SVM for one Vs all acoustic signal classification - machine-learning

My aim is to classify an impulsive audio signal as whether it is a gunshot or not a gunshot.
I am trying to detect the gunshot event in MATLAB using svmtrain and svmclassify functions. To evaluate the accuracy of classification, the balloon burst and clapping signal are used as different classes. While accuracy of differnetiating between gunshot and either of the two classes is good, the differentiation between gunshot and combined baloon+clap signal is poor.
Please guide how may I use SVM to classify between gunshot and non-gunshot signals?
If SVM is not a good classifier what else may I try to achieve the goal
Solution-1: Classification after implementing RBF Kernel in svmclassify().
Solution-2: Classification score using predict()

Simply apply non-linear SVM to discriminate between these classes. RBF kernel should do the trick.

Related

How to evaluate unsupervised anomaly detection

I am trying to solve a regression problem by predicting a continuous value using machine learning. I have a dataset which composed of 6 float columns.
The data come from low price sensors, this explain that very likely we will have values that can be considered out of the ordinary. To fix the problem, and before predicting my continuous target, I will predict data anomalies, and use him as a data filter, but the data that I have is not labeled, that's mean I have unsupervised anomaly detection problem.
The algorithms used for this task are Local Outlier Factor, One Class SVM, Isolation Forest, Elliptic Envelope and DBSCAN.
After fitting those algorithms, it is necessary to evaluate them to choose the best one.
Can anyone have an idea how to evaluate an unsupervised algorithm for anomaly detection ?
The only way is to generate synthetic anomalies which mean to introduce outliers by yourself with the knowledge of how a typical outlier will look like.

sklearn SVM default distance measurement

SVM uses a distance measure in the algorithm,
What is the default distance measurement used in sklearn SVM ?
Is it possible to change it ?
SVM is minimizing the [Hinge loss][1]. You cannot change the loss otherwise this is not an SVM anymore (e.g. log loss will give rise to logistic regression). However, you can make use of kernels via the kernel tricks (look a the kernel parameters in sklearn.svm.SVC)
If you want an estimator for which you can change the loss, you can use sklearn.linear_model.SGDClassifier.

Can linear classification take non binary targets?

I'm following a TensorFlow example that takes a bunch of features (real estate related) and "expensive" (ie house price) as the binary target.
I was wondering if the target could take more than just a 0 or 1. Let's say, 0 (not expensive), 1 (expensive), 3 (very expensive).
I don't think this is possible as the logistic regression model has asymptotes nearing 0 and 1.
This might be a stupid question, but I'm totally new to ML.
I think I found the answer myself. From Wikipedia:
First, the conditional distribution y|x is a Bernoulli distribution rather than a Gaussian distribution, because the dependent variable is binary. Second, the predicted values are probabilities and are therefore restricted to (0,1) through the logistic distribution function because logistic regression predicts the probability of particular outcomes.
Logistic Regression is defined for binary classification tasks.(For more details, please logistic_regression. For multi-class classification problems, you can use Softmax Classification algorithm. Following tutorials shows how to write a Softmax Classifier in Tensorflow Library.
Softmax_Regression in Tensorflow
However, your data set is linearly non-separable (most of the time this is the case in real-world datasets) you have to use an algorithm which can handle nonlinear decision boundaries. Algorithm such as Neural Network or SVM with Kernels would be a good choice. Following IPython notebook shows how to create a simple Neural Network in Tensorflow.
Neural Network in Tensorflow
Good Luck!

What's the relationship between an SVM and hinge loss?

My colleague and I are trying to wrap our heads around the difference between logistic regression and an SVM. Clearly they are optimizing different objective functions. Is an SVM as simple as saying it's a discriminative classifier that simply optimizes the hinge loss? Or is it more complex than that? How do the support vectors come into play? What about the slack variables? Why can't you have deep SVM's the way you can't you have a deep neural network with sigmoid activation functions?
I will answer one thing at at time
Is an SVM as simple as saying it's a discriminative classifier that simply optimizes the hinge loss?
SVM is simply a linear classifier, optimizing hinge loss with L2 regularization.
Or is it more complex than that?
No, it is "just" that, however there are different ways of looking at this model leading to complex, interesting conclusions. In particular, this specific choice of loss function leads to extremely efficient kernelization, which is not true for log loss (logistic regression) nor mse (linear regression). Furthermore you can show very important theoretical properties, such as those related to Vapnik-Chervonenkis dimension reduction leading to smaller chance of overfitting.
Intuitively look at these three common losses:
hinge: max(0, 1-py)
log: y log p
mse: (p-y)^2
Only the first one has the property that once something is classified correctly - it has 0 penalty. All the remaining ones still penalize your linear model even if it classifies samples correctly. Why? Because they are more related to regression than classification they want a perfect prediction, not just correct.
How do the support vectors come into play?
Support vectors are simply samples placed near the decision boundary (losely speaking). For linear case it does not change much, but as most of the power of SVM lies in its kernelization - there SVs are extremely important. Once you introduce kernel, due to hinge loss, SVM solution can be obtained efficiently, and support vectors are the only samples remembered from the training set, thus building a non-linear decision boundary with the subset of the training data.
What about the slack variables?
This is just another definition of the hinge loss, more usefull when you want to kernelize the solution and show the convexivity.
Why can't you have deep SVM's the way you can't you have a deep neural network with sigmoid activation functions?
You can, however as SVM is not a probabilistic model, its training might be a bit tricky. Furthermore whole strength of SVM comes from efficiency and global solution, both would be lost once you create a deep network. However there are such models, in particular SVM (with squared hinge loss) is nowadays often choice for the topmost layer of deep networks - thus the whole optimization is actually a deep SVM. Adding more layers in between has nothing to do with SVM or other cost - they are defined completely by their activations, and you can for example use RBF activation function, simply it has been shown numerous times that it leads to weak models (to local features are detected).
To sum up:
there are deep SVMs, simply this is a typical deep neural network with SVM layer on top.
there is no such thing as putting SVM layer "in the middle", as the training criterion is actually only applied to the output of the network.
using of "typical" SVM kernels as activation functions is not popular in deep networks due to their locality (as opposed to very global relu or sigmoid)

In SVM, can a support vector not be a training sample?

For all SVM versions, like c-svm, v-svm, soft margin svm etc., can a support vector not be a training sample?
No, it can't. A support vector is always a sample from the training set.
This is a good thing, because it means SVMs are oblivious to the internal structure of their samples and their support vectors. Only the kernel function, which is separate from the SVM proper, has to know about the structure of samples. While most kernels operate on vectors of numbers, there exist kernels that operate on strings, trees, graphs, you name it.
(Note that linear support vector machines can be trained without taking support vectors into account. I.e., when you train a linear model under hinge loss with appropriate regularization using an algorithm such as SGD, you get a model that is equivalent to an SVM with a linear kernel, but where the support vectors are implicit.)

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