andy
1513f2b378
Affected files: STEM/AI/Classification/Classification.md STEM/AI/Classification/Decision Trees.md STEM/AI/Classification/Gradient Boosting Machine.md STEM/AI/Classification/Logistic Regression.md STEM/AI/Classification/Random Forest.md STEM/AI/Classification/Supervised.md STEM/AI/Classification/Supervised/README.md STEM/AI/Classification/Supervised/SVM.md STEM/AI/Classification/Supervised/Supervised.md STEM/AI/Learning.md STEM/AI/Neural Networks/Learning/Boltzmann.md STEM/AI/Neural Networks/Learning/Competitive Learning.md STEM/AI/Neural Networks/Learning/Credit-Assignment Problem.md STEM/AI/Neural Networks/Learning/Hebbian.md STEM/AI/Neural Networks/Learning/Learning.md STEM/AI/Neural Networks/Learning/README.md STEM/AI/Neural Networks/RNN/Autoencoder.md STEM/AI/Neural Networks/RNN/Deep Image Prior.md STEM/AI/Neural Networks/RNN/MoCo.md STEM/AI/Neural Networks/RNN/Representation Learning.md STEM/AI/Neural Networks/RNN/SimCLR.md STEM/img/comp-learning.png STEM/img/competitive-geometric.png STEM/img/confusion-matrix.png STEM/img/decision-tree.png STEM/img/deep-image-prior-arch.png STEM/img/deep-image-prior-results.png STEM/img/hebb-learning.png STEM/img/moco.png STEM/img/receiver-operator-curve.png STEM/img/reinforcement-learning.png STEM/img/rnn+autoencoder-variational.png STEM/img/rnn+autoencoder.png STEM/img/simclr.png STEM/img/sup-representation-learning.png STEM/img/svm-c.png STEM/img/svm-non-linear-project.png STEM/img/svm-non-linear-separated.png STEM/img/svm-non-linear.png STEM/img/svm-optimal-plane.png STEM/img/svm.png STEM/img/unsup-representation-learning.png
74 lines
2.1 KiB
Markdown
74 lines
2.1 KiB
Markdown
[Towards Data Science: SVM](https://towardsdatascience.com/support-vector-machines-svm-c9ef22815589)
|
||
[Towards Data Science: SVM an overview](https://towardsdatascience.com/https-medium-com-pupalerushikesh-svm-f4b42800e989)
|
||
|
||
- Dividing line between two classes
|
||
- Optimal hyperplane for a space
|
||
- Margin maximising hyperplane
|
||
- Can be used for
|
||
- Classification
|
||
- SVC
|
||
- Regression
|
||
- SVR
|
||
- Alternative to Eigenmodels for supervised classification
|
||
- For smaller datasets
|
||
- Hard to scale on larger sets
|
||
|
||
![](../../../img/svm.png)
|
||
- Support vector points
|
||
- Closest points to the hyperplane
|
||
- Lines to hyperplane are support vectors
|
||
|
||
- Maximise margin between classes
|
||
- Take dot product of test point with vector perpendicular to support vector
|
||
- Sign determines class
|
||
|
||
# Pros
|
||
- Linear or non-linear discrimination
|
||
- Effective in higher dimensions
|
||
- Effective when number of features higher than training examples
|
||
- Best for when classes are separable
|
||
- Outliers have less impact
|
||
|
||
# Cons
|
||
- Long time for larger datasets
|
||
- Doesn’t do well when overlapping
|
||
- Selecting appropriate kernel
|
||
|
||
# Parameters
|
||
- C
|
||
- How smooth the decision boundary is
|
||
- Larger C makes more curvy
|
||
- ![](../../../img/svm-c.png)
|
||
- Gamma
|
||
- Controls area of influence for data points
|
||
- High gamma reduces influence of faraway points
|
||
|
||
# Hyperplane
|
||
|
||
$$\beta_0+\beta_1X_1+\beta_2X_2+\cdot\cdot\cdot+\beta_pX_p=0$$
|
||
- $p$-dimensional space
|
||
- If $X$ satisfies equation
|
||
- On plane
|
||
- Maximal margin hyperplane
|
||
- Perpendicular distance from each observation to given plane
|
||
- Best plane has highest distance
|
||
- If support vector points shift
|
||
- Plane shifts
|
||
- Hyperplane only depends on the support vectors
|
||
- Rest don't matter
|
||
|
||
![](../../../img/svm-optimal-plane.png)
|
||
|
||
# Linearly Separable
|
||
- Not linearly separable
|
||
![](../../../img/svm-non-linear.png)
|
||
- Add another dimension
|
||
- $z=x^2+y^2$
|
||
- Square of the distance of the point from the origin
|
||
![](../../../img/svm-non-linear-project.png)
|
||
- Now separable
|
||
- Let $z=k$
|
||
- $k$ is a constant
|
||
- Project linear separator back to 2D
|
||
- Get circle
|
||
![](../../../img/svm-non-linear-separated.png) |