Support Vector Machine (SVM

Support Vector Machine (SVM) is a powerful machine learning algorithm used

for linear or nonlinear classification, regression, and even outlier detection tasks.
SVMs can be used for a variety of tasks, such as text classification, image
classification, spam detection, handwriting identification, gene expression
analysis, face detection, and anomaly detection. SVMs are adaptable and efficient
in a variety of applications because they can manage high-dimensional data and
nonlinear relationships.
SVM algorithms are very effective as we try to find the maximum separating
hyperplane between the different classes available in the target feature.

Support Vector Machine

Support Vector Machine (SVM) is a supervised machine learning algorithm used
for both classification and regression. Though we say regression problems as well
it’s best suited for classification. The main objective of the SVM algorithm is to
find the optimal hyperplane in an N-dimensional space that can separate the data
points in different classes in the feature space. The hyperplane tries that the
margin between the closest points of different classes should be as maximum as
possible. The dimension of the hyperplane depends upon the number of features.
If the number of input features is two, then the hyperplane is just a line. If the
number of input features is three, then the hyperplane becomes a 2-D plane. It
becomes difficult to imagine when the number of features exceeds three.
Let’s consider two independent variables x1, x2, and one dependent variable which
is either a blue circle or a red circle.

Linearly Separable Data points

From the figure above it’s very clear that there are multiple lines (our hyperplane
here is a line because we are considering only two input features x1, x2) that
segregate our data points or do a classification between red and blue circles. So
how do we choose the best line or in general the best hyperplane that segregates
our data points?

How does SVM work?

One reasonable choice as the best hyperplane is the one that represents the
largest separation or margin between the two classes.

Multiple hyperplanes separate the data from two classes

So we choose the hyperplane whose distance from it to the nearest data point on
each side is maximized. If such a hyperplane exists it is known as
the maximum-margin hyperplane/hard margin. So from the above figure, we
choose L2. Let’s consider a scenario like shown below
Selecting hyperplane for data with outlier

Here we have one blue ball in the boundary of the red ball. So how does SVM
classify the data? It’s simple! The blue ball in the boundary of red ones is an
outlier of blue balls. The SVM algorithm has the characteristics to ignore the
outlier and finds the best hyperplane that maximizes the margin. SVM is robust to
outliers.

Hyperplane which is the most optimized one

So in this type of data point what SVM does is, finds the maximum margin as done
with previous data sets along with that it adds a penalty each time a point crosses
the margin. So the margins in these types of cases are called soft margins. When
there is a soft margin to the data set, the SVM tries to
minimize (1/margin+∧(∑penalty)). Hinge loss is a commonly used penalty. If no
violations no hinge loss. If violations hinge loss proportional to the distance of
violation.
Till now, we were talking about linearly separable data(the group of blue balls
and red balls are separable by a straight line/linear line). What to do if data are
not linearly separable?

Original 1D dataset for classification

Say, our data is shown in the figure above. SVM solves this by creating a new
variable using a kernel. We call a point xi on the line and we create a new variable
yi as a function of distance from origin o.so if we plot this we get something like as
shown below

Mapping 1D data to 2D to become able to separate the two classes

In this case, the new variable y is created as a function of distance from the origin.
A non-linear function that creates a new variable is referred to as a kernel.

