Kernel support-vector coefficient from hinge activity

ID: kernel-support-vector-coefficient-from-hinge-activity

For the kernel support vector machine objective , assume , , and that the kernel matrix is invertible. The subdifferential optimality equation gives
Thus strict margins greater than one force zero coefficients, while misclassified observations have nonzero coefficients. Invertibility matters: a singular kernel matrix allows coefficient changes in its null space without changing the fitted function or objective.

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