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Evolutionary Training of SVM for Multiple
Category Classification Problems with Self-
Adaptive Parameters
ANGEL KURI-MORALES
Instituto Tecnológico Autónomo de México
IVÁN MEJÍA-GUEVARA
Universidad Nacional Autónoma de México
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
Contents
I. SVM and GA
1. SVM
2. VGA
II. Multiple Category Classification
III. Experiments
IV. Conclusions.
I. SVM and GA
1. SVM
K(x,x1)
K(x,x2)
K(x,xm1)
•
•
•
•
•
•
y
Training Data
x
x1
x2
xm0
b
Hiden Layer of m1
kernels.Layer of m0 input
data
Linear
outputs
Neural
Output
Network Architecture of SVM
• SVMs are NNs witha hidden layer ofnonlinear units
• The election of the“correct” architectu-re is not an issuethat determines theproper functionalityof this method as ithappens in otherNNs (i.e. percept-rons)
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
I. SVM and GA
1. SVM• There are many linear functionswhich solve the problem oflinearly separable patterns
r
ρ
wxT+b=0wxT+b>0
wxT+b<0
• SVMs find the optimal hyper-plane (OHP): the one thatmaximizes the margin ofseparation between the nearestpoints of both classes
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
I. SVM and GA
1. SVM
ξi
ξi
• For nonlinearly separable patterns a set of slack {ξi}
variables are defined in orderto identify the number ofpoints of missclassification
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
I. SVM and GA
1. SVM
Φ: x→ φ(x)
• In this case, SVMs solve the problem mapping the inputspace into a higher dimentional feature space and finding a linear function that separates the classes in that space
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
I. SVM and GA
1. SVM
• SVM finds the OHP in the featurespace by solving a QuadraticOptimization (QO) problem
• The “dual” problem is a betterway to optimize because, amongother things, the nonzero optimalpoints correspond to the supportvectors
• The regularization parameter (C) reflects a trade off betweenacceptable missclassification and the power of generalization of thenetwork
Primal Problem:
( )
( ) ,...,N2, 1 iξ1bxwd
s. t.:
ξ Cww21
w,ξMin Φ
iiT
i
N
1ii
T
=−≥+
+= ∑=
( )
N,...,2,1i C0
0d
:.t.s
)x,x(Kdd21
Q Max
i
N
1iii
N
1i
N
1jjijiji
N
1ii
=≤α≤
=α
αα−α=α
∑
∑∑∑
=
= ==α
Dual Problem:
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
I. SVM and GA
1. SVM
C Parameter:
� It is traditionally set by user
� C controls the tradeoff between the complexity of the machine
and the number of non-separable points; it may, therefore, be
viewed as a form of a “regularization” parameter.
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
I. SVM and GA
2. VGA
� GAs have been successfully used to solve numerical (and non-
numerical) optimization problems
� In our experiments every variable was expressed in fixed point format
� In order for C to be genetically determined, it was included in the
genome as shown:
20 bits4 bits1 bit
DecimalIntegerSign
αi
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
I. SVM and GA
2. VGA
� Once the initial population is generated Vasconcelos’
model is used. Basically, this model considers:
� Deterministic coupling
� Annular Crossover
� Full elitism
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
Deterministic Coupling
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
Annular Crossover
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
Full Elitism
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
I. SVM and GA
2. VGA
� GAs were originally conceived to solve unconstrainedoptimization problems
� However, SVM’s dual problem is a constrained optimization
problem
� Hence, it is neccesary to modify the problem in order for it to be
solved with a GA
� A penalty function F(x) is chosen to transform the original
maximization constrained problem into a non-constrained one
( ) ( )
≠−
−= ∑
=
otherwise 0
1
tsxft
ZZ
xF
s
i
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
( ) ( )
≠−
−= ∑
=
otherwise 0
1
tsxft
ZZ
xF
s
i
In the formula:
Z is a very large positive number (K=109)
In this problem,
• t corresponds to the number of support vectors + 1
• s is the number of constraints satisfied by the phenotype of the
individual in the GA’s population
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
II. Multicategory Classification
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
II. Multicategory Classification
1. One-vs-One
� A SVM model is built for each pair of classes. This results in
p(p-1)/2 SVM classifiers, where p is the number of classes in a
specific problem.
� We used the majority voting scheme (MVS) to measure the
accuracy of one-vs-one method:
For a new example xi, class “l” wins a new vote if the classifier l_m
(meaning “class “l” vs class m”) says xi is in class “l”. Otherwise, the vote for class m is increased by one. After p(p-1)/2 binaryclassifiers cast their vote, the MVS assigns x
ito the class with the
largest number of votes.
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
II. Multicategory Classification
1. One-vs-One
1 1
32
2
3
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
II. Multicategory Classification
2. One-vs-All
� In this strategy, p classifiers are used.
� All N objects are used in each classifier.
� The accuracy is measured using the winner-takes-all (WTA)
strategy where every new xiis assigned to the class with the
largest output.
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
II. Multicategory Classification
2. One-vs-All: Winner Takes All
1
A
2
A
3
A
ρ2
ρ1
ρ3ρ1> ρ2
ρ2> ρ3
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
III. Experiments: Data
� Three data sets were considered in this paper, all taken
from the UCI Machine Learning Repository. In each case
we used a training set (which consisted of a random
sample of size 85%) and a test set (the remaining 15%).
1. Lung Cancer: 3 classes, 100 instances (enriched with
natural splines) and 55 attributes.
2. Wine Recognition: 3 kinds of wines,178 instances and
13 attributes.
3. Iris Plant: 3 classes, 150 instances and 4 attributes.
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
III. Experiments: Parameters
� Probability of Crossover (Pc) was set to 0.9.
� Probability of Mutation (Pm) was set to 0.05.
� A Radial Basis Function Kernel was chosen with σ2 = 2.
Where σ is a parameter.
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
( )
−−= 2
22
1exp, ii xxxxk
σ
III. Experiments: Results
� The following table shows the classification accuracy
obtained from the application of one-vs-one and Mayority
Voting Scheme methodologies.
12.0388.0%88.0%Iris
13.6796.0%96.0%Wines
4.1796.7%99.3%Lung Cancer
Average CTest AccuracyTraining Accuracy
Problem
one-vs-one MVS
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
III. Experiments: Results
� The following table shows the classification accuracy
obtained from the application of one-vs-all and Winner
Takes All methodologies.
12.01100.0%97.6%Iris
11.0092.9%94.7%Wines
12.0093.3%92.0%Lung Cancer
Average CTest AccuracyTraining Accuracy
Problem
one-vs-all WTA
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
Remarks
� We should keep in mind that there is a potentially infinite
number of possible values for C out of which, typically, the
user has to select the most adequate one.
� However, as shown, an adequately chosen GA is able to
relieve the user from this task.
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters
IV. Conclusions
� The application of SVM to some multi-class classification
problems resulted in a good performance.
� The value of the regularization parameter was automatically
found through the algorithm rather than put in by hand.
� Hence, the theoretical advantages of SVMs may be fully
exploited.
� This seems to solve (we are on the process of performing
exhaustive tests) one of the most cumbersome issues regarding
the practical implementtion of SVMs
� If C’s determination may be automated (as we expect) then the
theoretical advantages of SVMs may be fully exploited and the
shortcoming mentioned above will be eliminated.
Evolutionary Training of SVM for Multiple CategoryClassification Problems with Self-Adaptive Parameters