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Closest Supporting Hyperplane to Points


local minima vs saddle points in deep learningWhy are optimization algorithms slower at critical points?













0












$begingroup$


How do I find the hyperplane (line) that touches a cloud of 2D points from one side? I used $w^Tx+b=0$ based line definition and implemented a gradient-descent based routine that would start the support line from a certain side of points, away from them. The loss function is $w^Tx_i+b$ for all points, then I take log sum. The use of hyperplanes is similar as in SVM but in this case there are no -1 or +1 labels, there are only points I am trying to approach as close as possible. I am hoping to do this from 4 sides of a point cloud to get 4 approximate / defining lines of this point cloud.



My solution was fine for some carefully selected step sizes, and iteration numbers, but the procedure can overshoot, trying to find another minima.



I am curious if there is a better way of defining this loss function. My implementation based on automatic differentiation package autograd, seen below:



import pandas as pd

def plot_sep(w):
Q = np.array([[0, -1],[1, 0]])
x = np.linspace(-20,20,3000)
w2 = np.dot(Q,w[:2])
m = w2[1]/w2[0]
y = m*x + (-w[2]/w[1])
plt.plot(x,y,'.')

df = pd.read_csv('in.csv')
df['1'] = 1.
df2 = np.array(df)

#w1_init = np.array([0.,1.,-6.]);eta = 1e-3;iters = 30 # good
w1_init = np.array([0.,1.,-30.]);eta = 1e-2;iters = 40 # bad

plt.plot(df2[:,0],df2[:,1],'.')
plot_sep(w1_init)
plt.xlim(0,15);plt.ylim(-10,40)
plt.savefig('out1.png')

import autograd.numpy as np
from autograd import elementwise_grad
from autograd import grad

def compute_loss(w1):
tmp = np.dot(df2,w1)
tmp2 = np.log(np.dot(tmp,tmp))
return tmp2

gradient = grad(compute_loss)

w1 = np.copy(w1_init)

for i in range(iters):
loss = compute_loss(w1)
print "iteration %d: loss %f" % (i, loss)
dw1 = gradient(w1)
w1 += -eta*dw1
print "iteration %d: loss %f" % (i, loss)
print w1

plt.figure()
plt.plot(df2[:,0],df2[:,1],'.')
plot_sep(w1)
plt.xlim(0,15);plt.ylim(-10,40)
plt.savefig('out2.png')


Data



x,y
6.85483870968,11.875
8.06451612903,12.3958333333
7.37903225806,12.34375
8.18548387097,12.34375
8.83064516129,12.6041666667
9.43548387097,12.96875
10.0,13.0729166667
10.5241935484,13.1770833333
11.0483870968,13.2291666667
6.97580645161,10.9895833333
6.97580645161,10.4166666667
8.46774193548,10.15625
7.98387096774,10.15625
9.1935483871,10.15625
9.79838709677,10.15625
10.6048387097,10.0
11.1290322581,10.1041666667
11.1290322581,10.5208333333
10.9274193548,11.0416666667
10.9274193548,11.40625
10.9274193548,11.7708333333
10.8870967742,12.4479166667
10.0,12.7083333333
9.07258064516,11.9270833333
8.75,11.9270833333
7.86290322581,11.8229166667
7.33870967742,11.09375
7.9435483871,11.3541666667
9.15322580645,11.5104166667
9.39516129032,11.5104166667
8.50806451613,10.8854166667
9.47580645161,10.78125
9.91935483871,10.78125
10.1612903226,10.8333333333
10.1612903226,11.9270833333
9.91935483871,12.03125
9.83870967742,12.03125
9.63709677419,11.9270833333
10.564516129,11.3020833333
10.564516129,10.6770833333
9.11290322581,10.5208333333
8.02419354839,10.625









share|improve this question











$endgroup$




bumped to the homepage by Community 1 min ago


This question has answers that may be good or bad; the system has marked it active so that they can be reviewed.



















    0












    $begingroup$


    How do I find the hyperplane (line) that touches a cloud of 2D points from one side? I used $w^Tx+b=0$ based line definition and implemented a gradient-descent based routine that would start the support line from a certain side of points, away from them. The loss function is $w^Tx_i+b$ for all points, then I take log sum. The use of hyperplanes is similar as in SVM but in this case there are no -1 or +1 labels, there are only points I am trying to approach as close as possible. I am hoping to do this from 4 sides of a point cloud to get 4 approximate / defining lines of this point cloud.



