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Support Vector Machines Formulation Solve the quadratic program for some : min s. t.,, denotes where or membership. Different error functions and measures of margin will lead to different SVM formulations. Margin is maximized by minimizing reciprocal of margin.
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Linear Program and Quadratic Program An optimization problem in which the objective function and all constraints are linear functions is called a linear programming problem If the objective function is convex quadratic while the constraints are all linear then the problem is called convex quadratic programming problem Standard SVM formulation is in this category formulation is in this category
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1-norm Support Vector Machines Good for Feature Selection Solve the quadratic program for some : min s. t.,, denotes where or membership. Equivalent to solve a Linear Program as follows:
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Decent Direction of Move alone the decent direction for a certain stepsize will decrease the objective function value i.e.,
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Feasible Direction of Move alone the feasible direction from for a certain stepsize will not leave the feasible region i.e., where is the feasible region.
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The Most Important Concept in Optimization (minimization) A point is said to be an optimal solution of a unconstrained minimization if there exists no decent direction A point is said to be an optimal solution of a constrained minimization if there exists no feasible decent direction There might exist decent direction but move along this direction will leave out the feasible region
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