Classification: Perceptron

By Prof. Seungchul Lee
http://iai.postech.ac.kr/
Industrial AI Lab at POSTECH

Table of Contents

• I. 1. Classification
• II. 2. Perceptron
• I. 2.1. Perceptron Algorithm
• II. 2.2. Iterations of Perceptron
• III. 2.3. Perceptron loss function
• III. 3. Perceptron in Python
• IV. 4. Perceptron using Scikit-Learn
• V. 5. The Best Hyperplane Separator?
• VI. 6. Vidoe Lectures

1. Classification

• where $y$ is a discrete value
  • develop the classification algorithm to determine which class a new input should fall into

• start with binary class problems
  • Later look at multiclass classification problem, although this is just an extension of binary classification

• We could use linear regression
  • Then, threshold the classifier output (i.e. anything over some value is yes, else no)
  • linear regression with thresholding seems to work

• We will learn
  • perceptron
  • logistic regression

2. Perceptron

• For input $x = \begin{bmatrix}x_1\\ \vdots\\ x_d \end{bmatrix}\;$ 'attributes of a customer'

• weights $\omega = \begin{bmatrix}\omega_1\\ \vdots\\ \omega_d \end{bmatrix}$

$$\begin{align*} \text{Approve credit if} \; & \sum\limits_{i=1}^{d}\omega_ix_i > \text{threshold}, \\ \text{Deny credit if} \; & \sum\limits_{i=1}^{d}\omega_ix_i < \text{threshold}. \end{align*}$$

$$h(x) = \text{sign} \left(\left( \sum\limits_{i=1}^{d}\omega_ix_i \right)- \text{threshold} \right) = \text{sign}\left(\left( \sum\limits_{i=1}^{d}\omega_ix_i \right)+ \omega_0\right)$$

• Introduce an artificial coordinate $x_0 = 1$:

$$h(x) = \text{sign}\left( \sum\limits_{i=0}^{d}\omega_ix_i \right)$$

• In a vector form, the perceptron implements

$$h(x) = \text{sign}\left( \omega^T x \right)$$

• Sign function

$$\text{sgn}(x) = \begin{cases} 1, &\text{if }\; x < 0\\ 0, &\text{if }\; x = 0\\ -1, &\text{if }\; x > 0 \end{cases}$$

• Hyperplane

  • Separates a D-dimensional space into two half-spaces
  • Defined by an outward pointing normal vector $\omega$
  • $\omega$ is orthogonal to any vector lying on the hyperplane
  • Assume the hyperplane passes through origin, $\omega^T x = 0$ with $x_0 = 1$

• Sign with respect to a line

$$\begin{align*} \omega = \begin{bmatrix}\omega_1 \\ \omega_2 \end{bmatrix}, \quad x = \begin{bmatrix} x_1 \\ x_2\end{bmatrix} &\implies g(x) = \omega_0 + \omega_1 x_1 + \omega_2 x_2 = \omega_0 + \omega^T x\\\\ \omega = \begin{bmatrix}\omega_0 \\ \omega_1 \\ \omega_2 \end{bmatrix}, \quad x = \begin{bmatrix} 1 \\ x_1 \\ x_2\end{bmatrix} &\implies g(x) = \omega_0 \cdot 1 + \omega_1 x_1 + \omega_2 x_2 = \omega^T x \end{align*}$$

• Goal: to learn the hyperplane $g_{\omega}(x)=0$ using the training data

• How to find $\omega$

  • All data in class 1 ($y = +1$) $$g(x) > 0$$
  • All data in class 0 ($y = -1$) $$g(x) < 0$$

2.1. Perceptron Algorithm

The perceptron implements

$$h(x) = \text{sign}\left( \omega^Tx \right)$$

Given the training set

$$(x_1, y_1), (x_2, y_2), \cdots, (x_N, y_N) \quad \text{where } y_i \in \{-1,1\}$$

1) pick a misclassified point

$$\text{sign}\left(\omega^Tx_n \right) \neq y_n$$

2) and update the weight vector

$$\omega \leftarrow \omega + y_nx_n$$

Why perceptron updates work ?

