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 Support Vector Machines


A budget-constrained inverse classification framework for smooth classifiers

arXiv.org Machine Learning

Inverse classification is the process of manipulating an instance such that it is more likely to conform to a specific class. Past methods that address such a problem have shortcomings. Greedy methods make changes that are overly radical, often relying on data that is strictly discrete. Other methods rely on certain data points, the presence of which cannot be guaranteed. In this paper we propose a general framework and method that overcomes these and other limitations. The formulation of our method can use any differentiable classification function. We demonstrate the method by using logistic regression and Gaussian kernel SVMs. We constrain the inverse classification to occur on features that can actually be changed, each of which incurs an individual cost. We further subject such changes to fall within a certain level of cumulative change (budget). Our framework can also accommodate the estimation of (indirectly changeable) features whose values change as a consequence of actions taken. Furthermore, we propose two methods for specifying feature-value ranges that result in different algorithmic behavior. We apply our method, and a proposed sensitivity analysis-based benchmark method, to two freely available datasets: Student Performance from the UCI Machine Learning Repository and a real world cardiovascular disease dataset. The results obtained demonstrate the validity and benefits of our framework and method.


Support Vector Machines: A Simple Explanation

@machinelearnbot

In this post, we are going to introduce you to the Support Vector Machine (SVM) machine learning algorithm. We will follow a similar process to our recent post Naive Bayes for Dummies; A Simple Explanation by keeping it short and not overly-technical. The aim is to give those of you who are new to machine learning a basic understanding of the key concepts of this algorithm. A Support Vector Machine (SVM) is a supervised machine learning algorithm that can be employed for both classification and regression purposes. SVMs are more commonly used in classification problems and as such, this is what we will focus on in this post.


Online Adaptive Machine Learning Based Algorithm for Implied Volatility Surface Modeling

arXiv.org Machine Learning

In this work, we design a machine learning based method, online adaptive primal support vector regression (SVR), to model the implied volatility surface. The algorithm proposed is the first derivation and implementation of an online primal kernel SVR. It features enhancements that allow online adaptive learning by embedding the idea of local fitness and budget maintenance. To accelerate our algorithm, we implement its most computationally intensive parts in a Field Programmable Gate Arrays hardware. Using intraday tick data from the E-mini S&P 500 options market, we show that our algorithm outperforms two competing methods and the Gaussian kernel is a better choice than the linear kernel. Sensitivity analysis is also presented to demonstrate how hyper parameters affect the error rates and the number of support vectors in our models.


Adequacy of the Gradient-Descent Method for Classifier Evasion Attacks

arXiv.org Machine Learning

Despite the wide use of machine learning in adversarial settings including computer security, recent studies have demonstrated vulnerabilities to evasion attacks---carefully crafted adversarial samples that closely resemble legitimate instances, but cause misclassification. In this paper, we examine the adequacy of the leading approach to generating adversarial samples---the gradient descent approach. In particular (1) we perform extensive experiments on three datasets, MNIST, USPS and Spambase, in order to analyse the effectiveness of the gradient-descent method against non-linear support vector machines, and conclude that carefully reduced kernel smoothness can significantly increase robustness to the attack; (2) we demonstrate that separated inter-class support vectors lead to more secure models, and propose a quantity similar to margin that can efficiently predict potential susceptibility to gradient-descent attacks, before the attack is launched; and (3) we design a new adversarial sample construction algorithm based on optimising the multiplicative ratio of class decision functions.


An experimental study of graph-based semi-supervised classification with additional node information

arXiv.org Machine Learning

The volume of data generated by internet and social networks is increasing every day, and there is a clear need for efficient ways of extracting useful information from them. As those data can take different forms, it is important to use all the available data representations for prediction. In this paper, we focus our attention on supervised classification using both regular plain, tabular, data and structural information coming from a network structure. 14 techniques are investigated and compared in this study and can be divided in three classes: the first one uses only the plain data to build a classification model, the second uses only the graph structure and the last uses both information sources. The relative performances in these three cases are investigated. Furthermore, the effect of using a graph embedding and well-known indicators in spatial statistics is also studied. Possible applications are automatic classification of web pages or other linked documents, of people in a social network or of proteins in a biological complex system, to name a few. Based on our comparison, we draw some general conclusions and advices to tackle this particular classification task: some datasets can be better explained by their graph structure (graph-driven), or by their feature set (features-driven). The most efficient methods are discussed in both cases.


