ECE 595ML Lecture 20.1: Support Vector Machine - Lagrange Duality

By Stanley H. Chan

Electrical and Computer Engineering, Purdue University, West Lafayette, IN

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Researchers should cite this work as follows:

  • Stanley H. Chan (2020), "ECE 595ML Lecture 20.1: Support Vector Machine - Lagrange Duality," https://nanohub.org/resources/32750.

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WTHR 200, Purdue University, West Lafayette, IN

ECE 595ML Lecture 20.1: Support Vector Machine - Lagrange Duality
  • Lecture 20.1: Support Vector Machine - Legrange Duality 1. Lecture 20.1: Support Vector M… 0
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  • Outline 2. Outline 112.27894561227895
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  • Support Vector Machine 3. Support Vector Machine 124.02402402402403
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  • Lagrange Function 4. Lagrange Function 191.8918918918919
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  • Appendix 5. Appendix 313.38004671338007
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  • Inequality Constrained Optimization 6. Inequality Constrained Optimiz… 344.11077744411079
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  • Karush-Kahn-Tucker Conditions 7. Karush-Kahn-Tucker Conditions 410.61061061061065
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  • Example: 8. Example: 560.12679346012681
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  • Analytic Solution 9. Analytic Solution 601.50150150150148
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  • Analytic Solution 10. Analytic Solution 606.84017350684019
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  • Non-CVX Implementation 11. Non-CVX Implementation 612.278945612279
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  • Lagrangian function 12. Lagrangian function 622.48915582248912
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  • Primal Problem 13. Primal Problem 825.22522522522524
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  • Strong Duality 14. Strong Duality 1030.9642976309644
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  • Toy Example 15. Toy Example 1166.3997330663997
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  • Toy Example 16. Toy Example 1214.0807474140809
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  • Have We Gained Anything? 17. Have We Gained Anything? 1344.9449449449451
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