Q1 Quadratic Programming
From that well known source, wikipedia:
Quadratic programming (QP) is a special type of mathematical optimization problem. It is the problem of optimizing (minimizing or maximizing) a quadratic function of several variables subject to linear constraints on these variables. The hardmargin SVM problem is to minimize 0.5w'w subject to (yn(w'xn + b) >= 1. So is this a quadratic programming problem? 
Re: Q1 Quadratic Programming
Well, the problem was to minimize wrt w and b the value w'w (which is a combination of 2 values of our variable) subject to yn(w'xn + b) >= 1 where yn and xn are constants (our training data) i.e. a linear combination of our variable w.
So, the original problem for hardmargin SVM seems like a "quadratic programming" problem  so my real question is this: why do we do the "dual" mapping to get the problem stated in terms of alpha? Is this purely to get it into a more convenient form for QP packages? I am missing something, but I don't know what :). 
Re: Q1 Quadratic Programming
Quote:

Re: Q1 Quadratic Programming
Quote:

Re: Q1 Quadratic Programming
Thank you Professor! I understand now!

All times are GMT 7. The time now is 08:38 PM. 
Powered by vBulletin® Version 3.8.3
Copyright ©2000  2020, Jelsoft Enterprises Ltd.
The contents of this forum are to be used ONLY by readers of the Learning From Data book by Yaser S. AbuMostafa, Malik MagdonIsmail, and HsuanTien Lin, and participants in the Learning From Data MOOC by Yaser S. AbuMostafa. No part of these contents is to be communicated or made accessible to ANY other person or entity.