数据挖掘：支持向量机SVM

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Support Vector Machines

We want to maximize:

• Which is equivalent to minimizing:

• But subjected to the following constraints:
  
  This is a constrained optimization problem

  • Numerical approaches to solve it.(e.g.,quadratic programming)

What if the problem is not linearly separable?

• Introduce slack variables

  • Need to minimize
    

  • Subject to:
    

  Nonlinear Support Vector Machines

  Transform data into higher dimensional space.