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2018 봄학기 VLSI 특론
Support Vector Machine
서강대학교 컴퓨터공학과
박호성
Sogang University
목차
1. 문제 정의
2. Support vector machine (SVM)
2.1 Hard SVM
2.2 Soft SVM
3. Loss function – ramp loss
4. 결론
Page 1/18
Sogang University
1. 문제 정의
 Overfitting을 줄이며 학습하는 방법
 1) Sample의 차원 수를 늘림
 2) VC dimension을 줄임
 고차원의 데이터 처리를 필요로 함
 1) 상용화 수준의 데이터 처리 필요
• Ex> 음성인식은 40차원 이상의 vector 사용
 2) linear decision boundary 사용 필요
• Nonuniform learnability를 보장하기 위함
 고차원의 sample에 대해 VC dimension을 줄여야 함
Page 2/18
Sogang University
2. Support vector machine (SVM)
 Support vector machine (SVM)
 Classes 사이의 공간(margin)을 최대화함
• Gap 내부의 sample은 학습 시 고려하지 않음
– Shattering 할 수 있는 sample이 줄어들어 VC dimension을 줄임
• SVM은 최대 margin 을 가지는 경계를 찾는 것
Page 3/18
그림 출처: http://excelsior-cjh.tistory.com/66
Sogang University
 Support vector machine (SVM)
 Hyperplane (decision boundary)
• Sample들의 class를 효과적으로 분류 할 수 있는 경계
 Support vector
• Hyperplane까지의 거리가 가장 짧은 벡터
2. Support vector machine (SVM)
그림 출처: http://gentlej90.tistory.com/43
Page 4/18
Sogang University
 Support vector machine (SVM)
 Hyperplane
(1)
• 모든 sample에 대해,
– Sample이 분류 가능한(>0) 벡터 상의 linear한 공간
• x: vector 공간 상의 sample 의 위치
• y: sample의 class
• b: hyperplane의 bias (학습 시 update 되는 부분)
• w: normal vector (학습 시 update 되는 부분)
2. Support vector machine (SVM)
Page 5/18
Sogang University
 Support vector machine (SVM)
 Support vector
(2)
• Hyperplane을 만족하는 조건 하에서,
– 가장 가까운 sample과의 거리
• x: vector 공간 상의 sample 의 위치
• y: sample의 class
• b: hyperplane의 bias (학습 시 update 되는 부분)
• w: normal vector (학습 시 update 되는 부분)
2. Support vector machine (SVM)
Page 6/18
Sogang University
 Hard SVM
(3)
• Hyperplane을 만족하는 조건 하에,
• Support vector의 길이가 최대가 되도록
– w,b를 변경하는 수식
• x: vector 공간 상의 sample 의 위치
• y: sample의 class
• b: hyperplane의 bias (학습 시 update 되는 부분)
• w: normal vector (학습 시 update 되는 부분)
2.1 Hard SVM
Page 7/18
Sogang University
 Hard SVM
• x: vector 공간 상의 sample 의 위치
• y: sample의 class
• b: hyperplane의 bias (학습 시 update 되는 부분)
• w: normal vector (학습 시 update 되는 부분)
2.1 Hard SVM
Page 8/18
Sogang University
 Hard SVM의 문제점
 Practical한 경우에 hard SVM을 거의 사용할 수 없음
• 대부분 sample이 class 별로 적절하게 분포되어 있지 않음
– 만일 이상적으로 sample 들이 분류되어 있다면 학습할 필요가 없음
• Sample noise
– 어떠한 sample mixture를 형성할 때, 범위 밖의 sample들
2.2 Soft SVM
Page 9/18
그림 출처: http://goodtogreate.tistory.com/entry/Support-Vector-Machine
Sogang University
 Soft SVM
 𝜉: noise와 hyperplane과의 거리를 나타내는 슬랙변수
2.2 Soft SVM
Page 10/18
Sogang University
 Loss function
 여러 개의 hypothesis 중 가장 적절한 모델을 찾기 위한
기준
• Pure SVM에서는 hinge loss를 사용함
 본 교재에서는 ramp loss를 소개함
3. Loss function – ramp loss
Page 11/18
Sogang University
4. 결 론
 데이터의 차원 증가는 피할 수 없음
 복잡한 대용량 데이터에 대한 처리 방법이 필요
 고차원의 데이터에 대해 VC dimension을 줄여야 함
 Support Vector Machine
 SVM은 classes간의 margin을 최대화하여 분류함
 기존 hard SVM에 noise를 처리하기 위한 soft SVM 제안
Page 12/18
Sogang University
참고 문헌
 Huang X., Lei S., and Suykens J. (2014) “Ramp loss
linear programming support vector machine,”
Journal of Machine Learning Research, pp. 2185-
2211.
 Cortes, C., & Vapnik, V. (1995). “Support vector
machine,” Machine Learning, 1303–1308.
https://doi.org/10.1007/978-0-387-73003-5_299
 Duda, R. O., Hart, P. E., & Stork, D. G. (2012).
“Pattern classification,” John Wiley & Sons.
