? Minimize 77  11 22 How many constraints will we have? R What should they be? w. x k + b >= 1-  k if y k = 1 w. x k + b <= -1+  k if y k = -1

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Learning Maximum Margin with Noise Given guess of w, b we can Compute sum of distances of points to their correct zones Compute the margin width Assume R datapoints, each (x k,y k ) where y k = +/- 1 wx+b=1 wx+b=0 wx+b=-1 M = What should our quadratic optimization criterion be? Minimize 77  11 22 Our original (noiseless data) QP had m+1 variables: w 1, w 2, … w m, and b. Our new (noisy data) QP has m+1+R variables: w 1, w 2, … w m, b,  k,  1,…  R m = # input dimension s How many constraints will we have? R What should they be? w. x k + b >= 1-  k if y k = 1 w. x k + b <= -1+  k if y k = -1 R= # records

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore How many constraints will we have? R What should they be? w. x k + b >= 1-  k if y k = 1 w. x k + b <= -1+  k if y k = -1 Learning Maximum Margin with Noise Given guess of w, b we can Compute sum of distances of points to their correct zones Compute the margin width Assume R datapoints, each (x k,y k ) where y k = +/- 1 wx+b=1 wx+b=0 wx+b=-1 M = What should our quadratic optimization criterion be? Minimize 77  11 22 There’s a bug in this QP. Can you spot it?

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Learning Maximum Margin with Noise Given guess of w, b we can Compute sum of distances of points to their correct zones Compute the margin width Assume R datapoints, each (x k,y k ) where y k = +/- 1 wx+b=1 wx+b=0 wx+b=-1 M = What should our quadratic optimization criterion be? Minimize How many constraints will we have? 2R What should they be? w. x k + b >= 1-  k if y k = 1 w. x k + b <= -1+  k if y k = -1  k >= 0 for all k 77  11 22

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore An Equivalent QP Maximize where Subject to these constraints: Then define: Then classify with: f(x,w,b) = sign(w. x - b)

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore An Equivalent QP Maximize where Subject to these constraints: Then define: Then classify with: f(x,w,b) = sign(w. x - b) Datapoints with  k > 0 will be the support vectors..so this sum only needs to be over the support vectors.

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore An Equivalent QP Maximize where Subject to these constraints: Then define: Then classify with: f(x,w,b) = sign(w. x - b) Datapoints with  k > 0 will be the support vectors..so this sum only needs to be over the support vectors. Why did I tell you about this equivalent QP? It’s a formulation that QP packages can optimize more quickly Because of further jaw-dropping developments you’re about to learn.

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Estimate the Margin What is the distance expression for a point x to a line wx+b= 0? denotes +1 denotes -1 x wx +b = 0

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Learning via Quadratic Programming QP is a well-studied class of optimization algorithms to maximize a quadratic function of some real-valued variables subject to linear constraints.

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Harder 1-dimensional dataset Remember how permitting non-linear basis functions made linear regression so much nicer? Let’s permit them here too x=0

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Common SVM basis functions z k = ( polynomial terms of x k of degree 1 to q ) z k = ( radial basis functions of x k ) z k = ( sigmoid functions of x k )

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore SVM Performance Anecdotally they work very very well indeed. Example: They are currently the best-known classifier on a well-studied hand-written- character recognition benchmark There has been a lot of excitement and religious fervor about SVMs. Despite this, some practitioners (including your lecturer) are a little skeptical.

CS685 : Special Topics in Data Mining, UKY Copyright © 2001, 2003, Andrew W. Moore Doing multi-class classification SVMs can only handle two-class outputs (i.e. a categorical output variable with arity 2). What can be done? Answer: with output arity N, learn N SVM’s – SVM 1 learns “Output==1” vs “Output != 1” – SVM 2 learns “Output==2” vs “Output != 2” – : – SVM N learns “Output==N” vs “Output != N” Then to predict the output for a new input, just predict with each SVM and find out which one puts the prediction the furthest into the positive region.

