# Manually finding the bias term in classification SVM in R

Apropos of a follow-up question to this post, I tried to prove to myself that I understood the notation in the equation for the bias (page 5) in support vector machine SVM (classification, linear kernel), which is

$$b=\frac{1}{N_s}\sum_{s\in S}\left( y_s - \sum_{m\in S} \alpha_m\;y_m\;\mathbf x_m \cdot \mathbf x_s \right)$$

corresponding (I believe) to the average across $N_s$ support vectors of the dot product of these vectors, i.e. $\mathbf x_m \cdot \mathbf x_s,$ scaled by the coefficients, $\alpha_m ,$ and classification values ($y_m=1$ or $y_m = - 1).$

As a toy example and reference point, I am using the example in this post, summarized as

x1s <- c(.5,1,1,2,3,3.5,1,3.5,4,5,5.5,6)
x2s <- c(3.5,1,2.5,2,1,1.2,5.8,3,4,5,4,1)
ys <- c(rep(+1,6), rep(-1,6))
my.data <- data.frame(x1=x1s, x2=x2s, type=ys)

library(e1071)
svm.model <- svm(type ~ ., data=my.data, type='C-classification', kernel='linear',scale=FALSE)

# get parameters of hiperplane
w <- t(svm.model$coefs) %*% svm.model$SV
(b <- -svm.model$rho) #  5.365853  And we can prove that svm.model$rho is indeed the negative bias $b:$

Gathering together the support vectors with their labels and coefficients:

(sv = as.matrix(sapply(cbind(my.data[rownames(svm.model$SV),], coef = svm.model$coefs),as.numeric)))
#       x1  x2   type    coef
# [1,] 3.5 1.2    1    1.0000000
# [2,] 3.5 3.0   -1   -0.6487805
# [3,] 6.0 1.0   -1   -0.3512195


and remembering that the support vectors fulfill the equality

$$y_s\left(\mathbf w^\top \mathbf x_s + b\right)=1$$

as one of the constraints.

The bias, $\mathbf b,$ can calculated in the above example simply as:

-((sv[,"type"] * (svm.model$SV %*% t(w))) - matrix(rep(1,nrow(svm.model$SV)),,1))
[,1]
6   5.390244
8  -5.365854
12 -5.365854


which is in fact equal to rho The negative intercept as in the svm documentation.

In trying to reproduce rho (or $b$) with the initial formula this is what I have tried:

ind = numeric(3)
for (i in 1:3){
ind[i] = sv[i,"type"] - sv[,"type"] %*% (sv[,"coef"] * (sv[,1:2] %*% sv[i,1:2]))
}
mean(ind)
#  -40.53398


which yields a result different from rho above (i.e. svm.model$rho  -5.365853. What am I doing wrong? Am I messing up the linear algebra, or misunderstanding the equation? ## 1 Answer There's a tiny mistake in your loop. From e1071 documentation: coefs The corresponding coefficients times the training labels. It means coefs =$\alpha_S \odot y_S$or, for a specific index, coefs[m] =$\alpha_m y_m$When you compute this line ind[i] = sv[i,"type"] - sv[,"type"] %*% (sv[,"coef"] * (sv[,1:2] %*% sv[i,1:2]))  it's the same as ind[i] = sv[i,'type'] - sum(sv[,'coef'] * sv[,'type'] * sv[,1:2] %*% sv[i,1:2])  and, assuming$X_S = \{\mathbf{x}_i | i \in S\}$is composed of column vectors, it corresponds to the following formulas (notice the extra$y_m$inside the innermost sum) $$y_s - \mathbf{y}_S \cdot \left (\mathbf{\alpha}_S \odot \mathbf{y}_S \odot X_S^T\mathbf{x}_s\right ) =\\ y_s - \sum_{m \in S} \alpha_m y_m y_m \langle \mathbf{x}_m,\mathbf{x}_s \rangle \\$$ So to reproduce this formula $$y_s - \sum_{m \in S} \alpha_m y_m \langle \mathbf{x}_m,\mathbf{x}_s \rangle$$ use the line below inside the loop ind[i] = sv[i,'type'] - sum(sv[,'coef'] * sv[,1:2] %*% sv[i,1:2])  Wrapping up, the correct loop is ind = numeric(3) for(i in 1:3) { ind[i] = sv[i,'type'] - sum(sv[,'coef'] * sv[,1:2] %*% sv[i,1:2]) }  And the result it yields is the same you obtained when computed the biases for the constraints$y_s(\mathbf{w}^T\mathbf{x}_s +b) = 1$. > ind #  5.390244 5.365854 5.365854 > mean(ind) #  5.373984  Just a note here that in your example you should divide by$y_s$again, to obtain $$b = \frac{y_s \mathbf{w}^T\mathbf{x}_s - 1}{-y_s}$$ > bias = -((sv[,"type"] * (svm.model$SV %*% t(w))) -1)/sv[,'type']
#        [,1]
# 6  5.390244
# 8  5.365854
# 12 5.365854

> bias
#  5.390244 5.365854 5.365854

> mean(bias)
#  5.373984


TL;DR: remove the sv[,'type']

• Just a quick and mindless check with the replacement you indicate yields 5.373984 as opposed to 5.390244. Would you mind including the entire code chunk in your response? – Antoni Parellada Jan 11 '18 at 19:50
• Sorry, I should've added it. Yes, the answer you should get with this line is the same as when you computed the bias for the equality constraints. – vhcandido Jan 12 '18 at 1:43
• I see you have the answer, but I still don't get why we get that 5.390244, or the mean 5.373984, when (b <- -svm.model$rho) #  5.365853. – Antoni Parellada Jan 12 '18 at 3:44 • @AntoniParellada I took a look at the dual formulation and as cost=1 is the default C value in e1071's svm, the constraints$0 \leq \alpha_i \leq C, \forall i$and$\sum_i \alpha_i y_i = 0$get a little too restrictive and one of the alphas (associated to the only support vector of the positive class) can't grow larger than 1. Executing with a larger cost you allow it to eventually get to ~1.01 and you'll see that$\langle \mathbf{w},\mathbf{x} \rangle +b $will yield$-1$or$+1\$ for every support vector (instead of ~.98 for one of them, in this case). – vhcandido Jan 14 '18 at 2:47
• If you want I could add it to the original answer and plot both margins (with different C values) so you could see that one of them moves a little with this change. – vhcandido Jan 14 '18 at 2:49