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An Introduction to Support Vector Machines and Other Kernel-based Learning Methods -- by FrFurax
An Introduction to Support Vector Machines and Other Kernel-Based Learning Methods
Notation
Chapter 1: The Learning Methodology
1.1 Supervised Learning
1.2 Learning and Generalisation
1.3 Improving Generalisation
1.4 Attractions and Drawbacks of Learning
1.5 Support Vector Machines for Learning
1.6 Exercises
1.7 Further Reading and Advanced Topics
Chapter 2: Linear Learning Machines
2.2 Linear Regression
2.3 Dual Representation of Linear Machines
2.4 Exercises
2.5 Further Reading and Advanced Topics
Chapter 3: Kernel-Induced Feature Spaces
3.1 Learning in Feature Space
3.2 The Implicit Mapping into Feature Space
3.3 Making Kernels
3.4 Working in Feature Space
3.5 Kernels and Gaussian Processes
3.6 Exercises
3.7 Further Reading and Advanced Topics
Chapter 4: Generalisation Theory
4.1 Probably Approximately Correct Learning
4.2 Vapnik Chervonenkis (VC) Theory
4.3 Margin-Based Bounds on Generalisation
4.4 Other Bounds on Generalisation and Luckiness
4.5 Generalisation for Regression
4.6 Bayesian Analysis of Learning
4.7 Exercises
4.8 Further Reading and Advanced Topics
Chapter 5: Optimisation Theory
5.1 Problem Formulation
5.2 Lagrangian Theory
5.3 Duality
5.4 Exercises
5.5 Further Reading and Advanced Topics
Chapter 6: Support Vector Machines
6.2 Support Vector Regression
6.3 Discussion
6.4 Exercises
6.5 Further Reading and Advanced Topics
Chapter 7: Implementation Techniques
7.1 General Issues
7.2 The Naive Solution: Gradient Ascent
7.3 General Techniques and Packages
7.4 Chunking and Decomposition
7.5 Sequential Minimal Optimisation (SMO)
7.6 Techniques for Gaussian Processes
7.7 Exercises
7.8 Further Reading and Advanced Topics
Chapter 8: Applications of Support Vector Machines
8.1 Text Categorisation
8.2 Image Recognition
8.3 Hand-written Digit Recognition
8.4 Bioinformatics
8.5 Further Reading and Advanced Topics
Appendix A: Pseudocode for the SMO Algorithm
Appendix B: Background Mathematics
B.2 Inner Product Spaces
B.3 Hilbert Spaces
B.4 Operators, Eigenvalues and Eigenvectors
References
A
B
C
D
E
F
G
H
I-J
K
L
M
N
O
P
Q
R
S
T
U
V
W
Chapter 2: Linear Learning Machines
Chapter 2: Linear Learning Machines
Chapter 2: Linear Learning Machines
BackCover
ISBN:0521780195 An Introduction to Support Vector Machines and Other Kernel-based Learning Methods by Nello Cristianini and John Shawe-Taylor Cambridge University Press ?2000 (190 pages) This is the first comprehensive introduction to SVMs, a new generation learning system based on recent advances in statistical learning theory; it will help readers understand the theory and its real-world applications. Companion Web Site - The Learning Methodology - Linear Learning Machines - Kernel-Induced Feature Spaces - Generalisation Theory - Optimisation Theory - Support Vector Machines - Implementation Techniques - Applications of Support Vector Machines Table of Contents An Introduction to Support Vector Machines and Other Kernel-Based Learning Methods Preface Chapter 1 Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Chapter 7 Chapter 8 Appendix A - Pseudocode for the SMO Algorithm Appendix B - Background Mathematics References Index List of Figures List of Tables List of Examples 1 1
2 2
An Introduction to Support Vector Machines and Other Kernel-Based Learning Methods 1 An Introduction to Support Vector Machines and Other Kernel-Based Learning Methods Nello Cristianini John Shawe-Taylor CAMBRIDGE UNIVERSITY PRESS PUBLISHED BY THE PRESS SYNDICATE OF THE UNIVERSITY OF CAMBRIDGE The Pitt Building, Trumpington Street, Cambridge, United Kingdom CAMBRIDGE UNIVERSITY PRESS The Edinburgh Building, Cambridge CB2 2RU, UK 40 West 20th Street, New York, NY 10011-4211, USA 477 Williamstown Road, Port Melbourne, VIC 3207, Australia Ruiz de Alarcón 13, 28014 Madrid, Spain Dock House, The Waterfront, Cape Town 8001, South Africa http://www.cambridge.org Copyright © 2000 Cambridge University Press This book is in copyright. Subject to statutory exception and to the provisions of relevant collective licensing agreements, no reproduction of any part may take place without the written permission of Cambridge University Press. First published 2000 Reprinted 2000 (with corrections), 2001 (twice), 2002 (with corrections), 2003 Typeface Times 10/12pt. System LATEX 2ε [EPC] A catalogue record for this book is available from the British Library Library of Congress Cataloguing in Publication data available 0521780195 An Introduction to Support Vector Machines This book is the first comprehensive introduction to Support Vector Machines (SVMs), a new generation learning system based on recent advances in statistical learning theory. SVMs deliver state-of-the-art performance in real-world applications such as text categorisation, hand-written character recognition, image classification, biosequence analysis, etc. Their first introduction in the early '90s led to