CS685 : Special Topics in Data Mining, UKY SVM Related Links http://svm.dcs.rhbnc.ac.uk/ http://www.kernel-machines.org/ C. J. C. Burges. A Tutorial on Support Vector Machines for Pattern Recognition. Knowledge Discovery and Data Mining, 2(2), 1998.A Tutorial on Support Vector Machines for Pattern Recognition SVM light – Software (in C) http://ais.gmd.de/~thorsten/svm_lighthttp://ais.gmd.de/~thorsten/svm_light BOOK: An Introduction to Support Vector Machines N. Cristianini and J. Shawe-Taylor Cambridge University Press

CS685 : Special Topics in Data Mining, UKY The UNIVERSITY of KENTUCKY Classification - CBA CS 685: Special Topics in Data Mining Spring 2008 Jinze Liu

CS685 : Special Topics in Data Mining, UKY Association Rules Itemset X = {x 1, …, x k } Find all the rules X  Y with minimum support and confidence support, s, is the probability that a transaction contains X  Y confidence, c, is the conditional probability that a transaction having X also contains Y Let sup min = 50%, conf min = 50% Association rules: A  C (60%, 100%) C  A (60%, 75%) Customer buys diaper Customer buys both Customer buys beer Transaction- id Items bought 100f, a, c, d, g, I, m, p 200a, b, c, f, l,m, o 300b, f, h, j, o 400b, c, k, s, p 500a, f, c, e, l, p, m, n

CS685 : Special Topics in Data Mining, UKY Classification based on Association Classification rule mining versus Association rule mining Aim – A small set of rules as classifier – All rules according to minsup and minconf Syntax – X  y – X  Y

CS685 : Special Topics in Data Mining, UKY Why & How to Integrate Both classification rule mining and association rule mining are indispensable to practical applications. The integration is done by focusing on a special subset of association rules whose right-hand-side are restricted to the classification class attribute. – CARs: class association rules

CS685 : Special Topics in Data Mining, UKY CBA: Three Steps Discretize continuous attributes, if any Generate all class association rules (CARs) Build a classifier based on the generated CARs.

CS685 : Special Topics in Data Mining, UKY Our Objectives To generate the complete set of CARs that satisfy the user-specified minimum support (minsup) and minimum confidence (minconf) constraints. To build a classifier from the CARs.

CS685 : Special Topics in Data Mining, UKY Rule Generator: Basic Concepts Ruleitem :condset is a set of items, y is a class label Each ruleitem represents a rule: condset->y condsupCount The number of cases in D that contain condset rulesupCount The number of cases in D that contain the condset and are labeled with class y Support =(rulesupCount/|D|)*100% Confidence =(rulesupCount/condsupCount)*100%

CS685 : Special Topics in Data Mining, UKY RG: Basic Concepts (Cont.) Frequent ruleitems – A ruleitem is frequent if its support is above minsup Accurate rule – A rule is accurate if its confidence is above minconf Possible rule – For all ruleitems that have the same condset, the ruleitem with the highest confidence is the possible rule of this set of ruleitems. The set of class association rules (CARs) consists of all the possible rules (PRs) that are both frequent and accurate.

CS685 : Special Topics in Data Mining, UKY RG: An Example A ruleitem: – assume that the support count of the condset (condsupCount) is 3, the support of this ruleitem (rulesupCount) is 2, and |D|=10 – then (A,1),(B,1) -> (class,1) supt=20% (rulesupCount/|D|)*100% confd=66.7% (rulesupCount/condsupCount)*100%

CS685 : Special Topics in Data Mining, UKY RG: The Algorithm 1 F 1 = {large 1-ruleitems}; 2 CAR 1 = genRules (F 1 ); 3 prCAR 1 = pruneRules (CAR 1 ); //count the item and class occurrences to determine the frequent 1-ruleitems and prune it 4 for (k = 2; F k-1  Ø; k++) do 5C k = candidateGen (F k-1 ); //generate the candidate ruleitems C k using the frequent ruleitems F k-1 6 for each data case d  D do //scan the database 7C d = ruleSubset (C k, d); //find all the ruleitems in C k whose condsets are supported by d 8 for each candidate c  C d do 9 c.condsupCount++; 10 if d.class = c.class then c.rulesupCount++; //update various support counts of the candidates in C k 11 end 12 end

CS685 : Special Topics in Data Mining, UKY RG: The Algorithm(cont.) 13F k = {c  C k | c.rulesupCount  minsup}; //select those new frequent ruleitems to form F k 14 CAR k = genRules(F k ); //select the ruleitems both accurate and frequent 15 prCAR k = pruneRules(CAR k ); 16 end 17 CARs =  k CAR k ; 18 prCARs =  k prCAR k ;

CS685 : Special Topics in Data Mining, UKY The UNIVERSITY of KENTUCKY Classification - SVM CS 685: Special Topics in Data Mining Jinze Liu.

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CS685 : Special Topics in Data Mining, UKY The UNIVERSITY of KENTUCKY Classification - SVM CS 685: Special Topics in Data Mining Jinze Liu.

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