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j2kun / svm-sequential-minimal-optimization

An implementation and blog post about the Sequential Minimal Optimization algorithm for Support Vector Machines
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Notes on Lagrangian #5

Closed j2kun closed 7 years ago

j2kun commented 7 years ago

First draft of how to get from Platt (Eqn 3) to Platt (Eqn 4-6), with a short bit of background on Lagrangians.

j2kun commented 7 years ago

Some helpful slides http://www.csc.kth.se/utbildning/kth/kurser/DD3364/Lectures/KKT.pdf

j2kun commented 7 years ago

Also helpful! https://people.eecs.berkeley.edu/~klein/papers/lagrange-multipliers.pdf

j2kun commented 7 years ago

This is also helpful, in a more terse way, but hits the generalized Lagrangian idea nicely https://people.eecs.berkeley.edu/~elghaoui/Teaching/EE227A/lecture7.pdf

(You can ignore these comments, they're just convenient for me to store my references)