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Old 05-22-2013, 09:01 AM
Elroch Elroch is offline
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Join Date: Mar 2013
Posts: 143
Default Re: Q1 Quadratic Programming

Originally Posted by alasdairj View Post
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 hard-margin 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 :-).
If I understand correctly, the motivation is that it is often computationally efficient to do so.
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