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To find the
maximum margin separator, we have to solve
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the following
optimization problem:
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This is tricky but it’s a convex problem.
There is only one
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optimum and we
can find it without fiddling with learning
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rates or weight
decay or early stopping.
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Don’t
worry about the optimization problem. It has been
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solved.
Its called quadratic programming.
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It
takes time proportional to N^2 which is really bad for
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very
big datasets
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so for
big datasets we end up doing approximate optimization!
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