Method of Lagrange Multipliers: The Theory Behind Support Vector Machines (Part 2: The Non-Separable Case) - MachineLearningMastery.com

This tutorial is an extension of Method Of Lagrange Multipliers: The Theory Behind Support Vector Machines (Part 1: The Separable Case)) and explains the non-separable case. In real life problems positive and negative training examples may not be completely separable by a linear decision boundary. This tutorial explains how a soft margin can be built […]