5.3 Importance weighted SVM. Suppose you wish to use SVMs to solve a learning problem where some...

Question:

5.3 Importance weighted SVM. Suppose you wish to use SVMs to solve a learning problem where some training data points are more important than others. More formally, assume that each training point consists of a triplet (xi; yi; pi), where 0  pi  1 is the importance of the ith point. Rewrite the primal SVM constrained optimization problem so that the penalty for mis-labeling a point xi is scaled by the priority pi. Then carry this modi cation through the derivation of the dual solution.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Foundations Of Machine Learning

ISBN: 9780262351362

2nd Edition

Authors: Mehryar Mohri, Afshin Rostamizadeh

Question Posted: