SVM Tutorial 

SVM - Understanding the math - Part 2

November 9, 2014 by Alexandre KOWALCZYK

This is Part 2 of my series of tutorial about the math behind Support Vector Machines.
If you did not read the previous article, you might want to start the serie at the beginning
by reading this article: an overview of Support Vector Machine.

In the first part, we saw what is the aim of the SVM. Its goal is to find the hyperplane
which maximizes the margin.
But how do we calculate this margin?
SVM = Support VECTOR Machine
In Support Vector Machine, there is the word vector.
That means it is important to understand vector well and how to use them.
Here a short sum-up of what we will see today:
What is a vector?
its norm
its direction
How to add and subtract vectors ?
What is the dot product ?
How to project a vector onto another ?
Once we have all these tools in our toolbox, we will then see:
What is the equation of the hyperplane?
How to compute the margin?
What is a vector?
If we define a point A(3, 4) in ℝ 2 we can plot it like this.

Figure 1: a point

Definition: Any point x = (x1 , x2 ), x ≠ 0, in ℝ 2 specifies a vector in

the plane, namely the vector starting at the origin and ending at x.
This definition means that there exists a vector between the origin and A.
 Figure 2 - a vector
If we say that the point at the origin is the point O(0, 0) then the vector above is the
vector OA
→
. We could also give it an arbitrary name such as .
u

Note: You can notice that we write vector either with an arrow on top of them, or in bold,
in the rest of this text I will use the arrow when there is two letters like OA
→
and the bold
notation otherwise.
Ok so now we know that there is a vector, but we still don't know what IS a vector.

Definition: A vector is an object that has both a magnitude and a

direction.
We will now look at these two concepts.
1) The magnitude
The magnitude or length of a vector x is written ‖x‖ and is called its norm.
For our vector OA
→
, ‖OA‖ is the length of the segment OA
 Figure 3
From Figure 3 we can easily calculate the distance OA using Pythagoras' theorem:
OA2 = OB2 + AB2

OA2 = 32 + 42

OA2 = 25

‾‾
‾
OA = √25

‖OA‖ = OA = 5
2) The direction
The direction is the second component of a vector.

Definition
u u
: The direction of a vector u (u1 , u2 ) is the vector
w ( ‖u1‖ , ‖u2‖ )

Where does the coordinates of come from ?

w

Understanding the definition

To find the direction of a vector, we need to use its angles.
 Figure 4 - direction of a vector
Figure 4 displays the vector u (u1 , u2 ) with u1 = 3 and u2 = 4
We could say that :
Naive definition 1: The direction of the vector is defined by the angle θ with respect to
u

the horizontal axis, and with the angle α with respect to the vertical axis.
This is tedious. Instead of that we will use the cosine of the angles.
In a right triangle, the cosine of an angle β is defined by :
adjacent
cos(β) =
hypotenuse

In Figure 4 we can see that we can form two right triangles, and in both case the adjacent
side will be on one of the axis. Which means that the definition of the cosine implicitly
contains the axis related to an angle. We can rephrase our naïve definition to :
Naive definition 2: The direction of the vector is defined by the cosine of the angle
u

θ and the cosine of the angle α.

Now if we look at their values :

 u1
cos(θ) =
‖ u‖
u2
cos(α) =
‖ u‖
Hence the original definition of the vector . That's why its coordinates are also called
w

direction cosine.
Computing the direction vector
We will now compute the direction of the vector from Figure 4.:
u

u1 3
cos(θ) = = = 0.6
‖ u‖ 5
and
u2 4
cos(α) = = = 0.8
‖ u‖ 5
The direction of (3, 4) is the vector (0.6, 0.8)
u w

If we draw this vector we get Figure 5:

Figure 5: the direction of u

We can see that as indeed the same look as except it is smaller. Something
w u

interesting about direction vectors like is that their norm is equal to 1. That's why we
w

often call them unit vectors.