an explosion of applications and deepening theoretical analysis, that has now established Support Vector Machines as one of the standard tools for machine learning and data mining. Students will find the book both stimulating and accessible, while practitioners will be guided smoothly through the material required for a good grasp of the theory and application of these techniques. The concepts are introduced gradually in accessible and self-contained stages, while in each stage the presentation is rigorous and thorough. Pointers to relevant literature and web sites containing software ensure that it forms an ideal starting point for further study. Equally the book will equip the practitioner to apply the techniques and its associated web site will provide pointers to updated literature, new applications, and on-line software. An Introduction to Support Vector Machines and Other Kernel-Based Learning Methods 1
2 An Introduction to Support Vector Machines and Other Kernel-Based Learning Methods Nello Cristianini was born in Gorizia, Italy. He has studied at University of Trieste in Italy; Royal Holloway, University of London; the University of Bristol; and the University of California in Santa Cruz. He is an active young researcher in the theory and applications of Support Vector Machines and other learning systems and has published in a number of key international conferences and journals in this area. John Shawe-Taylor was born in Cheltenham, England. He studied at the University of Cambridge; University of Ljubljana in Slovenia; Simon Fraser University in Canada; Imperial College; and Royal Holloway, University of London. He has published widely on the theoretical analysis of learning systems in addition to other areas of discrete mathematics and computer science. He is a professor of Computing Science at Royal Holloway, University of London. He is currently the co-ordinator of a European funded collaboration of sixteen universities involved in research on Neural and Computational Learning. 2 An Introduction to Support Vector Machines and Other Kernel-Based Learning Methods
Preface Preface 1 In the last few years there have been very significant developments in the theoretical understanding of Support Vector Machines (SVMs) as well as algorithmic strategies for implementing them, and applications of the approach to practical problems. We believe that the topic has reached the point at which it should perhaps be viewed as its own subfield of machine learning, a subfield which promises much in both theoretical insights and practical usefulness. Despite reaching this stage of development, we were aware that no organic integrated introduction to the subject had yet been attempted. Presenting a comprehensive introduction to SVMs requires the synthesis of a surprisingly wide range of material, including dual representations, feature spaces, learning theory, optimisation theory, and algorithmics. Though active research is still being pursued in all of these areas, there are stable foundations in each that together form the basis for the SVM concept. By building from those stable foundations, this book attempts a measured and accessible introduction to the subject of Support Vector Machines. The book is intended for machine learning students and practitioners who want a gentle but rigorous introduction to this new class of learning systems. It is organised as a textbook that can be used either as a central text for a course on SVMs, or as an additional text in a neural networks, machine learning, or pattern recognition class. Despite its organisation as a textbook, we have kept the presentation self-contained to ensure that it is suitable for the interested scientific reader not necessarily working directly in machine learning of computer science. In this way the book should give readers from other scientific disciplines a practical introduction to Support Vector Machines enabling them to apply the approach to problems from their own domain. We have attempted to provide the reader with a route map through the rigorous derivation of the material. For this reason we have only included proofs or proof sketches where they are accessible and where we feel that they enhance the understanding of the main ideas. Readers who are interested in the detailed proofs of the quoted results are referred to the original articles. Exercises are provided at the end of the chapters, as well as pointers to relevant literature and on-line software and articles. Given the potential instability of on-line material, in some cases the book points to a dedicated website, where the relevant links will be kept updated, hence ensuring that readers can continue to access on-line software and articles. We have always endeavoured to make clear who is responsible for the material even if the pointer to it is an indirect one. We hope that authors will not be offended by these occasional indirect pointers to their work. Each chapter finishes with a section entitled Further