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SVM数学知识补充 | 少年歌行 #7

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lyb92nlf opened this issue Nov 18, 2021 · 0 comments
Open

SVM数学知识补充 | 少年歌行 #7

lyb92nlf opened this issue Nov 18, 2021 · 0 comments

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@lyb92nlf
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https://lyb92nlf.github.io/2021/11/18/SVM%E6%95%B0%E5%AD%A6%E7%9F%A5%E8%AF%86%E8%A1%A5%E5%85%85/

原问题Prime Problem 最小化$f(w)$,w为所有待优化的未知量 限制条件: $g_i(w)\leq0,i\in[1,k]$ $h_i(w)=0,i\in[1,M]$ 非常具有普适性: 最小化问题f(x),则-f(x)是最大化问题 限制条件包含大于等于0和等于C的情况 对偶问题首先,定义 \begin{align} L(w,\alpha,\beta)&=f(w)+\sum

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