machine learning, svm

SVM with Tensorflow


In lecture 12 Andrew Ng introduces support vector machines (SVMs). As Andrew Ng shows the intuition for what SVMs are can be gleaned from logistic regression. If we have a function h(x) = 1/(1 + e^{-\theta^T x}) that tells us how confident we are that a given x is a positive example, we wish to select \theta that results in h(x) \approx 1 for all positive examples. By the same token, we would like h(x) \approx 0 for all negative examples. The difference between the “least positive” and the “least negative” examples is the margin. By maximizing that margin we maximize the chances of yet unseen positive examples being recognized as such. The same holds for yet unseen negative examples. If we deal with linearly separable data, this is equivalent to finding a hyperplane (in case of 2D data, this is just a line) that maximizes the margin between positive and negative examples (see Fig 1)

separating hyperplane

Fig 1. Positive (red) and negative (blue) examples with the separating hyperplane (line) and its margins.

Without going into formalities, which are much better explained in Andrew Ng’s lecture notes, the task of finding such a hyperplane can be cast as task for finding support vectors for it. These can be efficiently found using gradient descent methods, with a slightly modified definition of the loss function.

SVM with Tensorflow

Tensorflow added, in version 1.0, tf.contrib.learn.SVM. It implements the Estimator interface. As with other estimators the approach is to create an estimator, fit known examples, while periodically evaluating the fitness of the estimator on the validation set. Once the evaluator is trained, it may be exported. From then on, for any new data, you use prediction to classify it.

Preparing Data

The first step is to prepare data, similar to the one shown in Fig 1. In real application this data would be collected from external sources, rather than generated. We generate a set of 1,000 random points. Each point is assigned a class. If for the given point (x, y), y > x the point is considered a part of a positive class. Otherwise, it falls into the negative class. As randomly generated points would not likely to have a margin separating positive from negative examples, we add the margin by pushing positive points (-\sqrt{1/2}, \sqrt{1/2}) left and up. Negative examples are pushed right and down by (\sqrt{1/2}, -\sqrt{1/2}).

min_y = min_x = -5
max_y = max_x = 5
x_coords = np.random.uniform(min_x, max_x, (500, 1))
y_coords = np.random.uniform(min_y, max_y, (500, 1))
clazz = np.greater(y_coords, x_coords).astype(int)
delta = 0.5 / np.sqrt(2.0)
x_coords = x_coords + ((0 - clazz) * delta) + ((1 - clazz) * delta)
y_coords = y_coords + (clazz * delta) + ((clazz - 1) * delta)

Preparing Input Function

For a given data we create an input function. The role of this function is to feed data and labels to the estimator. The data, for SVM, consist of a dictionary holding feature IDs, and features themselves. The labels tell the estimator the class to which each row of features belongs. In more complex setup the input function can return batches of data read from a disk or over a network. It can indicate the end of data by raising StopIteration or OutOfRangeError exception. For us the function trivially returns all 1,000 points with their labels.

def input_fn():
  return {
      'example_id': tf.constant(
          map(lambda x: str(x + 1), np.arange(len(x_coords)))),
      'x': tf.constant(np.reshape(x_coords, [x_coords.shape[0], 1])),
      'y': tf.constant(np.reshape(y_coords, [y_coords.shape[0], 1])),
  }, tf.constant(clazz)

Training SVM

Once the input function is set up, we create a new SVM estimator. In the constructor we tell it the names of the features, which for us are real valued columns. We also indicate which column holds the IDs for each row of features. Having done that we ask SVM to fit input data for a fixed number of steps. Since our data is trivially separable, we limit the number of steps to just 30. Next, we run one more step to estimate the quality of fit. For a trivial example the SVM achieves a perfect accuracy. In real application, the quality should be estimated on a data separate from the one used to train SVM.

feature1 = tf.contrib.layers.real_valued_column('x')
feature2 = tf.contrib.layers.real_valued_column('y')
svm_classifier = tf.contrib.learn.SVM(
  feature_columns=[feature1, feature2],
  example_id_column='example_id'), steps=30)
metrics = svm_classifier.evaluate(input_fn=input_fn, steps=1)
print "Loss", metrics['loss'], "\nAccuracy", metrics['accuracy']
Loss 0.00118758
Accuracy 1.0

Predicting Classes for New Data

Once SVM has been trained, it can be used to predict the class of a new, previously unseen data. To simulate this step we again generate random points and feed them to the trained SVM. SVM not only returns the class for each point, but gives us the logits value. The latter can be used to estimate the confidence in the class assigned to the point by the SVM. For example, a point (-0.27510791, -0.4940773) has class 0, and logits -0.28906667, indicating that it barely makes class 0. On the other hand (3.39027299, -2.13721821), which also belongs to class 0, has logits -7.00896215.

x_predict = np.random.uniform(min_x, max_x, (20, 1))
y_predict = np.random.uniform(min_y, max_y, (20, 1))

def predict_fn():
  return {
    'x': tf.constant(x_predict),
    'y': tf.constant(y_predict),

pred = list(svm_classifier.predict(input_fn=predict_fn))
predicted_class = map(lambda x: x['classes'], pred)
annotations = map(lambda x: '%.2f' % x['logits'][0], pred)

The results of classification of random points, together with the logits values for each point are shown in Fig 2.

svm predictions

Fig 2. SVM prediction for a set of random points.


You can download the Jupyter notebook with the above code from a github svm repository.

Leave a Reply

Fill in your details below or click an icon to log in: Logo

You are commenting using your account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s