47. Setting Up the Optimization Problem x 1 x 2 The maximum margin can be characterized as a solution to an optimization problem:
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50. Nonlinearly Separable Data Var 1 Var 2 Introduce slack variables Allow some instances to fall within the margin, but penalize them
51. Formulating the Optimization Problem Var 1 Var 2 Constraints becomes : Objective function penalizes for misclassified instances and those within the margin C trades-off margin width and misclassifications
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53. Robustness of Soft vs Hard Margin SVMs Var 1 Var 2 Soft Margin SVN Hard Margin SVN Var 1 Var 2 i
56. Linear Classifiers in High-Dimensional Spaces Var 1 Var 2 Constructed Feature 1 Find function (x) to map to a different space Constructed Feature 2
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60. Example X=[x z] (X)=[x 2 z 2 xz] f(x) = sign(w 1 x 2 +w 2 z 2 +w 3 xz + b) w T (x)+b=0
61. Example (X 1 ) T (X 2 )= [x 1 2 z 1 2 2 1/2 x 1 z 1 ] [x 2 2 z 2 2 2 1/2 x 2 z 2 ] T = x 1 2 z 1 2 + x 2 2 z 2 2 + 2 x 1 z 1 x 2 z 2 = (x 1 z 1 + x 2 z 2 ) 2 = (X 1 T X 2 ) 2 X 1 =[x 1 z 1 ] X 2 =[x 2 z 2 ] (X 1 )=[x 1 2 z 1 2 2 1/2 x 1 z 1 ] (X 2 )=[x 2 2 z 2 2 2 1/2 x 2 z 2 ] Expensive! O(d 2 ) Efficient! O(d)