Two SVM tutorials linked in class website (please, read both): High-level presentation with applications (Hearst 1998) Detailed tutorial (Burges 1998)SVMs, Duality and the Kernel TrickMachine Learning – 10701/15781Carlos GuestrinCarnegie Mellon UniversitythFebruary 27 , 20062006 Carlos Guestrin 1Announcements Third homework is outst Due March 1 Final assigned by registrar: May 12, 1-4p.m Location TBD Midtermth March 8 , a week from Wednesday Open book, notes, papers, etc. No computers22006 Carlos GuestrinSVMs reminder32006 Carlos GuestrinToday’s lecture Learn one of the most interesting and exciting recent advancements in machine learning The “kernel trick” High dimensional feature spaces at no extra cost! But first, a detour Constrained optimization!42006 Carlos GuestrinConstrained optimization52006 Carlos GuestrinLagrange multipliers – Dual variablesMoving the constraint to objective functionLagrangian:Solve:62006 Carlos GuestrinLagrange multipliers – Dual variablesSolving:72006 Carlos GuestrinDual SVM derivation (1) –the linearly separable case82006 Carlos GuestrinDual SVM derivation (2) –the linearly separable case92006 Carlos GuestrinDual SVM interpretation102006 Carlos Guestrinw.x+ b = 0Dual SVM formulation –the linearly separable case112006 Carlos GuestrinDual SVM derivation –the non-separable case122006 Carlos GuestrinDual SVM formulation –the ...
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