    My solution was fine for some carefully selected step sizes, and iteration numbers, but the procedure can overshoot, trying to find another minima.



    I am curious if there is a better way of defining this loss function. My implementation based on automatic differentiation package autograd, seen below:



    import pandas as pd

    def plot_sep(w):
    Q = np.array([[0, -1],[1, 0]])
    x = np.linspace(-20,20,3000)
    w2 = np.dot(Q,w[:2])
    m = w2[1]/w2[0]
    y = m*x + (-w[2]/w[1])
    plt.plot(x,y,'.')

    df = pd.read_csv('in.csv')
    df['1'] = 1.
    df2 = np.array(df)

    #w1_init = np.array([0.,1.,-6.]);eta = 1e-3;iters = 30 # good
    w1_init = np.array([0.,1.,-30.]);eta = 1e-2;iters = 40 # bad

    plt.plot(df2[:,0],df2[:,1],'.')
    plot_sep(w1_init)
    plt.xlim(0,15);plt.ylim(-10,40)
    plt.savefig('out1.png')

    import autograd.numpy as np
    from autograd import elementwise_grad
    from autograd import grad

    def compute_loss(w1):
    tmp = np.dot(df2,w1)
    tmp2 = np.log(np.dot(tmp,tmp))
    return tmp2

    gradient = grad(compute_loss)

    w1 = np.copy(w1_init)

    for i in range(iters):
    loss = compute_loss(w1)
    print "iteration %d: loss %f" % (i, loss)
    dw1 = gradient(w1)
    w1 += -eta*dw1
    print "iteration %d: loss %f" % (i, loss)
    print w1

    plt.figure()
    plt.plot(df2[:,0],df2[:,1],'.')
    plot_sep(w1)
    plt.xlim(0,15);plt.ylim(-10,40)
    plt.savefig('out2.png')


    Data



    x,y
    6.85483870968,11.875
    8.06451612903,12.3958333333
    7.37903225806,12.34375
    8.18548387097,12.34375
    8.83064516129,12.6041666667
    9.43548387097,12.96875
    10.0,13.0729166667
    10.5241935484,13.1770833333
    11.0483870968,13.2291666667
    6.97580645161,10.9895833333
    6.97580645161,10.4166666667
    8.46774193548,10.15625
    7.98387096774,10.15625
    9.1935483871,10.15625
    9.79838709677,10.15625
    10.6048387097,10.0
    11.1290322581,10.1041666667
    11.1290322581,10.5208333333
    10.9274193548,11.0416666667
    10.9274193548,11.40625
    10.9274193548,11.7708333333
    10.8870967742,12.4479166667
    10.0,12.7083333333
    9.07258064516,11.9270833333
    8.75,11.9270833333
    7.86290322581,11.8229166667
    7.33870967742,11.09375
    7.9435483871,11.3541666667
    9.15322580645,11.5104166667
    9.39516129032,11.5104166667
    8.50806451613,10.8854166667
    9.47580645161,10.78125
    9.91935483871,10.78125
    10.1612903226,10.8333333333
    10.1612903226,11.9270833333
    9.91935483871,12.03125
    9.83870967742,12.03125
    9.63709677419,11.9270833333
    10.564516129,11.3020833333
    10.564516129,10.6770833333
    9.11290322581,10.5208333333
    8.02419354839,10.625









    share|improve this question











    $endgroup$




    bumped to the homepage by Community 1 min ago


    This question has answers that may be good or bad; the system has marked it active so that they can be reviewed.

















      0












      0








      0





      $begingroup$


      How do I find the hyperplane (line) that touches a cloud of 2D points from one side? I used $w^Tx+b=0$ based line definition and implemented a gradient-descent based routine that would start the support line from a certain side of points, away from them. The loss function is $w^Tx_i+b$ for all points, then I take log sum. The use of hyperplanes is similar as in SVM but in this case there are no -1 or +1 labels, there are only points I am trying to approach as close as possible. I am hoping to do this from 4 sides of a point cloud to get 4 approximate / defining lines of this point cloud.



      My solution was fine for some carefully selected step sizes, and iteration numbers, but the procedure can overshoot, trying to find another minima.