• Let's look at a misclassified positive example ($y_n = +1$)

  • perceptron (wrongly) thinks $\omega_{old}^T x_n < 0$

• updates would be $$\begin{align*}\omega_{new} &= \omega_{old} + y_n x_n = \omega_{old} + x_n \\ \\ \omega_{new}^T x_n &= (\omega_{old} + x_n)^T x_n = \omega_{old}^T x_n + x_n^T x_n \end{align*}$$

• Thus $\omega_{new}^T x_n$ is less negative than $\omega_{old}^T x_n$

2.2. Iterations of Perceptron

1. Randomly assign $\omega$
   
   
2. One iteration of the PLA (perceptron learning algorithm) $$\omega \leftarrow \omega + yx$$ where $(x, y)$ is a misclassified training point
   
   
3. At iteration $i = 1, 2, 3, \cdots,$ pick a misclassified point from $$(x_1,y_1),(x_2,y_2),\cdots,(x_N, y_N)$$
   
   
4. and run a PLA iteration on it
   
   
5. That's it!

Summary

2.3. Perceptron loss function

$$\mathscr{L}(\omega) = \sum_{n =1}^{m} \max \left\{ 0, -y_n \cdot \left(\omega^T x_n \right)\right\}$$

• Loss $= 0$ on examples where perceptron is correct, i.e., $y_n \cdot \left(\omega^T x_n \right) > 0$

• Loss $> 0$ on examples where perceptron misclassified, i.e., $y_n \cdot \left(\omega^T x_n \right) < 0$

Note: $\text{sign}\left(\omega^T x_n \right) \neq y_n$ is equivalent to $y_n \cdot \left(\omega^T x_n \right) < 0$

3. Perceptron in Python

$$g(x) = \omega_0 + \omega^Tx = \omega_0 + \omega_1x_1 + \omega_2x_2 = 0$$

$$\begin{align*} \omega &= \begin{bmatrix} \omega_0 \\ \omega_1 \\ \omega_2\end{bmatrix}\\ \\ x &= \begin{bmatrix} \left(x^{(1)}\right)^T \\ \left(x^{(2)}\right)^T \\ \left(x^{(3)}\right)^T\\ \vdots \\ \left(x^{(m)}\right)^T \end{bmatrix} = \begin{bmatrix} 1 & x_1^{(1)} & x_2^{(1)} \\ 1 & x_1^{(2)} & x_2^{(2)} \\ 1 & x_1^{(3)} & x_2^{(3)}\\\vdots & \vdots & \vdots \\ 1 & x_1^{(m)} & x_2^{(m)}\end{bmatrix}, \qquad y = \begin{bmatrix}y^{(1)} \\ y^{(2)} \\ y^{(3)}\\ \vdots \\ y^{(m)} \end{bmatrix} \end{align*}$$

import numpy as np
import matplotlib.pyplot as plt
%matplotlib inline

#training data gerneration
m = 100
x1 = 8*np.random.rand(m, 1)
x2 = 7*np.random.rand(m, 1) - 4

g = 0.8*x1 + x2 - 3

C1 = np.where(g >= 1)
C0 = np.where(g < -1)
print(C1)

(array([ 3,  4,  7, 13, 17, 19, 22, 24, 27, 34, 36, 40, 42, 43, 44, 50, 59,
       63, 68, 71, 77, 78, 84, 88, 91, 92, 95, 96, 97, 98, 99],
      dtype=int64), array([0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
       0, 0, 0, 0, 0, 0, 0, 0, 0], dtype=int64))

C1 = np.where(g >= 1)[0]
C0 = np.where(g < -1)[0]
print(C1.shape)
print(C0.shape)

