Thread: Octave QP issue
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Old 08-23-2012, 08:16 PM
patrickjtierney patrickjtierney is offline
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Join Date: Jul 2012
Location: Toronto, Canada
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Default Octave QP issue

I came across a clever trick in the previous classes discussions for improving the stability and results of qp() in Octave. Essentially you just add a tiny amount to the H matrix's diagonal (10^-15) and then solve for alpha0 using qp. Then you rerun qp using alpha0 as the initial value and use your original H to obtain the value of alpha.

However, for N=10, I found the percent better for SVM went up by 15-20% as a result consistently. This leads to an in-between value which is on the verge of changing my answer to Q8.

I know this must have come up last time, but I wonder if this possible spread in the results due to implementation issues is accounted for in the answers?
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