      I am curious if there is a better way of defining this loss function. My implementation based on automatic differentiation package autograd, seen below:



      import pandas as pd

      def plot_sep(w):
      Q = np.array([[0, -1],[1, 0]])
      x = np.linspace(-20,20,3000)
      w2 = np.dot(Q,w[:2])
      m = w2[1]/w2[0]
      y = m*x + (-w[2]/w[1])
      plt.plot(x,y,'.')

      df = pd.read_csv('in.csv')
      df['1'] = 1.
      df2 = np.array(df)

      #w1_init = np.array([0.,1.,-6.]);eta = 1e-3;iters = 30 # good
      w1_init = np.array([0.,1.,-30.]);eta = 1e-2;iters = 40 # bad

      plt.plot(df2[:,0],df2[:,1],'.')
      plot_sep(w1_init)
      plt.xlim(0,15);plt.ylim(-10,40)
      plt.savefig('out1.png')

      import autograd.numpy as np
      from autograd import elementwise_grad
      from autograd import grad

      def compute_loss(w1):
      tmp = np.dot(df2,w1)
      tmp2 = np.log(np.dot(tmp,tmp))
      return tmp2

      gradient = grad(compute_loss)

      w1 = np.copy(w1_init)

      for i in range(iters):
      loss = compute_loss(w1)
      print "iteration %d: loss %f" % (i, loss)
      dw1 = gradient(w1)
      w1 += -eta*dw1
      print "iteration %d: loss %f" % (i, loss)
      print w1

      plt.figure()
      plt.plot(df2[:,0],df2[:,1],'.')
      plot_sep(w1)
      plt.xlim(0,15);plt.ylim(-10,40)
      plt.savefig('out2.png')


      Data



      x,y
      6.85483870968,11.875
      8.06451612903,12.3958333333
      7.37903225806,12.34375
      8.18548387097,12.34375
      8.83064516129,12.6041666667
      9.43548387097,12.96875
      10.0,13.0729166667
      10.5241935484,13.1770833333
      11.0483870968,13.2291666667
      6.97580645161,10.9895833333
      6.97580645161,10.4166666667
      8.46774193548,10.15625
      7.98387096774,10.15625
      9.1935483871,10.15625
      9.79838709677,10.15625
      10.6048387097,10.0
      11.1290322581,10.1041666667
      11.1290322581,10.5208333333
      10.9274193548,11.0416666667
      10.9274193548,11.40625
      10.9274193548,11.7708333333
      10.8870967742,12.4479166667
      10.0,12.7083333333
      9.07258064516,11.9270833333
      8.75,11.9270833333
      7.86290322581,11.8229166667
      7.33870967742,11.09375
      7.9435483871,11.3541666667
      9.15322580645,11.5104166667
      9.39516129032,11.5104166667
      8.50806451613,10.8854166667
      9.47580645161,10.78125
      9.91935483871,10.78125
      10.1612903226,10.8333333333
      10.1612903226,11.9270833333
      9.91935483871,12.03125
      9.83870967742,12.03125
      9.63709677419,11.9270833333
      10.564516129,11.3020833333
      10.564516129,10.6770833333
      9.11290322581,10.5208333333
      8.02419354839,10.625









      share|improve this question











      $endgroup$




      How do I find the hyperplane (line) that touches a cloud of 2D points from one side? I used $w^Tx+b=0$ based line definition and implemented a gradient-descent based routine that would start the support line from a certain side of points, away from them. The loss function is $w^Tx_i+b$ for all points, then I take log sum. The use of hyperplanes is similar as in SVM but in this case there are no -1 or +1 labels, there are only points I am trying to approach as close as possible. I am hoping to do this from 4 sides of a point cloud to get 4 approximate / defining lines of this point cloud.



      My solution was fine for some carefully selected step sizes, and iteration numbers, but the procedure can overshoot, trying to find another minima.