(31,)
(43,)

plt.figure(figsize=(10, 8))
plt.plot(x1[C1], x2[C1], 'ro', alpha = 0.4, label = 'C1')
plt.plot(x1[C0], x2[C0], 'bo', alpha = 0.4, label = 'C0')
plt.title('Linearly Separable Classes', fontsize = 15)
plt.legend(loc = 1, fontsize = 15)
plt.xlabel(r'$x_1$', fontsize = 15)
plt.ylabel(r'$x_2$', fontsize = 15)
plt.show()

$$\begin{align*} x &= \begin{bmatrix} \left(x^{(1)}\right)^T \\ \left(x^{(2)}\right)^T \\ \left(x^{(3)}\right)^T\\ \vdots \\ \left(x^{(m)}\right)^T \end{bmatrix} = \begin{bmatrix} 1 & x_1^{(1)} & x_2^{(1)} \\ 1 & x_1^{(2)} & x_2^{(2)} \\ 1 & x_1^{(3)} & x_2^{(3)}\\\vdots & \vdots & \vdots \\ 1 & x_1^{(m)} & x_2^{(m)}\end{bmatrix} \qquad y = \begin{bmatrix}y^{(1)} \\ y^{(2)} \\ y^{(3)}\\ \vdots \\ y^{(m)} \end{bmatrix} \end{align*}$$

X1 = np.hstack([np.ones([C1.shape[0],1]), x1[C1], x2[C1]])
X0 = np.hstack([np.ones([C0.shape[0],1]), x1[C0], x2[C0]])
X = np.vstack([X1, X0])

y = np.vstack([np.ones([C1.shape[0],1]), -np.ones([C0.shape[0],1])])

X = np.asmatrix(X)
y = np.asmatrix(y)

$$\omega = \begin{bmatrix} \omega_0 \\ \omega_1 \\ \omega_2\end{bmatrix}$$

$$\omega \leftarrow \omega + yx$$ where $(x, y)$ is a misclassified training point

w = np.ones([3,1])
w = np.asmatrix(w)

n_iter = y.shape[0]
for k in range(n_iter):
    for i in range(n_iter):
        if y[i,0] != np.sign(X[i,:]*w)[0,0]:
            w += y[i,0]*X[i,:].T

print(w)

[[-20.        ]
 [  5.87514833]
 [  9.87930425]]

$$\begin{align*} g(x) &= \omega_0 + \omega^Tx = \omega_0 + \omega_1x_1 + \omega_2x_2 = 0 \\\\ \implies x_2 &= -\frac{\omega_1}{\omega_2} x_1 - \frac{\omega_0}{\omega_2} \end{align*}$$

x1p = np.linspace(0,8,100).reshape(-1,1)
x2p = - w[1,0]/w[2,0]*x1p - w[0,0]/w[2,0]

plt.figure(figsize=(10, 8))
plt.plot(x1[C1], x2[C1], 'ro', alpha = 0.4, label = 'C1')
plt.plot(x1[C0], x2[C0], 'bo', alpha = 0.4, label = 'C0')
plt.plot(x1p, x2p, c = 'k', linewidth = 3, label = 'perceptron')
plt.xlim([0, 8])
plt.xlabel('$x_1$', fontsize = 15)
plt.ylabel('$x_2$', fontsize = 15)
plt.legend(loc = 1, fontsize = 15)
plt.show()

4. Perceptron using Scikit-Learn

$$\begin{align*} x &= \begin{bmatrix} \left(x^{(1)}\right)^T \\ \left(x^{(2)}\right)^T \\ \left(x^{(3)}\right)^T\\ \vdots \\ \left(x^{(m)}\right)^T \end{bmatrix} = \begin{bmatrix} x_1^{(1)} & x_2^{(1)} \\ x_1^{(2)} & x_2^{(2)} \\ x_1^{(3)} & x_2^{(3)}\\ \vdots & \vdots \\ x_1^{(m)} & x_2^{(m)}\end{bmatrix} \qquad y = \begin{bmatrix}y^{(1)} \\ y^{(2)} \\ y^{(3)}\\ \vdots \\ y^{(m)} \end{bmatrix} \end{align*}$$

