Support-vector machine

In machine learning, support-vector machines (SVMs, also support-vector networks[1]) are supervised learning models with associated learning algorithms that analyze data for classification and regression analysis. Developed at AT&T Bell Laboratories by Vladimir Vapnik with colleagues (Boser et al., 1992, Guyon et al., 1993, Vapnik et al., 1997[citation needed]) SVMs are one of the most robust prediction methods, being based on statistical learning frameworks or VC theory proposed by Vapnik (1982, 1995) and Chervonenkis (1974). Given a set of training examples, each marked as belonging to one of two categories, an SVM training algorithm builds a model that assigns new examples to one category or the other, making it a non-probabilistic binary linear classifier (although methods such as Platt scaling exist to use SVM in a probabilistic classification setting). SVM maps training examples to points in space so as to maximise the width of the gap between the two categories. New examples are then mapped into that same space and predicted to belong to a category based on which side of the gap they fall.

In addition to performing linear classification, SVMs can efficiently perform a non-linear classification using what is called the kernel trick, implicitly mapping their inputs into high-dimensional feature spaces.

When data are unlabelled, supervised learning is not possible, and an unsupervised learning approach is required, which attempts to find natural clustering of the data to groups, and then map new data to these formed groups. The support-vector clustering[2] algorithm, created by Hava Siegelmann and Vladimir Vapnik, applies the statistics of support vectors, developed in the support vector machines algorithm, to categorize unlabeled data, and is one of the most widely used clustering algorithms in industrial applications.[citation needed]

More formally, a support-vector machine constructs a hyperplane or set of hyperplanes in a high- or infinite-dimensional space, which can be used for classification, regression, or other tasks like outliers detection.[3] Intuitively, a good separation is achieved by the hyperplane that has the largest distance to the nearest training-data point of any class (so-called functional margin), since in general the larger the margin, the lower the generalization error of the classifier.[4]

The original SVM algorithm was invented by Vladimir N. Vapnik and Alexey Ya. Chervonenkis in 1963. In 1992, Bernhard Boser, Isabelle Guyon and Vladimir Vapnik suggested a way to create nonlinear classifiers by applying the kernel trick to maximum-margin hyperplanes.[5] The "soft margin" incarnation, as is commonly used software packages, was proposed by Corinna Cortes and Vapnik in 1993 and published in 1995.[1]

Maximum-margin hyperplane and margins for an SVM trained with samples from two classes. Samples on the margin are called the support vectors.

If the training data is linearly separable, we can select two parallel hyperplanes that separate the two classes of data, so that the distance between them is as large as possible. The region bounded by these two hyperplanes is called the "margin", and the maximum-margin hyperplane is the hyperplane that lies halfway between them. With a normalized or standardized dataset, these hyperplanes can be described by the equations

These constraints state that each data point must lie on the correct side of the margin.

To extend SVM to cases in which the data are not linearly separable, the hinge loss function is helpful

The original maximum-margin hyperplane algorithm proposed by Vapnik in 1963 constructed a linear classifier. However, in 1992, Bernhard Boser, Isabelle Guyon and Vladimir Vapnik suggested a way to create nonlinear classifiers by applying the kernel trick (originally proposed by Aizerman et al.[18]) to maximum-margin hyperplanes.[5] The resulting algorithm is formally similar, except that every dot product is replaced by a nonlinear kernel function. This allows the algorithm to fit the maximum-margin hyperplane in a transformed feature space. The transformation may be nonlinear and the transformed space high-dimensional; although the classifier is a hyperplane in the transformed feature space, it may be nonlinear in the original input space.

It is noteworthy that working in a higher-dimensional feature space increases the generalization error of support-vector machines, although given enough samples the algorithm still performs well.[19]

Computing the (soft-margin) SVM classifier amounts to minimizing an expression of the form

Minimizing (2) can be rewritten as a constrained optimization problem with a differentiable objective function in the following way.

By solving for the Lagrangian dual of the above problem, one obtains the simplified problem

Recent algorithms for finding the SVM classifier include sub-gradient descent and coordinate descent. Both techniques have proven to offer significant advantages over the traditional approach when dealing with large, sparse datasets—sub-gradient methods are especially efficient when there are many training examples, and coordinate descent when the dimension of the feature space is high.

Sub-gradient descent algorithms for the SVM work directly with the expression

The soft-margin support vector machine described above is an example of an empirical risk minimization (ERM) algorithm for the hinge loss. Seen this way, support vector machines belong to a natural class of algorithms for statistical inference, and many of its unique features are due to the behavior of the hinge loss. This perspective can provide further insight into how and why SVMs work, and allow us to better analyze their statistical properties.

