### Table of Contents

**VLFeat** includes fast SVM solvers,
SGC [1] and (S)DCA [2], both
implemented in `vl_svmtrain`

. The function also implements
features, like Homogeneous kernel map expansion and SVM online
statistics. (S)DCA can also be used with different loss functions.

# Support vector machine

A simple example on how to use `vl_svmtrain`

is
presented below. Let's first load and plot the training data:

% Load training data X and their labels y vl_setup demo % to load the demo data load('vl_demo_svm_data.mat'); Xp = X(:,y==1); Xn = X(:,y==-1); figure plot(Xn(1,:),Xn(2,:),'*r') hold on plot(Xp(1,:),Xp(2,:),'*b') axis equal ;

Now we have a plot of the tutorial training data:

Now we will set the learning parameters:

lambda = 0.01 ; % Regularization parameter maxIter = 1000 ; % Maximum number of iterations

Learning a linear classifier can be easily done with the following 1 line of code:

[w b info] = vl_svmtrain(X, y, lambda, 'MaxNumIterations', maxIter)

Now we can plot the output model over the training data.

% Visualisation eq = [num2str(w(1)) '*x+' num2str(w(2)) '*y+' num2str(b)]; line = ezplot(eq, [-0.9 0.9 -0.9 0.9]); set(line, 'Color', [0 0.8 0],'linewidth', 2);

The result is plotted in the following figure.

The output `info`

is a struct containing some
statistic on the learned SVM:

info = solver: 'sdca' lambda: 0.0100 biasMultiplier: 1 bias: 0.0657 objective: 0.2105 regularizer: 0.0726 loss: 0.1379 dualObjective: 0.2016 dualLoss: 0.2742 dualityGap: 0.0088 iteration: 525 epoch: 3 elapsedTime: 0.0300

It is also possible to use under some assumptions [3] a homogeneous kernel map expanded online inside the solver. This can be done with the following commands:

% create a structure with kernel map parameters hom.kernel = 'KChi2'; hom.order = 2; % create the dataset structure dataset = vl_svmdataset(X, 'homkermap', hom); % learn the SVM with online kernel map expansion using the dataset structure [w b info] = vl_svmtrain(dataset, y, lambda, 'MaxNumIterations', maxIter)

The above code creates a training set without applying any homogeneous kernel map to the data. When the solver is called it will expand each data point with a Chi Squared kernel of period 2.

# Diagnostics

VLFeat allows to get statistics during the training process. It is
sufficient to pass a function handle to the solver. The function
will be then called every `DiagnosticFrequency`

time.

(S)DCA diagnostics also provides the duality gap value (the difference between primal and dual energy), which is the upper bound of the primal task sub-optimality.

% Diagnostic function function diagnostics(svm) energy = [energy [svm.objective ; svm.dualObjective ; svm.dualityGap ] ] ; end % Training the SVM energy = [] ; [w b info] = vl_svmtrain(X, y, lambda,... 'MaxNumIterations',maxIter,... 'DiagnosticFunction',@diagnostics,... 'DiagnosticFrequency',1)

The objective values for the past iterations are kept in the
matrix `energy`

. Now we can plot the objective values from the learning process.

figure hold on plot(energy(1,:),'--b') ; plot(energy(2,:),'-.g') ; plot(energy(3,:),'r') ; legend('Primal objective','Dual objective','Duality gap') xlabel('Diagnostics iteration') ylabel('Energy')

# References

- [1] Y. Singer and N. Srebro.
*Pegasos: Primal estimated sub-gradient solver for SVM*. In Proc. ICML, 2007. - [2] S. Shalev-Schwartz and T. Zhang.
*Stochastic Dual Coordinate Ascent Methods for Regularized Loss Minimization*. 2013. - [3] A. Vedaldi and A. Zisserman.
*Efficient additive kernels via explicit feature maps*. In PAMI, 2011.