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Part 4: ADVANCED SVM-based LEARNING METHODS

Electrical and Computer Engineering

Vladimir Cherkassky University of Minnesota

cherk001@umn.edu

Presented at Tech Tune Ups, ECE Dept, June 1, 2011

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OUTLINE• Motivation for non-standard

approaches: high-dimensional data• Alternative Learning Settings

- Transduction and SSL- Inference Through Contradictions- Learning using privileged information (or SVM+)- Multi-task Learning

• Summary

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Insights provided by SVM(VC-theory)• Why linear classifiers can generalize?

(1) Margin is large (relative to R)(2) % of SV’s is small(3) ratio d/n is small

• SVM offers an effective way to control complexity (via margin + kernel selection) i.e. implementing (1) or (2) or both

• What happens when d>>n ?- standard inductive methods usually fail

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How to improve generalization for HDLSS?Conventional approach:

Incorporate a priori knowledge into learning method• Preprocessing and feature selection • Model parameterization (~ good kernels in SVM)Assumption: a priori knowledge about good model

Non-standard learning formulations:Incorporate a priori knowledge into new non-standard

learning formulation (learning setting)Assumption: a priori knowledge is about properties

of application data and/or goal of learning

• Which type of assumptions makes more sense?

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OUTLINE

• Motivation for non-standard approaches

• Alternative Learning Settings- Transduction and SSL- Inference Through Contradictions- Learning with Structured Data- Multi-task Learning

• Summary

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Examples of non-standard settings • Application domain: hand-written digit recognition• Standard inductive setting• Transduction: labeled training + unlabeled data• Learning through contradictions:

labeled training data ~ examples of digits 5 and 8unlabeled examples (Universum) ~ all other (eight) digits

• Learning using hidden information:Training data ~ t groups (i.e., from t different persons)Test data ~ group label not known

• Multi-task learning:Training data ~ t groups (from different persons)Test data ~ t groups (group label is known)

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Modifications of Inductive Setting • Standard Inductive learning assumes

Finite training set Predictive model derived using only training dataPrediction for all possible test inputs

• Possible modifications1. Predict only for given test points transduction2. A priori knowledge in the form of additional ‘typical’ samples learning through contradiction3. Additional (group) info about training data Learning using privileged information (LUPI) aka SVM+4. Additional (group) info about training + test data Multi-task learning

ii y,x

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Transduction (Vapnik, 1982, 1995)• How to incorporate unlabeled test data into the

learning process? Assume binary classification

• Estimating function at given pointsGiven: labeled training data and unlabeled test points

Estimate: class labels at these test points

Goal of learning: minimization of risk on the test set:

where

*jx mj ,...,1 ii y,x ni ,...,1

),....( **1

*myyy

)/(,1)( **

1

*jj

y

m

j

ydPyyLm

R xy

),(),....,( **1

* mff xxy

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Induction vs Transduction

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Transduction based on margin size

Single unlabeled test point X

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Many test points X aka working samples

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Transduction based on margin size • Binary classification, linear parameterization,

joint set of (training + working) samples

• Two objectives of transductive learning:(TL1) separate labeled training data using a large-margin hyperplane (as in standard inductive SVM)(TL2) separating (explain) working data set using a large-margin hyperplane.

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Transduction based on margin size • Standard SVM hinge loss for labeled samples• Loss function for unlabeled samples:

Mathematical optimization formulation

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Optimization formulation for SVM transduction• Given: joint set of (training + working) samples• Denote slack variables for training, for working • Minimize

subject to

where Solution (~ decision boundary)

• Unbalanced situation (small training/ large test) all unlabeled samples assigned to one class

• Additional constraint:

i*j

m

jj

n

ii CCbR

1

**

1

)(21),( www

mjnibyby

ji

jij

iii

,...,1,,...,1,0,1])[(1])[(

*

**

xwxw

mjbsigny jj ,...,1),(* xw** )()( bD xwx

m

ji

n

ii bm

yn 11

])[(11 xw

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Optimization formulation (cont’d)• Hyperparameters control the trade-off

between explanation and margin size• Soft-margin inductive SVM is a special case of

soft-margin transduction with zero slacks• Dual + kernel version of SVM transduction• Transductive SVM optimization is not convex

(~ non-convexity of the loss for unlabeled data) – different opt. heuristics ~ different solutions

• Exact solution (via exhaustive search) possible for small number of test samples (m) – but this solution is NOT very useful (~ inductive SVM).