X1 = np.hstack([x1[C1], x2[C1]])
X0 = np.hstack([x1[C0], x2[C0]])
X = np.vstack([X1, X0])

y = np.vstack([np.ones([C1.shape[0],1]), -np.ones([C0.shape[0],1])])

from sklearn import linear_model

clf = linear_model.Perceptron(tol=1e-3)
clf.fit(X, np.ravel(y))

Perceptron(alpha=0.0001, class_weight=None, early_stopping=False, eta0=1.0,
           fit_intercept=True, max_iter=1000, n_iter_no_change=5, n_jobs=None,
           penalty=None, random_state=0, shuffle=True, tol=0.001,
           validation_fraction=0.1, verbose=0, warm_start=False)

clf.predict([[3, -2]])

array([-1.])

clf.predict([[6, 2]])

array([1.])

clf.coef_

array([[4.45077785, 8.31238814]])

clf.intercept_

array([-17.])

$$\begin{align*} g(x) &= \omega_0 + \omega^Tx = \omega_0 + \omega_1x_1 + \omega_2x_2 = 0 \\\\ \implies x_2 &= -\frac{\omega_1}{\omega_2} x_1 - \frac{\omega_0}{\omega_2} \end{align*}$$

w0 = clf.intercept_[0]
w1 = clf.coef_[0,0]
w2 = clf.coef_[0,1]

x1p = np.linspace(0,8,100).reshape(-1,1)
x2p = - w1/w2*x1p - w0/w2

plt.figure(figsize=(10, 8))
plt.plot(x1[C1], x2[C1], 'ro', alpha = 0.4, label = 'C1')
plt.plot(x1[C0], x2[C0], 'bo', alpha = 0.4, label = 'C0')
plt.plot(x1p, x2p, c = 'k', linewidth = 4, label = 'perceptron')
plt.xlim([0, 8])
plt.xlabel('$x_1$', fontsize = 15)
plt.ylabel('$x_2$', fontsize = 15)
plt.legend(loc = 1, fontsize = 15)
plt.show()

5. The Best Hyperplane Separator?

• Perceptron finds one of the many possible hyperplanes separating the data if one exists

• Of the many possible choices, which one is the best?

• Utilize distance information

• Intuitively we want the hyperplane having the maximum margin

• Large margin leads to good generalization on the test data
  • we will see this formally when we cover Support Vector Machine

6. Vidoe Lectures

%%html
<center><iframe src="https://www.youtube.com/embed/NBkNVfDoTjY?rel=0" 
width="420" height="315" frameborder="0" allowfullscreen></iframe></center>

%%html
<center><iframe src="https://www.youtube.com/embed/riIOSV1GSOI?rel=0" 
width="420" height="315" frameborder="0" allowfullscreen></iframe></center>

%%html
<center><iframe src="https://www.youtube.com/embed/4C-JXJpULe0?rel=0" 
width="420" height="315" frameborder="0" allowfullscreen></iframe></center>

%%html
<center><iframe src="https://www.youtube.com/embed/TpWGUQ3vudg?rel=0" 
width="420" height="315" frameborder="0" allowfullscreen></iframe></center>

%%html
<center><iframe src="https://www.youtube.com/embed/1-WDtNC51cg?rel=0" 
width="420" height="315" frameborder="0" allowfullscreen></iframe></center>

%%html
<center><iframe src="https://www.youtube.com/embed/nH_J02FnDBI?rel=0" 
width="420" height="315" frameborder="0" allowfullscreen></iframe></center>

%%javascript
$.getScript('https://kmahelona.github.io/ipython_notebook_goodies/ipython_notebook_toc.js')