In light of the above discussion, we see that the SVM technique is equivalent to empirical risk minimization with Tikhonov regularization, where in this case the loss function is the hinge loss

SVMs belong to a family of generalized linear classifiers and can be interpreted as an extension of the perceptron. They can also be considered a special case of Tikhonov regularization. A special property is that they simultaneously minimize the empirical classification error and maximize the geometric margin; hence they are also known as maximum margin classifiers.

A comparison of the SVM to other classifiers has been made by Meyer, Leisch and Hornik.[23]

SVC is a similar method that also builds on kernel functions but is appropriate for unsupervised learning. It is considered a fundamental method in data science.[citation needed]

Multiclass SVM aims to assign labels to instances by using support-vector machines, where the labels are drawn from a finite set of several elements.

The dominant approach for doing so is to reduce the single multiclass problem into multiple binary classification problems.[25] Common methods for such reduction include:[25][26]

Crammer and Singer proposed a multiclass SVM method which casts the multiclass classification problem into a single optimization problem, rather than decomposing it into multiple binary classification problems.[29] See also Lee, Lin and Wahba[30][31] and Van den Burg and Groenen.[32]

of test examples to be classified. Formally, a transductive support-vector machine is defined by the following primal optimization problem:[33]

Transductive support-vector machines were introduced by Vladimir N. Vapnik in 1998.

SVMs have been generalized to structured SVMs, where the label space is structured and of possibly infinite size.

A version of SVM for regression was proposed in 1996 by Vladimir N. Vapnik, Harris Drucker, Christopher J. C. Burges, Linda Kaufman and Alexander J. Smola.[34] This method is called support-vector regression (SVR). The model produced by support-vector classification (as described above) depends only on a subset of the training data, because the cost function for building the model does not care about training points that lie beyond the margin. Analogously, the model produced by SVR depends only on a subset of the training data, because the cost function for building the model ignores any training data close to the model prediction. Another SVM version known as least-squares support-vector machine (LS-SVM) has been proposed by Suykens and Vandewalle.[35]

In 2011 it was shown by Polson and Scott that the SVM admits a Bayesian interpretation through the technique of data augmentation.[37] In this approach the SVM is viewed as a graphical model (where the parameters are connected via probability distributions). This extended view allows the application of Bayesian techniques to SVMs, such as flexible feature modeling, automatic hyperparameter tuning, and predictive uncertainty quantification. Recently, a scalable version of the Bayesian SVM was developed by , enabling the application of Bayesian SVMs to big data.[38] Florian Wenzel developed two different versions, a variational inference (VI) scheme for the Bayesian kernel support vector machine (SVM) and a stochastic version (SVI) for the linear Bayesian SVM.[39]

The parameters of the maximum-margin hyperplane are derived by solving the optimization. There exist several specialized algorithms for quickly solving the quadratic programming (QP) problem that arises from SVMs, mostly relying on heuristics for breaking the problem down into smaller, more manageable chunks.

Another approach is to use an interior-point method that uses Newton-like iterations to find a solution of the Karush–Kuhn–Tucker conditions of the primal and dual problems.[40] Instead of solving a sequence of broken-down problems, this approach directly solves the problem altogether. To avoid solving a linear system involving the large kernel matrix, a low-rank approximation to the matrix is often used in the kernel trick.

Another common method is Platt's sequential minimal optimization (SMO) algorithm, which breaks the problem down into 2-dimensional sub-problems that are solved analytically, eliminating the need for a numerical optimization algorithm and matrix storage. This algorithm is conceptually simple, easy to implement, generally faster, and has better scaling properties for difficult SVM problems.[41]

The special case of linear support-vector machines can be solved more efficiently by the same kind of algorithms used to optimize its close cousin, logistic regression; this class of algorithms includes sub-gradient descent (e.g., PEGASOS[42]) and coordinate descent (e.g., LIBLINEAR[43]). LIBLINEAR has some attractive training-time properties. Each convergence iteration takes time linear in the time taken to read the train data, and the iterations also have a Q-linear convergence property, making the algorithm extremely fast.

The general kernel SVMs can also be solved more efficiently using sub-gradient descent (e.g. P-packSVM[44]), especially when parallelization is allowed.

Kernel SVMs are available in many machine-learning toolkits, including LIBSVM, MATLAB, , SVMlight, , scikit-learn, Shogun, Weka, , , OpenCV and others.

Preprocessing of data (standardization) is highly recommended to enhance accuracy of classification.[45] There are a few methods of standardization, such as min-max, normalization by decimal scaling, Z-score.[46] Subtraction of mean and division by variance of each feature is usually used for SVM.[47]