*CandC

0* j

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Many applications for transduction• Text categorization: classify word documents

into a number of predetermined categories• Email classification: Spam vs non-spam• Web page classification• Image database classification• All these applications:

- high-dimensional data- small labeled training set (human-labeled)- large unlabeled test set

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Example application

• Prediction of molecular bioactivity for drug discovery

• Training data~1,909; test~634 samples• Input space ~ 139,351-dimensional• Prediction accuracy:SVM induction ~74.5%; transduction ~ 82.3%Ref: J. Weston et al, KDD cup 2001 data analysis: prediction

of molecular bioactivity for drug design – binding to thrombin, Bioinformatics 2003

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Semi-Supervised Learning (SSL)• Labeled data + unlabeled data Model• Similar to transduction (but not the same):

- Goal 1 ~ prediction for unlabeled samples - Goal 2 ~ estimate an inductive model

• Many algorithms• Applications similar to transduction• Typically

- Transduction works better for HDLSS- SSL works better for low-dimensional data

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Example: Self-Learning Algorithm

Given initial labeled set L and unlabeled set U Repeat:(1) estimate a classifier using labeled set L(2) classify randomly chosen unlabeled sample

using decision rule estimated in Step (1)(3) move this new labeled sample to set LIterate steps (1) – (3) until all unlabeled

samples are classified.

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Noisy Hyperbolas: unlabeled samples in greenInitial condition:

0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.90.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9Iteration 1

Unlabeled SamplesClass +1Class -1

Example of Self-Learning Algorithm

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Example of Self-Learning Algorithm

Iteration 50 Iteration 100 (final)

0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.90.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9Iteration 50

Unlabeled SamplesClass +1Class -1

0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.90.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9Iteration 100

Class +1Class -1

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Inference through contradiction (Vapnik 2006)

• Motivation: what is a priori knowledge?- info about the space of admissible models- info about admissible data samples

• Labeled training samples + unlabeled samples from the Universum

• Universum samples encode info about the region of input space (where application data lives):- Usually from a different distribution than training/test data

• Examples of the Universum data• Large improvement for small training samples

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Inference through contradictions aka Universum learning

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Main Idea

Fig. courtesy of J. Weston (NEC Labs)

• Handwritten digit recognition: digit 5 vs 8

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Learning with the Universum• Inductive setting for binary classification

Given: labeled training data and unlabeled Universum samples Goal of learning: minimization of prediction risk (as in standard inductive setting)

• Balance between two goals:- explain labeled training data using large-margin hyperplane- achieve maximum falsifiability ~ max # contradictions on the Universum

Math optimization formulation (extension of SVM)

*jx mj ,...,1

ii y,x ni ,...,1

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-insensitive loss for Universum samples

x

y

*2

1

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Random averaging Universum

Average

Class 1

Class -1 Hyper-plane

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Random Averaging for digits 5 and 8• Two randomly selected examples

• Universum sample:

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Application Study (Vapnik, 2006)• Binary classification of handwritten digits 5 and 8• For this binary classification problem, the following

Universum sets had been used:U1: randomly selected digits (0,1,2,3,4,6,7,9)

U2: randomly mixing pixels from images 5 and 8

U3: average of randomly selected examples of 5 and 8

Training set size tried: 250, 500, … 3,000 samples

Universum set size: 5,000 samples

• Prediction error: improved over standard SVM, i.e. for 500 training samples: 1.4% vs 2% (SVM)

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Cultural Interpretation of Universum:jokes, absurd examples:

neither Hillary nor Obama dadaism

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Application Study: predicting gender of human faces

• Binary classification setting• Difficult problem:

dimensionality ~ large (10K - 20K)labeled sample size ~ small (~ 10 - 20)

• Humans perform very well for this task• Issues:

- possible improvement (vs standard SVM)- how to choose ‘good’ Universum?- model parameter tuning

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Male Faces: examples

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Female Faces: examples

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Universum Faces:neither male nor female

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Empirical Study (cont’d)• Universum generation:

U1 Average: of male and female samples randomly selected from the training set (U. of Essex database)

U2 Empirical Distribution: estimate pixel-wise distribution of the training data. Generate a new picture from this distribution

U3 Animal faces:

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Universum generation: examples• U1 Averaging:

• U2 Empirical Distribution:

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Results of gender classification

• Classification accuracy: improves vs standard SVM by ~ 2% with U1 Universum, and by ~ 1% with U2 Universum.

• Universum by averaging gives better results for this problem, when number of Universum samples N = 500 or 1,000

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Results of gender classification• Universum ~ Animal Faces:

• Degrades classification accuracy by 2-5% (vs standard SVM)

• Animal faces are not relevant to this problem

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Learning with Structured Data(Vapnik, 2006)

• Application: Handwritten digit recognitionLabeled training data provided by t persons (t >1) Goal 1: find a classifier that will generalize well for future samples generated by these persons ~ Learning with Structured Data or Learning using Hidden InformationGoal 2: find t classifiers with generalization (for each person) ~ Multi-Task Learning (MTL)

• Application: Medical diagnosisLabeled training data provided by t groups of patients (t >1), say men and women (t = 2) Goal 1: estimate a classifier to predict/diagnose a disease using training data from t groups of patients ~ LWSDGoal 2: find t classifiers specialized for each group of patients ~ MTL

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Different Ways of Using Group Information

SVM

SVM+

SVM

SVM

svm+MTL

f(x)

f(x)

f1(x)

f2(x)

f1(x)

f2(x)

sSVM:

SVM+:

mSVM:

MTL:

