# Complex Support Vector Machines for Regression and Quaternary ```Complex Support Vector
Machines for Regression and
Quaternary Classification
P.Bouboulis, S.Theodoridis, C.Mavroforakis, L.Dalla
Learning (MKL) 19, 2010 (?)
(I got it from arXiv)
Coffeetalk, 1 May 2014
donderdag 1 mei 2014
Classification of complex data
• Classifying bird songs:
&iuml;3
8
8000
x 10
6
7000
4
6000
2
frequency
5000
0
&iuml;2
4000
3000
&iuml;4
2000
&iuml;6
&iuml;8
1000
0
500
1000
1500
2000
2500
3000
3500
4000
4500
5000
0
1
2
3
4
5
time (s)
6
7
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• But... the spectrogram contains complex values!
• Can I classify a complex-valued image?
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Complex support vector machine
• Inputs are complex vectors:
• Output can be:
r
˜ = x + ix
x
i
• a complex number (regression)
• a class label (classification)
• To output a label:
�
For real valued SVM:
≥ 0 assign to ω1
f (x) = �w, x� + b
&lt; 0 assign to ω2
For complex SVM:
˜ x
˜ �H + b
f (x) = �w,
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donderdag 1 mei 2014
Complex inner product
• You can define inner product in different ways:
• Simple:
r
r
i
i
˜ x
˜ �H = �w , x � + �w , x �
�w,
• Just a concatenation of the real and imaginary spaces.
• You can use the same SVM as always...
• Complex:
�
�
i
r
r
i
r
r
i
i
˜ x
˜ �H = �w , x � + �w , x � + i �w , x � − �w , x �
�w,
• Now the output is not so clear:
˜ x
˜ �H + b)
sign (�w,
sign of a complex number?
donderdag 1 mei 2014
4
v∗
Not 2-class, but 4-class classifier!
Fig. 4. A complex couple of hyperplanes separates the space of complex
numbers (i.e., H = C) into four parts.
2
∂L
=w−
∗
c
and
for n = 1, . . .
finally take tha
5. A complex
coupledistinguish
of hyperplanes thatFOUR
separates classes:
the four given
• Now theFig.
classifier
can
classes. The hyperplanes are chosen so that to maximize the margin between
the classes.
˜ x
˜ �H + b)) ≷ 0
sign (Re(�w,
˜
˜
sign (Im(�
w,
x
�
+
b))
≷
0
H
!&quot;
\$&quot;
#\$
r
r
\$2
! w +v
!
\$
! wi − v i \$ 2
H
n=1
#\$2
and
\$ −(w + v ) \$
\$
+\$
\$ wr − v r \$ 2 =
H
i
i
&quot;wr + v r &quot;2H + &quot;wi − v i &quot;2H + &quot;(wi + v i )&quot;2H + &quot;wr − v r &quot;2H =
donderdag 1 mei 2014
r 2
i 2
N
%
r 2
i 2
5
Further things in the paper...
• To find the Quadratic program (or, find derivatives of real
valued functions in a complex space), use “Wirtinger’s
calculus
(it appears you can write it as two independent quadratic
programming problems)
• Derive for both regression as classification
• Propose kernel mappings for complex data: ΦC (˜
x)
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donderdag 1 mei 2014
w &quot;H + 2&quot;v &quot;H + 2&quot;v &quot;H =
2(&quot;w&quot;2H + &quot;v&quot;2H ).
N
for n = 1, . . . , N . Following a similar procedure as in
complex SVR case, it turns out that the dual problem ca
split into two separate maximization tasks:
SVM optimization problem
H +
N
!
• It
C
N
looks like:
(ξnr + ξni )
a
n=1
Φ∗C (z n ), v#H + c)
Φ∗C (z n ), w#H + c)
maximize
≥
≥
≥
1−
1−
0
ξnr
ξni
• Labels
d = &plusmn;1 &plusmn; i
1, . . . , N. n
(four classes) (28)
es
N
!
r
i
2 •C
the
!H + QPs(ξfor
+
ξ
n
n)
N n=1
real
and the complex
part of the
+ &quot;Φ∗C (z n ), v#H + c) − 1 + ξnr )
label
+ &quot;Φ∗C (z n ), w#H + c) − 1 + ξni
&amp;
N
%
an −
n=1


subject to
an drn = 0

n=1
C
0 ≤ an ≤ N
for n = 1, . . . , N
and
ˆ
a
an am drn drm κrC (z m , z n )
n,m=1

N
%
subject to
maximize
N
%
N
%
bn −
n=1
N
%
bn bm din dim κrC (z m , z n )
n,m=1

N
%


bn din = 0

n=1
C
0 ≤ bn ≤ N
for n = 1, . . . , N.
Observe that, similar to the regression case, these
7
lems are equivalent with two distinct real SVM (dual)
donderdag 1 mei 2014
Conclusion
r
˜ = x + ix
• Treating the real and imaginary part of x
as independent features is OK!
i
• In the fully complex treatment,
we get a four-class classifier
explo
• ... and we can define new
kernels
3
!
n,
2
1
0
1.0
2
0.5
1
0.0
0
!0.5
!1
Henc
!1.0
!2
Fig. 1. The element κrC (&middot;, (0, 0)T ) of the induced real feature space of the
complex Gaussian kernel.
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donderdag 1 mei 2014
As a
on C
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