      I am curious if there is a better way of defining this loss function. My implementation based on automatic differentiation package autograd, seen below:



      import pandas as pd

      def plot_sep(w):
      Q = np.array([[0, -1],[1, 0]])
      x = np.linspace(-20,20,3000)
      w2 = np.dot(Q,w[:2])
      m = w2[1]/w2[0]
      y = m*x + (-w[2]/w[1])
      plt.plot(x,y,'.')

      df = pd.read_csv('in.csv')
      df['1'] = 1.
      df2 = np.array(df)

      #w1_init = np.array([0.,1.,-6.]);eta = 1e-3;iters = 30 # good
      w1_init = np.array([0.,1.,-30.]);eta = 1e-2;iters = 40 # bad

      plt.plot(df2[:,0],df2[:,1],'.')
      plot_sep(w1_init)
      plt.xlim(0,15);plt.ylim(-10,40)
      plt.savefig('out1.png')

      import autograd.numpy as np
      from autograd import elementwise_grad
      from autograd import grad

      def compute_loss(w1):
      tmp = np.dot(df2,w1)
      tmp2 = np.log(np.dot(tmp,tmp))
      return tmp2

      gradient = grad(compute_loss)

      w1 = np.copy(w1_init)

      for i in range(iters):
      loss = compute_loss(w1)
      print "iteration %d: loss %f" % (i, loss)
      dw1 = gradient(w1)
      w1 += -eta*dw1
      print "iteration %d: loss %f" % (i, loss)
      print w1

      plt.figure()
      plt.plot(df2[:,0],df2[:,1],'.')
      plot_sep(w1)
      plt.xlim(0,15);plt.ylim(-10,40)
      plt.savefig('out2.png')


      Data



      x,y
      6.85483870968,11.875
      8.06451612903,12.3958333333
      7.37903225806,12.34375
      8.18548387097,12.34375
      8.83064516129,12.6041666667
      9.43548387097,12.96875
      10.0,13.0729166667
      10.5241935484,13.1770833333
      11.0483870968,13.2291666667
      6.97580645161,10.9895833333
      6.97580645161,10.4166666667
      8.46774193548,10.15625
      7.98387096774,10.15625
      9.1935483871,10.15625
      9.79838709677,10.15625
      10.6048387097,10.0
      11.1290322581,10.1041666667
      11.1290322581,10.5208333333
      10.9274193548,11.0416666667
      10.9274193548,11.40625
      10.9274193548,11.7708333333
      10.8870967742,12.4479166667
      10.0,12.7083333333
      9.07258064516,11.9270833333
      8.75,11.9270833333
      7.86290322581,11.8229166667
      7.33870967742,11.09375
      7.9435483871,11.3541666667
      9.15322580645,11.5104166667
      9.39516129032,11.5104166667
      8.50806451613,10.8854166667
      9.47580645161,10.78125
      9.91935483871,10.78125
      10.1612903226,10.8333333333
      10.1612903226,11.9270833333
      9.91935483871,12.03125
      9.83870967742,12.03125
      9.63709677419,11.9270833333
      10.564516129,11.3020833333
      10.564516129,10.6770833333
      9.11290322581,10.5208333333
      8.02419354839,10.625






      optimization gradient-descent






      share|improve this question















      share|improve this question













      share|improve this question




      share|improve this question








      edited Feb 10 '17 at 11:23







      user423805

















      asked Feb 10 '17 at 11:10









      user423805user423805

      1041




      1041





      bumped to the homepage by Community 1 min ago


      This question has answers that may be good or bad; the system has marked it active so that they can be reviewed.







      bumped to the homepage by Community 1 min ago


      This question has answers that may be good or bad; the system has marked it active so that they can be reviewed.






















          1 Answer
          1






          active

          oldest

          votes


















          0












          $begingroup$

          I pondered this question a little more, there might not be an optimal loss function.. But here is an idea which could utilize SVMs hyperplane seperation ability.



          I take the point cloud, if I need an approximating line from the bottom, copy points below with user defined gap, and I flip the points, as in mirror image along the x-axis. I give both point groups opposing labels, then feed the whole thing to SVM. Ideally I should get something like this:



          enter image description here



          The top line is the line I am looking for.



          Code



          import pandas as pd
          points1 = np.array(pd.read_csv('quadri.csv'))
          plt.plot(points1[:,0], points1[:,1], 'o')
          points2 = np.copy(points1)
          points2[:,1] -= 7.
          xmin = np.min(points2[:,0]); xmax = np.max(points2[:,0])
          points2[:,0] = (xmax-points2[:,0])+xmin
          points = np.vstack((points1,points2))
          plt.plot(points[:,0], points[:,1], 'o')
          plt.xlim(4,14); plt.ylim(0,15)





          share|improve this answer









          $endgroup$













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            active

            oldest

            votes









            0












            $begingroup$

            I pondered this question a little more, there might not be an optimal loss function.. But here is an idea which could utilize SVMs hyperplane seperation ability.