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SVM+ technology (Vapnik, 2006)• Map the input vectors simultaneously into:

- Decision space (standard SVM classifier)- Correcting space (where correcting functions model slack variables for different groups)

• Decision space/function ~ the same for all groups• Correcting functions ~ different for each group

(but correcting space may be the same)• SVM+ optimization formulation incorporates:

- the capacity of decision function- capacity of correcting functions for group r- relative importance (weight) of these two capacities

ww, rr ww ,

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SVM+ approach (Vapnik, 2006)

Decision function

Decision space

Correcting space Correcting functions

Group1Group2Class 1Class -1

Correcting space

mapping

2

2

1

1

r slack variable for group r

mapping

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SVM+ Formulation

r

tt Ti

ri

t

r

t

rrrddbwww

C 11,..,,,..,,

),(2

),(21 min

11

wwww

subject to:

trTiby rriii ,...,1,,1)),(( zw

trTi r

ri ,...,1,,0

trTid rrrri

ri ,...,1,,),( wz

]))(,[()]([ bsignfsigny Z xwxriz

r Zri

)(xz

Zizi )(xzix

Decision Space

Correcting Space

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SVM+ for Multi-task Learning (Liang 2008)

• New learning formulation: SVM+MTL• Define decision function for each group as

• Common decision function models the relatedness among groups

• Correcting functions fine-tune the model for each group (task)

.

trdbf rrzzr r,...,1,)),(()),(()( wxwxx

bz )),(( wx

4545

t

r Ti

ri

t

rrrddbwww

rrt

C11,..,,,..,,

),(2

),(21 min

11

wwww subject to:

trTidby rrir

riri

ri ,...,1,,1)),(),(( zwzw

trTiri ,...,1,,0

rizr Z

ri )(xz

Zizi )(xzix Correcting Space

svm+MTL FormulationDecision Space

trdbsignf rrzzr r,...,1,))),(()),((()( wxwxx

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Empirical Validation• Different ways of using group info

different learning settings:- which one yields better generalization?- how performance is affected by sample size?

• Empirical comparisons:- synthetic data set

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Different Ways of Using Group Information

SVM

SVM+

SVM

SVM

svm+MTL

f(x)

f(x)

f1(x)

f2(x)

f1(x)

f2(x)

sSVM:

SVM+:

mSVM:

MTL:

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Comparison for Synthetic Data Set

• Generate x where each • The coefficient vectors of three tasks are specified as

• For each task and each data vector, • Details of methods used:

- linear SVM classifier (single parameter C)- SVM+, SVM+MTL classifier (3 parameters: linear kernel for decision space, RBF kernel for correcting space, and parameter γ) - Independent validation set for model selection

20R 20,...,1,)1,1(~ i�uniformxi

)5.0( xisigny ]0,0,0,0,0,1,0,0,0,0,0,1,0,[]0,0,0,0,0,0,0,0,1,0,1,0,1,[

]0,0,0,0,0,0,0,0,0,0,1,1,1,[

3

2

1

1,11,1,1,1,1,β1,11,1,1,1,1,β1,11,1,1,1,1,β

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Experimental Results • Comparison results (ave over 10 trials):

n ~ number of training samples per taskave test error (%):

Note: relative performance depends on sample sizeNote: SVM+ always better than SVM

SVM+MTL always better than mSVM

Methods: sSVM SVM+ mSVM SVM+MTL

n=15 19.9 19.1 29.3 20.8n=100 11.9 11.7 8.8 8.5

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OUTLINE

• Motivation for non-standard approaches• Alternative Learning Settings• Summary: Advantages/limitations of non-

standard settings

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Advantages+limitations of nonstandard settings• Advantages

- make common sense- follow methodological framework (VC-theory)- yield better generalization (but not always)

• Limitations- need to formalize application requirements need to understand application domain- generally more complex learning formulations- more difficult model selection- few known empirical comparisons (to date)

• SVM+ is a promising new technology for hard problems

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References and Resources• Vapnik, V. Estimation of Dependencies Based on Empirical Data. Empirical

Inference Science: Afterword of 2006, Springer, 2006 • Cherkassky, V. and F. Mulier, Learning from Data, second edition, Wiley, 2007• Chapelle, O., Schölkopf, B., and A. Zien, Eds., Semi-Supervised Learning, MIT

Press, 2006• Cherkassky, V. and Y. Ma, Introduction to Predictive learning, Springer, 2011

(to appear)• Hastie, T., R. Tibshirani and J. Friedman, The Elements of Statistical Learning.

Data Mining, Inference and Prediction, New York: Springer, 2001 • Schölkopf, B. and A. Smola, Learning with Kernels. MIT Press, 2002. Public-domain SVM software• Main web page link http://www.kernel-machines.org• LIBSVM software library http://www.csie.ntu.edu.tw/~cjlin/libsvm/• SVM-Light software library http://svmlight.joachims.org/• Non-standard SVM-based methodologies: Universum, SVM+, MTL

http://www.ece.umn.edu/users/cherkass/predictive_learning/