5.3 Importance weighted SVM. Suppose you wish to use SVMs to solve a learning problem where some...
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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 modication through the derivation of the dual solution.
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Foundations Of Machine Learning
ISBN: 9780262351362
2nd Edition
Authors: Mehryar Mohri, Afshin Rostamizadeh
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