Support Vector Machine

Transcript

1. Welcome to the
   Covid Coding Program
   

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2. Let’s Start Basics of
   Machine Learning!
   I’m, Charmi Chokshi
   An ML Engineer at Shipmnts.com
   and a passionate Tech-speaker. A
   Critical Thinker and your mentor of
   the day!
   Let’s connect:
   @CharmiChokshi
   

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3. Let’s classify some points!
   

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4. Which hyperplane to choose?
   

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5. Which hyperplane to choose?
   

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6. Margin
   

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7. Which hyperplane to choose?
   

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8. Which hyperplane to choose?
   

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9. Robust to Outliers
   

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10. Which hyperplane to choose?
    

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11. Tada!! Introducing a new feature
    

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12. Kernel trick
    

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13. Hyperplane
    

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14. Large Margin
    - In logistic regression, we take the output of the linear
    function and squash the value within the range of [0,1] using
    the sigmoid function. If the squashed value is greater than a
    threshold value(0.5) we assign it a label 1, else we assign it a
    label 0.
    - In SVM, we take the output of the linear function and if that
    output is greater than 1, we identify it with one class and if
    the output is -1, we identify is with another class. Since the
    threshold values are changed to 1 and -1 in SVM, we obtain
    this reinforcement range of values([-1,1]) which acts as
    margin.
    

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15. Cost Function
    - In the SVM algorithm, we are looking to maximize the margin
    between the data points and the hyperplane. The loss
    function that helps maximize the margin is hinge loss.
    

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16. Cost Function
    - The cost is 0 if the predicted value and the actual value are of
    the same sign. If they are not, we then calculate the loss
    value. We also add a regularization parameter the cost
    function. The objective of the regularization parameter is to
    balance the margin maximization and loss. After adding the
    regularization parameter, the cost functions looks as below.
    

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17. Pros and Cons
    Pros:
    ○ It works really well with a clear margin of separation
    ○ It is effective in high dimensional spaces.
    ○ It uses a subset of training points in the decision function
    (called support vectors), so it is also memory efficient.
    Cons:
    ○ It doesn’t perform well when we have large data set because
    the required training time is higher
    ○ It also doesn’t perform very well, when the data set has more
    noise i.e. target classes are overlapping
    ○ SVM doesn’t directly provide probability estimates, these are
    calculated using an expensive five-fold cross-validation. It is
    included in the related SVC method of Python scikit-learn
    library.
    

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18. Comparing 10 Classification algos
    

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19. Thank You!
    

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