Page 13/18

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Support vector machine for graduate course in Sogang university

  • 1. 2018 봄학기 VLSI 특론 Support Vector Machine 서강대학교 컴퓨터공학과 박호성
  • 2. Sogang University 목차 1. 문제 정의 2. Support vector machine (SVM) 2.1 Hard SVM 2.2 Soft SVM 3. Loss function – ramp loss 4. 결론 Page 1/18
  • 3. Sogang University 1. 문제 정의  Overfitting을 줄이며 학습하는 방법  1) Sample의 차원 수를 늘림  2) VC dimension을 줄임  고차원의 데이터 처리를 필요로 함  1) 상용화 수준의 데이터 처리 필요 • Ex> 음성인식은 40차원 이상의 vector 사용  2) linear decision boundary 사용 필요 • Nonuniform learnability를 보장하기 위함  고차원의 sample에 대해 VC dimension을 줄여야 함 Page 2/18
  • 4. Sogang University 2. Support vector machine (SVM)  Support vector machine (SVM)  Classes 사이의 공간(margin)을 최대화함 • Gap 내부의 sample은 학습 시 고려하지 않음 – Shattering 할 수 있는 sample이 줄어들어 VC dimension을 줄임 • SVM은 최대 margin 을 가지는 경계를 찾는 것 Page 3/18 그림 출처: http://excelsior-cjh.tistory.com/66
  • 5. Sogang University  Support vector machine (SVM)  Hyperplane (decision boundary) • Sample들의 class를 효과적으로 분류 할 수 있는 경계  Support vector • Hyperplane까지의 거리가 가장 짧은 벡터 2. Support vector machine (SVM) 그림 출처: http://gentlej90.tistory.com/43 Page 4/18
  • 6. Sogang University  Support vector machine (SVM)  Hyperplane (1) • 모든 sample에 대해, – Sample이 분류 가능한(>0) 벡터 상의 linear한 공간 • x: vector 공간 상의 sample 의 위치 • y: sample의 class • b: hyperplane의 bias (학습 시 update 되는 부분) • w: normal vector (학습 시 update 되는 부분) 2. Support vector machine (SVM) Page 5/18
  • 7. Sogang University  Support vector machine (SVM)  Support vector (2) • Hyperplane을 만족하는 조건 하에서, – 가장 가까운 sample과의 거리 • x: vector 공간 상의 sample 의 위치 • y: sample의 class • b: hyperplane의 bias (학습 시 update 되는 부분) • w: normal vector (학습 시 update 되는 부분) 2. Support vector machine (SVM) Page 6/18
  • 8. Sogang University  Hard SVM (3) • Hyperplane을 만족하는 조건 하에, • Support vector의 길이가 최대가 되도록 – w,b를 변경하는 수식 • x: vector 공간 상의 sample 의 위치 • y: sample의 class • b: hyperplane의 bias (학습 시 update 되는 부분) • w: normal vector (학습 시 update 되는 부분) 2.1 Hard SVM Page 7/18
  • 9. Sogang University  Hard SVM • x: vector 공간 상의 sample 의 위치 • y: sample의 class • b: hyperplane의 bias (학습 시 update 되는 부분) • w: normal vector (학습 시 update 되는 부분) 2.1 Hard SVM Page 8/18
  • 10. Sogang University  Hard SVM의 문제점  Practical한 경우에 hard SVM을 거의 사용할 수 없음 • 대부분 sample이 class 별로 적절하게 분포되어 있지 않음 – 만일 이상적으로 sample 들이 분류되어 있다면 학습할 필요가 없음 • Sample noise – 어떠한 sample mixture를 형성할 때, 범위 밖의 sample들 2.2 Soft SVM Page 9/18 그림 출처: http://goodtogreate.tistory.com/entry/Support-Vector-Machine
  • 11. Sogang University  Soft SVM  𝜉: noise와 hyperplane과의 거리를 나타내는 슬랙변수 2.2 Soft SVM Page 10/18
  • 12. Sogang University  Loss function  여러 개의 hypothesis 중 가장 적절한 모델을 찾기 위한 기준 • Pure SVM에서는 hinge loss를 사용함  본 교재에서는 ramp loss를 소개함 3. Loss function – ramp loss Page 11/18
  • 13. Sogang University 4. 결 론  데이터의 차원 증가는 피할 수 없음  복잡한 대용량 데이터에 대한 처리 방법이 필요  고차원의 데이터에 대해 VC dimension을 줄여야 함  Support Vector Machine  SVM은 classes간의 margin을 최대화하여 분류함  기존 hard SVM에 noise를 처리하기 위한 soft SVM 제안 Page 12/18
  • 14. Sogang University 참고 문헌  Huang X., Lei S., and Suykens J. (2014) “Ramp loss linear programming support vector machine,” Journal of Machine Learning Research, pp. 2185- 2211.  Cortes, C., & Vapnik, V. (1995). “Support vector machine,” Machine Learning, 1303–1308. https://doi.org/10.1007/978-0-387-73003-5_299  Duda, R. O., Hart, P. E., & Stork, D. G. (2012). “Pattern classification,” John Wiley & Sons. Page 13/18