The sum of two vectors

Figure 6: two vectors u and v

Given two vectors u (u1 , u2 ) and v (v1 , v2 ) then :
u + v = (u1 + v1 , u2 + v2 )

Which means that adding two vectors gives us a third vector whose coordinate are the
sum of the coordinates of the original vectors.
You can convince yourself with the example below:

Figure 7: the sum of two vectors

The difference between two vectors
The difference works the same way :
u − v = (u1 − v1 , u2 − v2 )

Figure 8: the difference of two vectors

Since the subtraction is not commutative, we can also consider the other case:
v − u = (v1 − u1 , v2 − u2 )

Figure 9: the difference v-u

The last two pictures describe the "true" vectors generated by the difference of and .
u v

However, since a vector has a magnitude and a direction, we often consider that parallel
translate of a given vector (vectors with the same magnitude and direction but with a
different origin) are the same vector, just drawn in a different place in space.
So don't be surprised if you meet the following :

Figure 10: another way to view the difference v-u

and

Figure 11: another way to view the difference u-v

If you do the math, it looks wrong, because the end of the vector is not in the right
u − v

point, but it is a convenient way of thinking about vectors which you'll encounter often.
The dot product
One very important notion to understand SVM is the dot product.

Definition: Geometrically, it is the product of the Euclidian

magnitudes of the two vectors and the cosine of the angle between
 them
Which means if we have two vectors and and there is an angle θ (theta) between
x y

them, their dot product is :

x ⋅ y = ‖x‖‖y‖cos(θ)

Why ?
To understand let's look at the problem geometrically.

Figure 12
In the definition, they talk about cos(θ), let's see what it is.
By definition we know that in a right-angled triangle:
adjacent
cos(θ) =
hypotenuse

In our example, we don't have a right-angled triangle.

However if we take a different look Figure 12 we can find two right-angled triangles
formed by each vector with the horizontal axis.
 Figure 13
and

Figure 14
So now we can view our original schema like this:
 Figure 15
We can see that
θ=β−α

So computing cos(θ) is like computing cos(β − α)

There is a special formula called the difference identity for cosine which says that:
cos(β − α) = cos(β)cos(α) + sin(β)sin(α)

(if you want you can read the demonstration here)

Let's use this formula!
adjacent x1
cos(β) =
hypotenuse ‖x‖
=

opposite x2
sin(β) =
hypotenuse ‖x‖
=

adjacent y1
cos(α) =
hypotenuse ‖y‖
=

opposite y
sin(α) = = 2
hypotenuse ‖y‖

So if we replace each term

cos(θ) = cos(β − α) = cos(β)cos(α) + sin(β)sin(α)

x1 y1 x2 y2
cos(θ) = +
‖ x ‖ ‖ y‖ ‖ x ‖ ‖ y‖
x1 y1 + x2 y2
cos(θ) =
‖x‖‖y‖
If we multiply both sides by ‖x‖‖y‖ we get:
 ‖x‖‖y‖cos(θ) = x1 y1 + x2 y2
Which is the same as :
‖x‖‖y‖cos(θ) = x ⋅y

We just found the geometric definition of the dot product !

Eventually from the two last equations we can see that :
2
x ⋅ y = x1 y1 + x2 y2 = (xi yi )
∑
i=1

This is the algebraic definition of the dot product !

A few words on notation
The dot product is called like that because we write a dot between the two vectors.
Talking about the dot product ⋅ is the same as talking about
x y

the inner product ⟨x, y⟩ (in linear algebra)

scalar product because we take the product of two vectors and it returns a scalar
(a real number)
The orthogonal projection of a vector
Given two vectors and , we would like to find the orthogonal projection of onto .
x y x y
 Figure 16
To do this we project the vector onto
x y

Figure 17
This give us the vector z

Figure 18 : z is the projection of x onto y

By definition :
cos(θ) =
‖z ‖
‖x ‖
‖z‖ = ‖x‖cos(θ)
We saw in the section about the dot product that
 x⋅y
cos(θ) =
‖x‖‖y‖
So we replace cos(θ) in our equation:
‖z‖ = ‖x‖ ‖x‖‖
⋅
y‖
x y

‖z‖ = ‖y⋅ ‖ x y

If we define the vector as the direction of then

u y

y
=
u
‖ y‖
and
‖z ‖ = u ⋅x

We now have a simple way to compute the norm of the vector . z

Since this vector is in the same direction as it has the direction

y u

z
=
u
‖z ‖
z = ‖z ‖u

And we can say :

The vector z = (u ⋅ x )u is the orthogonal projection of onto . x y

Why are we interested by the orthogonal projection ? Well in our example, it allows us to
compute the distance between and the line which goes through .
x y
 Figure 19
We see that this distance is ‖x − z‖
‖x − z‖ = ‾(3‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾
√
− 4)2 + (5 − 1)2‾ = ‾‾
‾
17 √

The SVM hyperplane

Understanding the equation of the hyperplane
You probably learnt that an equation of a line is : y = ax + b. However when reading
about hyperplane, you will often find that the equation of an hyperplane is defined by :
T
w x =0

How does these two forms relate ?

