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(5 pts.) Consider the objective function for support vector classifier: n min i-1 subject to 6 2 0,i = 1, ..., n yi(Bo + Box;)
(5 pts.) Consider the objective function for support vector classifier: n min i-1 subject to 6 2 0,i = 1, ..., n yi(Bo + Box;) 21-6,i =1,..., 1, where both / and ; are p-dimensional vectors. Show that by letting A =1/C, the above objective function is equivalent to min ) [1 - yi(80 + Biz.)]+ + ;1812, i=1 where [z]+ is the positive part of z, that is, [z]+ = max(z, (). Hint: The original objective function is equivalent to: n min 5 81/+ min C) 6 i= 1 subject to 6; 2 0, i = 1, ..., n yi(Bo + B x;) 21-6,i=1,...,n. Therefore, consider how to minimize CM 6; when Bo, A are given
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