Support Vector Machines - The Auton Lab

Learning Maximum Margin with Noise
wx+b=1
wx+b=0
wx+b=-1
ε 2
ε 11
ε 7
M =
2
w.w
Given guess of w , b we can
• Compute sum of distances
of points to their correct
zones
• Compute the margin width
Assume R datapoints, each
(x k ,y k ) where y k = +/- 1
What should our quadratic
optimization criterion be?
Minimize
1
2
w.
w + C
R
∑ ε k
k = 1
How many constraints will we
have? R
What should they be?
w . x k + b >= 1-ε k if y k = 1
w . x k + b = 1-ε k if y k = 1
w . x k + b