Anti-spoofing Methods for Automatic SpeakerVerification System

arXiv.org Machine Learning

Growing interest in automatic speaker verification (ASV)systems has lead to significant quality improvement of spoofing attackson them. Many research works confirm that despite the low equal er-ror rate (EER) ASV systems are still vulnerable to spoofing attacks. Inthis work we overview different acoustic feature spaces and classifiersto determine reliable and robust countermeasures against spoofing at-tacks. We compared several spoofing detection systems, presented so far,on the development and evaluation datasets of the Automatic SpeakerVerification Spoofing and Countermeasures (ASVspoof) Challenge 2015.Experimental results presented in this paper demonstrate that the useof magnitude and phase information combination provides a substantialinput into the efficiency of the spoofing detection systems. Also wavelet-based features show impressive results in terms of equal error rate. Inour overview we compare spoofing performance for systems based on dif-ferent classifiers. Comparison results demonstrate that the linear SVMclassifier outperforms the conventional GMM approach. However, manyresearchers inspired by the great success of deep neural networks (DNN)approaches in the automatic speech recognition, applied DNN in thespoofing detection task and obtained quite low EER for known and un-known type of spoofing attacks.


Practical Machine Learning Tutorial with Python Intro p.1

#artificialintelligence

The objective of this course is to give you a wholistic understanding of machine learning, covering theory, application, and inner workings of supervised, unsupervised, and deep learning algorithms. In this series, we'll be covering linear regression, K Nearest Neighbors, Support Vector Machines (SVM), flat clustering, hierarchical clustering, and neural networks. For each major algorithm that we cover, we will discuss the high level intuitions of the algorithms and how they are logically meant to work. Next, we'll apply the algorithms in code using real world data sets along with a module, such as with Scikit-Learn. Finally, we'll be diving into the inner workings of each of the algorithms by recreating them in code, from scratch, ourselves, including all of the math involved.


Learning to Succeed while Teaching to Fail: Privacy in Closed Machine Learning Systems

arXiv.org Machine Learning

Security, privacy, and fairness have become critical in the era of data science and machine learning. More and more we see that achieving universally secure, private, and fair systems is practically impossible. We have seen for example how generative adversarial networks can be used to learn about the expected private training data; how the exploitation of additional data can reveal private information in the original one; and how what looks like unrelated features can teach us about each other. Confronted with this challenge, in this paper we open a new line of research, where the security, privacy, and fairness is learned and used in a closed environment. The goal is to ensure that a given entity (e.g., the company or the government), trusted to infer certain information with our data, is blocked from inferring protected information from it. For example, a hospital might be allowed to produce diagnosis on the patient (the positive task), without being able to infer the gender of the subject (negative task). Similarly, a company can guarantee that internally it is not using the provided data for any undesired task, an important goal that is not contradicting the virtually impossible challenge of blocking everybody from the undesired task. We design a system that learns to succeed on the positive task while simultaneously fail at the negative one, and illustrate this with challenging cases where the positive task is actually harder than the negative one being blocked. Fairness, to the information in the negative task, is often automatically obtained as a result of this proposed approach. The particular framework and examples open the door to security, privacy, and fairness in very important closed scenarios, ranging from private data accumulation companies like social networks to law-enforcement and hospitals.


Support Vector Machines: A Concise Technical Overview

@machinelearnbot

Classification is concerned with building a model that separates data into distinct classes. This model is built by inputting a set of training data for which the classes are pre-labeled in order for the algorithm to learn from. The model is then used by inputting a different dataset for which the classes are withheld, allowing the model to predict their class membership based on what it has learned from the training set. Well-known classification schemes include decision trees and Support Vector Machines, among a whole host of others. As this type of algorithm requires explicit class labeling, classification is a form of supervised learning.


The most important topics in Machine Learning and Data Mining

#artificialintelligence

For a data scientist is essential to be familiar with the most important and current fields of research in machine learning and data mining. The algorithms in machine learning and data mining advance to a higher level of accuracy and flexibility and a data scientist should be prepared to implement the best algorithms and methods. The investigation of most common topics in machine learning and data mining provides an insight about the most relevant areas of research. To achieve this goal, I used the database of ScienceDirect.com. ScienceDirect has access to about 2,500 academic journals, more than 26,000 e-books and more than 13 million articles.