Set of paramters for optimization

diefimov / MTH594_MachineLearning

The materials for the course MTH 594 Advanced data mining: theory and applications (Dmitry Efimov, American University of Sharjah)

383 stars 139 forks source link

Set of paramters for optimization #5

Closed denkorzh closed 7 years ago

denkorzh commented 7 years ago

Section 6.1, page 64.

When we formulate the first optimization problems the margin \gamma wouldn't belong to the set we solve the problem over. The same concerns the equivalent (second) one.

diefimov commented 7 years ago

I agree with the first comment as we maximize \gamma. But for the second optimization problem we maximize \hat{\gamma}/||w|| as a function of \hat{\gamma}, w and b.