This is a crash-introduction to kernel methods and the best thing to do is starting with a very simple question? Is this bidimensional set linearly separable?

Of course, the answer is yes, it is. Why? A dataset defined in a subspace Ω ⊆ ℜ^{n} is linearly separable if there exists a (n-1)-dimensional hypersurface that is able to separate all points belonging to a class from the others. Let’s consider the problem from another viewpoint, supposing, for simplicity, to work in 2D.

We have defined an hypothetical separating line and we have also set an arbitrary point O as an origin. Let’s now draw the vector w, orthogonal to the line and pointing in one of the two sub-spaces. Let’s now consider the inner product between w and a random point x_{0}: how can we decide if it’s on the side pointed by w? Simple, the inner product is proportional to the cosine of the angle between the two vectors. If such an angle is between -π/2 and π/2, the cosine is non-negative, otherwise is non-positive:

It’s to prove that all angles α between w and green dots are always bounded between -π/2 and π/2, therefore, all inner products are positive (there no points on the line, where the cosine is 0). At the same time, all β angles are bounded between π/2 and 3π/2 where the cosine is negative.

Now it should be obvious, that w is the weight vector of a “pure” linear classifier (like a Perceptron) and the corresponding decision rule is simply:

The way to determine w changes according to the algorithm and so the decision rule, which, however is always a function strictly related to the angle between w and the sample.

Let’s now consider another famous example:

Is this dataset linearly separable? You’re free to try, but the answer is no. For every line you draw, there will be always red and green points on the same side, so that the accuracy can never overcome a fixed threshold (quite low). Now, let’s suppose to project the original dataset into a m-dimensional feature space (m can also be equal to n):

After the transformation, the original half-moon dataset, becomes linearly separable! However, there’s still a problem: we need a classifier working in the original space, where we must compute an inner product of transformed points. Let’s analyze the problem using the SVM (Support Vector Machines), where the kernels are very diffused. A SVM is an algorithm that tries to maximize the separation between high-density blocks. I’m not covering all details (which can be found in every Machine Learning book), but I need to define the expression for the weights:

It’s not important if you don’t know how they are derived. It’s simpler to understand the final result: if you reconsider the image shown before where we had drawn a separating line, all green points have y=1, therefore w is the weighted sum of all samples. The values of α_{i} are obtained through the optimization process, however, at the end, we should observe a w similar to what we have arbitrarily drawn.

If we need to move on the feature space, every x, must be filtered by φ(x), therefore, we get:

And the corresponding decision function becomes:

As the sum is extended to all samples, we need to compute N inner products of transformed samples. This isn’t a properly fast solution! However, there are particular functions called kernels, which have a very nice property:

In other words, the kernel, evaluated at x_{i}, x_{j} is equal to the inner product of the two points projected by a function ρ(x). Pay attention: ρ is another function because, if we start from the projection, we couldn’t be able to find a kernel, while if we start from the kernel, there is also a famous mathematical result (the Mercer’s theorem) that guarantees, given a continuous, symmetric a (semi-)positive definite kernel, the existence of an implicit transformation ρ(x) under some (easily met) conditions.

It’s not difficult to understand, that using a kernel, the decision function becomes:

which is much easier to evaluate.

From a theoretical viewpoint we could try to find a kernel for a specific transformation, but in the real-life, only some kernels resulted to be really useful in many different contexts. For example, the Radial Basis Function:

which is excellent whenever we need to remap the original space into a radial one. Or the polynomial kernel:

which determines all the polynomial term-features (like x^{2} or 2 x_{i}x_{j}). There are also other kernels, like sigmoid or tanh, but it’s always a good idea to start with a linear classifier, if the accuracy is too low, it’s possible to try a RBF or polynomial kernel, then other variants, and, if nothing works, it’s probably necessary to change model!

Kernels are not limited to classifiers: they can be employed in PCA (Kernel PCA allows to extract principal components from non-linear datasets and instance-based-learning algorithms. The principle is always the same (and it’s the kernel silver bullet: it represents the inner product of non-linear projections that can remap the original dataset in a higher dimensional space where it’s easier to find a linear solution).

See also:

## Assessing clustering optimality with instability index – Giuseppe Bonaccorso

Many clustering algorithms need to define the number of desired clusters before fitting the model. This requirement can appear as a contradiction in an unsupervised scenario, however, in many real-word scenarios, the data scientist has often already an idea about a reasonable range of clusters.

A M

“If such an angle is between -π/2 and π/2, the cosine is non-negative, otherwise is non-positive”

Honestly, why do that? What is wrong with saying, “The cosine is positive, otherwise it is negative.” This tendency to sacrifice clarity for unnecessary complication is so bewildering to me in articles like this. Your post is great and very helpful, aiming to be a simple introduction to a very complex topic for many. Be confident that you are explaining it well. You don’t need to sound like other pretentious and write ridiculous things like that. (Really, your post was great otherwise!)

Giuseppe Bonaccorso

I agree with you when there’s an extra (useless complexity), but, non-negative doesn’t mean positive as well as non-positive doesn’t mean negative. Non-negative/positive means >= 0 (or <= 0). If I had written positive and negative, what about the points lying on the line (where the cosine is null)? Unfortunately, it can seem conter-intuitive, but this is the correct mathematical terminology.

Thank you for the comment!