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Support Vector Machines
We want to maximize:
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Which is equivalent to minimizing:
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But subjected to the following constraints:
This is a constrained optimization problem- Numerical approaches to solve it.(e.g.,quadratic programming)
What if the problem is not linearly separable?
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Introduce slack variables
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Need to minimize
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Subject to:
Nonlinear Support Vector Machines
Transform data into higher dimensional space.
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