Reading and Advanced Topics, which fulfils two functions. First by moving all the references into this section we have kept the main text as uncluttered as possible. Again we ask for the indulgence of those who have contributed to this field when we quote their work but delay giving a reference until this section. Secondly, the section is intended to provide a starting point for readers who wish to delve further into the topics covered in that chapter. The references will also be held and kept up to date on the website. A further motivation for moving the references out of the main body of text is the fact that the field has now reached a stage of maturity which justifies our unified presentation. The two exceptions we have made to this rule are firstly for theorems which are generally known by the name of the original author such as Mercer's theorem, and secondly in Chapter 8 which describes specific experiments reported in the research literature. The fundamental principle that guided the writing of the book is that it should be accessible to students and practitioners who would prefer to avoid complicated proofs and definitions on their way to using SVMs. We believe that by developing the material in intuitively appealing but rigorous stages, in fact SVMs appear as simple and natural systems. Where possible we first introduce concepts in a simple example, only then showing how they are used in more complex cases. The book is self-contained, with an appendix providing any necessary mathematical tools beyond basic linear algebra and probability. This makes it suitable for a very interdisciplinary audience. Much of the material was presented in five hours of tutorials on SVMs and large margin generalisation held at the University of California at Santa Cruz during 1999, and most of the feedback received from these was incorporated into the book. Part of this book was written while Nello was visiting the University of California Preface 1
2 Preface at Santa Cruz, a wonderful place to work thanks to both his hosts and the environment of the campus. During the writing of the book, Nello made frequent and long visits to Royal Holloway, University of London. Nello would like to thank Lynda and her family for hosting him during these visits. Together with John he would also like to thank Alex Gammerman, the technical and administrative staff, and academic colleagues of the Department of Computer Science at Royal Holloway for providing a supportive and relaxed working environment, allowing them the opportunity to concentrate on the writing. Many people have contributed to the shape and substance of the book, both indirectly through discussions and directly through comments on early versions of the manuscript. We would like to thank Kristin Bennett, Colin Campbell, Nicolo Cesa-Bianchi, David Haussler, Ralf Herbrich, Ulrich Kockelkorn, John Platt, Tomaso Poggio, Bernhard Schölkopf, Alex Smola, Chris Watkins, Manfred Warmuth, Chris Williams, and Bob Williamson. We would also like to thank David Tranah and Cambridge University Press for being so supportive and helpful in the processing of the book. Alessio Cristianini assisted in the establishment of the website. Kostantinos Veropoulos helped to create the pictures for Chapter 6 which were generated using his software package at the University of Bristol. We would like to thank John Platt for providing the SMO pseudocode included in Appendix A. Nello would like to thank the EPSRC for supporting his research and Colin Campbell for being a very understanding and helpful supervisor. John would like to thank the European Commission for support through the NeuroCOLT2 Working Group, EP27150. Since the first edition appeared a small number of errors have been brought to our attention, and we have endeavoured to ensure that they were all corrected before reprinting. We would be grateful if anyone discovering further problems contact us through the feedback facility on the book's web page http://www.support-vector.net. Nello Cristianini and John Shawe-Taylor June, 2000 Notation dimension of feature space output and output space input and input space feature space general class of real-valued functions class of linear functions inner product between x and z mapping to feature space kernel ீ real- valued function before thresholding dimension of input space radius of the ball containing the data loss function insensitive to errors less than ε weight vector bias dual variables or Lagrange multipliers φ(x) · φ(z)ு N y Ü Y x Ü X F ீx · zு φ : X → F K(x,z) f(x) n R ε-insensitive w b 2 Preface   α
Preface L W ||·||p ln e log x′, X′ S d primal Lagrangian dual Lagrangian p-norm natural logarithm base of the natural logarithm logarithm to the base 2 transpose of vector, matrix natural, real numbers training sample training set size learning rate error probability confidence margin slack variables VC dimension Preface 3 3 ℓ η ε δ γ ξ
4 4 Preface Preface
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