Soft-margin primal

Definition taught in Support vector machines, part of Statistical learning

Soft-margin primal

Type Definition
Taught in Support vector machines
Part Statistical learning
Questions using it 1

Find w and b minimising

\Phi(w,\xi)=\frac12 w^\top w+C\sum_{i=1}^{n}\xi_i

subject to y_i(w^\top x_i+b)\ge 1-\xi_i and \xi_i\ge 0 for all i=1,\ldots,n.

Used in

See also

Signed distance · Vapnik’s radius–margin bound · Hard-margin primal · Hard-margin dual · Kernel · Linear separators and the margin · Distance to a hyperplane · Why maximise the margin?

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