Support Vector Machine Terminology

1. Hyperplane: Hyperplane is the decision boundary that is used to separate the

data points of different classes in a feature space. In the case of linear
classifications, it will be a linear equation i.e. wx+b = 0.
2. Support Vectors: Support vectors are the closest data points to the
hyperplane, which makes a critical role in deciding the hyperplane and
margin.
3. Margin: Margin is the distance between the support vector and hyperplane.
The main objective of the support vector machine algorithm is to maximize
the margin. The wider margin indicates better classification performance.
4. Kernel: Kernel is the mathematical function, which is used in SVM to map the
original input data points into high-dimensional feature spaces, so, that the
hyperplane can be easily found out even if the data points are not linearly
separable in the original input space. Some of the common kernel functions
are linear, polynomial, radial basis function(RBF), and sigmoid.
5. Hard Margin: The maximum-margin hyperplane or the hard margin
hyperplane is a hyperplane that properly separates the data points of different
categories without any misclassifications.
6. Soft Margin: When the data is not perfectly separable or contains outliers,
SVM permits a soft margin technique. Each data point has a slack variable
introduced by the soft-margin SVM formulation, which softens the strict
margin requirement and permits certain misclassifications or violations. It
discovers a compromise between increasing the margin and reducing
violations.
7. C: Margin maximisation and misclassification fines are balanced by the
regularisation parameter C in SVM. The penalty for going over the margin or
misclassifying data items is decided by it. A stricter penalty is imposed with a
greater value of C, which results in a smaller margin and perhaps fewer
misclassifications.
8. Hinge Loss: A typical loss function in SVMs is hinge loss. It punishes incorrect
classifications or margin violations. The objective function in SVM is
frequently formed by combining it with the regularisation term.
9. Dual Problem: A dual Problem of the optimisation problem that requires
locating the Lagrange multipliers related to the support vectors can be used to
 solve SVM. The dual formulation enables the use of kernel tricks and more
effective computing.

Mathematical intuition of Support Vector Machine

Consider a binary classification problem with two classes, labeled as +1 and -1.
We have a training dataset consisting of input feature vectors X and their
corresponding class labels Y.
The equation for the linear hyperplane can be written as:

The vector W represents the normal vector to the hyperplane. i.e the direction
perpendicular to the hyperplane. The parameter b in the equation represents the
offset or distance of the hyperplane from the origin along the normal vector w.
The distance between a data point x_i and the decision boundary can be
calculated as:

where ||w|| represents the Euclidean norm of the weight vector w. Euclidean
norm of the normal vector W
For Linear SVM classifier :

Optimization:
● For Hard margin linear SVM classifier:

The target variable or label for the ith training instance is denoted by the symbol
ti in this statement. And ti=-1 for negative occurrences (when yi= 0) and
ti=1positive instances (when yi = 1) respectively. Because we require the decision
boundary that satisfy the constraint
● For Soft margin linear SVM classifier:

● Dual Problem: A dual Problem of the optimisation problem that requires

locating the Lagrange multipliers related to the support vectors can be used to
solve SVM. The optimal Lagrange multipliers α(i) that maximize the following
dual objective function

where,
● αi is the Lagrange multiplier associated with the ith training sample.
● K(xi, xj) is the kernel function that computes the similarity between two
samples xi and xj. It allows SVM to handle nonlinear classification problems by
implicitly mapping the samples into a higher-dimensional feature space.
● The term ∑αi represents the sum of all Lagrange multipliers.
The SVM decision boundary can be described in terms of these optimal Lagrange
multipliers and the support vectors once the dual issue has been solved and the
optimal Lagrange multipliers have been discovered. The training samples that
have i > 0 are the support vectors, while the decision boundary is supplied by:

Types of Support Vector Machine

Based on the nature of the decision boundary, Support Vector Machines (SVM)
can be divided into two main parts:
● Linear SVM: Linear SVMs use a linear decision boundary to separate the data
points of different classes. When the data can be precisely linearly separated,
linear SVMs are very suitable. This means that a single straight line (in 2D) or
a hyperplane (in higher dimensions) can entirely divide the data points into
their respective classes. A hyperplane that maximizes the margin between the
classes is the decision boundary.
● Non-Linear SVM: Non-Linear SVM can be used to classify data when it cannot
be separated into two classes by a straight line (in the case of 2D). By using
 kernel functions, nonlinear SVMs can handle nonlinearly separable data. The
original input data is transformed by these kernel functions into a
higher-dimensional feature space, where the data points can be linearly
separated. A linear SVM is used to locate a nonlinear decision boundary in this
modified space.

Popular kernel functions in SVM

The SVM kernel is a function that takes low-dimensional input space and
transforms it into higher-dimensional space, ie it converts nonseparable
problems to separable problems. It is mostly useful in non-linear separation
problems. Simply put the kernel, does some extremely complex data
transformations and then finds out the process to separate the data based on the
labels or outputs defined.

Advantages of SVM
● Effective in high-dimensional cases.
● Its memory is efficient as it uses a subset of training points in the decision
function called support vectors.
● Different kernel functions can be specified for the decision functions and its
possible to specify custom kernels.