            I take the point cloud, if I need an approximating line from the bottom, copy points below with user defined gap, and I flip the points, as in mirror image along the x-axis. I give both point groups opposing labels, then feed the whole thing to SVM. Ideally I should get something like this:



            enter image description here



            The top line is the line I am looking for.



            Code



            import pandas as pd
            points1 = np.array(pd.read_csv('quadri.csv'))
            plt.plot(points1[:,0], points1[:,1], 'o')
            points2 = np.copy(points1)
            points2[:,1] -= 7.
            xmin = np.min(points2[:,0]); xmax = np.max(points2[:,0])
            points2[:,0] = (xmax-points2[:,0])+xmin
            points = np.vstack((points1,points2))
            plt.plot(points[:,0], points[:,1], 'o')
            plt.xlim(4,14); plt.ylim(0,15)





            share|improve this answer









            $endgroup$

















              0












              $begingroup$

              I pondered this question a little more, there might not be an optimal loss function.. But here is an idea which could utilize SVMs hyperplane seperation ability.



              I take the point cloud, if I need an approximating line from the bottom, copy points below with user defined gap, and I flip the points, as in mirror image along the x-axis. I give both point groups opposing labels, then feed the whole thing to SVM. Ideally I should get something like this:



              enter image description here



              The top line is the line I am looking for.



              Code



              import pandas as pd
              points1 = np.array(pd.read_csv('quadri.csv'))
              plt.plot(points1[:,0], points1[:,1], 'o')
              points2 = np.copy(points1)
              points2[:,1] -= 7.
              xmin = np.min(points2[:,0]); xmax = np.max(points2[:,0])
              points2[:,0] = (xmax-points2[:,0])+xmin
              points = np.vstack((points1,points2))
              plt.plot(points[:,0], points[:,1], 'o')
              plt.xlim(4,14); plt.ylim(0,15)





              share|improve this answer









              $endgroup$















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                I pondered this question a little more, there might not be an optimal loss function.. But here is an idea which could utilize SVMs hyperplane seperation ability.



                I take the point cloud, if I need an approximating line from the bottom, copy points below with user defined gap, and I flip the points, as in mirror image along the x-axis. I give both point groups opposing labels, then feed the whole thing to SVM. Ideally I should get something like this:



                enter image description here



                The top line is the line I am looking for.



                Code



                import pandas as pd
                points1 = np.array(pd.read_csv('quadri.csv'))
                plt.plot(points1[:,0], points1[:,1], 'o')
                points2 = np.copy(points1)
                points2[:,1] -= 7.
                xmin = np.min(points2[:,0]); xmax = np.max(points2[:,0])
                points2[:,0] = (xmax-points2[:,0])+xmin
                points = np.vstack((points1,points2))
                plt.plot(points[:,0], points[:,1], 'o')
                plt.xlim(4,14); plt.ylim(0,15)





                share|improve this answer









                $endgroup$



                I pondered this question a little more, there might not be an optimal loss function.. But here is an idea which could utilize SVMs hyperplane seperation ability.



                I take the point cloud, if I need an approximating line from the bottom, copy points below with user defined gap, and I flip the points, as in mirror image along the x-axis. I give both point groups opposing labels, then feed the whole thing to SVM. Ideally I should get something like this:



                enter image description here



                The top line is the line I am looking for.



                Code



                import pandas as pd
                points1 = np.array(pd.read_csv('quadri.csv'))
                plt.plot(points1[:,0], points1[:,1], 'o')
                points2 = np.copy(points1)
                points2[:,1] -= 7.
                xmin = np.min(points2[:,0]); xmax = np.max(points2[:,0])
                points2[:,0] = (xmax-points2[:,0])+xmin
                points = np.vstack((points1,points2))
                plt.plot(points[:,0], points[:,1], 'o')
                plt.xlim(4,14); plt.ylim(0,15)






                share|improve this answer












                share|improve this answer



                share|improve this answer










                answered Feb 10 '17 at 12:35









                user423805user423805

                1041




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