In the hyperplane equation you can see that the name of the variables are in bold. Which
means that they are vectors ! Moreover, T is how we compute the inner product of
w x

two vectors, and if you recall, the inner product is just another name for the dot product !
Note that
y = ax + b

is the same thing as

y − ax − b = 0
 ⎛ −b ⎞ ⎛ 1⎞
Given two vectors w
⎜
⎜
−a
⎟
⎟
and x
⎜
⎜
x
⎟
⎟
⎝ 1 ⎠ ⎝y⎠

T
w x = −b × (1) + (−a) × x + 1 × y

T
w x = y − ax − b

The two equations are just different ways of expressing the same thing.
It is interesting to note that w0 is −b, which means that this value determines the
intersection of the line with the vertical axis.
Why do we use the hyperplane equation w
Tx instead of y = ax + b ?
For two reasons:
it is easier to work in more than two dimensions with this notation,
the vector will always be normal to the hyperplane(Note: I received a lot of
w

questions about the last remark. will always be normal because we use this
w

vector to define the hyperplane, so by definition it will be normal. As you can

see this page, when we define a hyperplane, we suppose that we have a vector that
is orthogonal to the hyperplane)
And this last property will come in handy to compute the distance from a point to the
hyperplane.
Compute the distance from a point to the hyperplane
In Figure 20 we have an hyperplane, which separates two group of data.
 Figure 20
To simplify this example, we have set w0 = 0.
As you can see on the Figure 20, the equation of the hyperplane is :
x2 = −2x1

which is equivalent to
T
w x =0

with w
2
(1)
and x
x1
(x )
2

Note that the vector is shown on the Figure 20. (w is not a data point)
w

We would like to compute the distance between the point A(3, 4) and the hyperplane.
This is the distance between A and its projection onto the hyperplane
 Figure 21
We can view the point A as a vector from the origin to A.
If we project it onto the normal vector w

Figure 22 : projection of a onto w

We get the vector p
 Figure 23: p is the projection of a onto w
Our goal is to find the distance between the point A(3, 4) and the hyperplane.
We can see in Figure 23 that this distance is the same thing as ‖p‖.
Let's compute this value.
We start with two vectors, = (2, 1) which is normal to the hyperplane, and
w a = (3, 4)
which is the vector between the origin and A.
‖w‖ = √ ‾2‾‾‾‾‾
2
+ 12‾ = ‾
5 √

Let the vector be the direction of

u w

2 1
=( , )
√‾ ‾
u
5 √5

p is the orthogonal projection of onto so :

a w

p = ( u ⋅ a) u

2 1
= (3 × +4× )u
√‾ ‾
p
5 √5
 6 4
=( + )u
√‾ ‾
p
5 √5

10
=
√‾
p u
5

10 2 10 1
=( × , × )
√‾ ‾ √5‾ √5‾
p
5 √5

20 10
p =( , )
5 5

p = (4, 2)

‖p‖ = √ ‾4‾‾‾‾‾
2
+ 22‾ = 2 ‾
5 √

Compute the margin of the hyperplane

Now that we have the distance ‖p‖ between A and the hyperplane, the margin is
defined by :
margin = 2‖p‖ = 4√5
‾
We did it ! We computed the margin of the hyperplane !
Conclusion
This ends the Part 2 of this tutorial about the math behind SVM.
There was a lot more of math, but I hope you have been able to follow the article without
problem.
What's next?
Now that we know how to compute the margin, we might want to know how to select the
best hyperplane, this is described in Part 3 of the tutorial : How to find the optimal
hyperplane ?

Alexandre KOWALCZYK
 I am passionate about machine learning and Support Vector Machine. I like to explain things
simply to share my knowledge with people from around the world.

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