Example: confidence
Support vector machines (SVMs) Lecture 2
Allowing for slack: “Soft margin SVM” For each data point: •If margin ≥ 1, don’t care •If margin < 1, pay linear penalty w. x w. x + C Σ j ξ j - ξ j ξ j ≥0 Slack penalty C > 0: • C=∞ have to separate the data! • C=0 ignores the data entirely! • Select using cross-validation “slack variables” ξ 2 ξ 1 ξ 3 ξ 4
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