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Objective Function: max Lauer
Linear Constraints: « > 0, ¥i¢ D, and Yay; =0
Weight Vector and Bias
‘Once we have obtained the @, values fori =, solve for the weight vector
wand the bias b. Note that according to the KKT conditions, we have
a, (y:(W7X; +5) —1) =0
which gives rise to two cases:
(2) yx +) 1=0, which implies
and thus the
0,
This is a very important result because if, > 0, then yi(W7K, +b) =
point x; must be a support vector. On the other hand if y;(w7x; +5) > 1, then a
is, if point is not a support vector, then @ =0.
we Pays
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In other words, w is obtained as a linear combination of the support vectors, with the
ayy's representing the weights. The rest of the points (with a; = 0) are not support
vectors and thus do not play a role in determining w.
To compute the bias b, we first compute one solution b;, per support vector, as
follows:
o% (v(w"x, +) —1)=0
yw; +b)
by yeowixy
We can take b as the average bias value over all the support vectors:
b= avg, .ofb
ign(w'z+b)
ign(h(2))